S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jan-1991
Day Change Summary
Previous Current
02-Jan-1991 03-Jan-1991 Change Change % Previous Week
Open 330.20 326.46 -3.74 -1.1% 331.74
High 330.75 326.53 -4.22 -1.3% 331.74
Low 326.45 321.90 -4.55 -1.4% 327.24
Close 326.45 321.91 -4.54 -1.4% 328.72
Range 4.30 4.63 0.33 7.7% 4.50
ATR 3.29 3.39 0.10 2.9% 0.00
Volume
Daily Pivots for day following 03-Jan-1991
Classic Woodie Camarilla DeMark
R4 337.34 334.25 324.46
R3 332.71 329.62 323.18
R2 328.08 328.08 322.76
R1 324.99 324.99 322.33 324.22
PP 323.45 323.45 323.45 323.06
S1 320.36 320.36 321.49 319.59
S2 318.82 318.82 321.06
S3 314.19 315.73 320.64
S4 309.56 311.10 319.36
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
5 331.04 321.90 9.14 2.8% 3.19 1.0% 0% False True
10 332.47 321.90 10.57 3.3% 2.79 0.9% 0% False True
20 333.98 321.90 12.08 3.8% 3.19 1.0% 0% False True
40 333.98 305.03 28.95 9.0% 3.63 1.1% 58% False False
60 333.98 294.51 39.47 12.3% 4.30 1.3% 69% False False
80 333.98 294.51 39.47 12.3% 4.56 1.4% 69% False False
100 341.92 294.51 47.41 14.7% 4.83 1.5% 58% False False
120 369.78 294.51 75.27 23.4% 4.93 1.5% 36% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 346.21
2.618 338.65
1.618 334.02
1.000 331.16
0.618 329.39
HIGH 326.53
0.618 324.76
0.500 324.22
0.382 323.67
LOW 321.90
0.618 319.04
1.000 317.27
1.618 314.41
2.618 309.78
4.250 302.22
Fisher Pivots for day following 03-Jan-1991
Pivot 1 day 3 day
R1 324.22 326.33
PP 323.45 324.85
S1 322.68 323.38

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

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