S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-1991
Day Change Summary
Previous Current
31-Dec-1990 02-Jan-1991 Change Change % Previous Week
Open 328.71 330.20 1.49 0.5% 331.74
High 330.23 330.75 0.52 0.2% 331.74
Low 327.50 326.45 -1.05 -0.3% 327.24
Close 330.23 326.45 -3.78 -1.1% 328.72
Range 2.73 4.30 1.57 57.5% 4.50
ATR 3.21 3.29 0.08 2.4% 0.00
Volume
Daily Pivots for day following 02-Jan-1991
Classic Woodie Camarilla DeMark
R4 340.78 337.92 328.82
R3 336.48 333.62 327.63
R2 332.18 332.18 327.24
R1 329.32 329.32 326.84 328.60
PP 327.88 327.88 327.88 327.53
S1 325.02 325.02 326.06 324.30
S2 323.58 323.58 325.66
S3 319.28 320.72 325.27
S4 314.98 316.42 324.09
Weekly Pivots for week ending 28-Dec-1990
Classic Woodie Camarilla DeMark
R4 342.73 340.23 331.20
R3 338.23 335.73 329.96
R2 333.73 333.73 329.55
R1 331.23 331.23 329.13 330.23
PP 329.23 329.23 329.23 328.74
S1 326.73 326.73 328.31 325.73
S2 324.73 324.73 327.90
S3 320.23 322.23 327.48
S4 315.73 317.73 326.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 331.69 326.45 5.24 1.6% 2.62 0.8% 0% False True
10 332.47 325.75 6.72 2.1% 2.79 0.9% 10% False False
20 333.98 321.97 12.01 3.7% 3.20 1.0% 37% False False
40 333.98 305.03 28.95 8.9% 3.59 1.1% 74% False False
60 333.98 294.51 39.47 12.1% 4.29 1.3% 81% False False
80 333.98 294.51 39.47 12.1% 4.58 1.4% 81% False False
100 341.92 294.51 47.41 14.5% 4.85 1.5% 67% False False
120 369.78 294.51 75.27 23.1% 4.93 1.5% 42% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 349.03
2.618 342.01
1.618 337.71
1.000 335.05
0.618 333.41
HIGH 330.75
0.618 329.11
0.500 328.60
0.382 328.09
LOW 326.45
0.618 323.79
1.000 322.15
1.618 319.49
2.618 315.19
4.250 308.18
Fisher Pivots for day following 02-Jan-1991
Pivot 1 day 3 day
R1 328.60 328.60
PP 327.88 327.88
S1 327.17 327.17

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

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