S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Dec-1990
Day Change Summary
Previous Current
10-Dec-1990 11-Dec-1990 Change Change % Previous Week
Open 327.75 328.88 1.13 0.3% 322.23
High 328.97 328.88 -0.09 0.0% 333.98
Low 326.15 325.65 -0.50 -0.2% 321.97
Close 328.89 326.44 -2.45 -0.7% 327.75
Range 2.82 3.23 0.41 14.5% 12.01
ATR 4.18 4.11 -0.07 -1.6% 0.00
Volume
Daily Pivots for day following 11-Dec-1990
Classic Woodie Camarilla DeMark
R4 336.68 334.79 328.22
R3 333.45 331.56 327.33
R2 330.22 330.22 327.03
R1 328.33 328.33 326.74 327.66
PP 326.99 326.99 326.99 326.66
S1 325.10 325.10 326.14 324.43
S2 323.76 323.76 325.85
S3 320.53 321.87 325.55
S4 317.30 318.64 324.66
Weekly Pivots for week ending 07-Dec-1990
Classic Woodie Camarilla DeMark
R4 363.93 357.85 334.36
R3 351.92 345.84 331.05
R2 339.91 339.91 329.95
R1 333.83 333.83 328.85 336.87
PP 327.90 327.90 327.90 329.42
S1 321.82 321.82 326.65 324.86
S2 315.89 315.89 325.55
S3 303.88 309.81 324.45
S4 291.87 297.80 321.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 333.98 325.65 8.33 2.6% 3.78 1.2% 9% False True
10 333.98 315.03 18.95 5.8% 3.93 1.2% 60% False False
20 333.98 311.48 22.50 6.9% 3.71 1.1% 66% False False
40 333.98 297.79 36.19 11.1% 4.34 1.3% 79% False False
60 333.98 294.51 39.47 12.1% 5.05 1.5% 81% False False
80 333.98 294.51 39.47 12.1% 5.13 1.6% 81% False False
100 361.61 294.51 67.10 20.6% 5.26 1.6% 48% False False
120 369.78 294.51 75.27 23.1% 5.04 1.5% 42% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 342.61
2.618 337.34
1.618 334.11
1.000 332.11
0.618 330.88
HIGH 328.88
0.618 327.65
0.500 327.27
0.382 326.88
LOW 325.65
0.618 323.65
1.000 322.42
1.618 320.42
2.618 317.19
4.250 311.92
Fisher Pivots for day following 11-Dec-1990
Pivot 1 day 3 day
R1 327.27 327.52
PP 326.99 327.16
S1 326.72 326.80

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols