S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Dec-1990
Day Change Summary
Previous Current
26-Dec-1990 27-Dec-1990 Change Change % Previous Week
Open 329.89 330.85 0.96 0.3% 326.82
High 331.69 331.04 -0.65 -0.2% 332.47
Low 329.89 328.23 -1.66 -0.5% 324.46
Close 330.85 328.29 -2.56 -0.8% 331.75
Range 1.80 2.81 1.01 56.1% 8.01
ATR 3.43 3.39 -0.04 -1.3% 0.00
Volume
Daily Pivots for day following 27-Dec-1990
Classic Woodie Camarilla DeMark
R4 337.62 335.76 329.84
R3 334.81 332.95 329.06
R2 332.00 332.00 328.81
R1 330.14 330.14 328.55 329.67
PP 329.19 329.19 329.19 328.95
S1 327.33 327.33 328.03 326.86
S2 326.38 326.38 327.77
S3 323.57 324.52 327.52
S4 320.76 321.71 326.74
Weekly Pivots for week ending 21-Dec-1990
Classic Woodie Camarilla DeMark
R4 353.59 350.68 336.16
R3 345.58 342.67 333.95
R2 337.57 337.57 333.22
R1 334.66 334.66 332.48 336.12
PP 329.56 329.56 329.56 330.29
S1 326.65 326.65 331.02 328.11
S2 321.55 321.55 330.28
S3 313.54 318.64 329.55
S4 305.53 310.63 327.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 332.47 326.94 5.53 1.7% 2.67 0.8% 24% False False
10 332.47 324.46 8.01 2.4% 2.78 0.8% 48% False False
20 333.98 315.03 18.95 5.8% 3.43 1.0% 70% False False
40 333.98 301.61 32.37 9.9% 3.73 1.1% 82% False False
60 333.98 294.51 39.47 12.0% 4.47 1.4% 86% False False
80 333.98 294.51 39.47 12.0% 4.64 1.4% 86% False False
100 341.92 294.51 47.41 14.4% 4.90 1.5% 71% False False
120 369.78 294.51 75.27 22.9% 4.96 1.5% 45% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 342.98
2.618 338.40
1.618 335.59
1.000 333.85
0.618 332.78
HIGH 331.04
0.618 329.97
0.500 329.64
0.382 329.30
LOW 328.23
0.618 326.49
1.000 325.42
1.618 323.68
2.618 320.87
4.250 316.29
Fisher Pivots for day following 27-Dec-1990
Pivot 1 day 3 day
R1 329.64 329.99
PP 329.19 329.42
S1 328.74 328.86

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

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