S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jan-1991
Day Change Summary
Previous Current
08-Jan-1991 09-Jan-1991 Change Change % Previous Week
Open 315.44 314.90 -0.54 -0.2% 328.71
High 316.97 320.73 3.76 1.2% 330.75
Low 313.79 310.93 -2.86 -0.9% 318.87
Close 314.90 311.48 -3.42 -1.1% 321.00
Range 3.18 9.80 6.62 208.2% 11.88
ATR 3.52 3.97 0.45 12.7% 0.00
Volume
Daily Pivots for day following 09-Jan-1991
Classic Woodie Camarilla DeMark
R4 343.78 337.43 316.87
R3 333.98 327.63 314.18
R2 324.18 324.18 313.28
R1 317.83 317.83 312.38 316.11
PP 314.38 314.38 314.38 313.52
S1 308.03 308.03 310.58 306.31
S2 304.58 304.58 309.68
S3 294.78 298.23 308.79
S4 284.98 288.43 306.09
Weekly Pivots for week ending 04-Jan-1991
Classic Woodie Camarilla DeMark
R4 359.18 351.97 327.53
R3 347.30 340.09 324.27
R2 335.42 335.42 323.18
R1 328.21 328.21 322.09 325.88
PP 323.54 323.54 323.54 322.37
S1 316.33 316.33 319.91 314.00
S2 311.66 311.66 318.82
S3 299.78 304.45 317.73
S4 287.90 292.57 314.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 326.53 310.93 15.60 5.0% 5.32 1.7% 4% False True
10 331.69 310.93 20.76 6.7% 3.97 1.3% 3% False True
20 332.47 310.93 21.54 6.9% 3.50 1.1% 3% False True
40 333.98 310.93 23.05 7.4% 3.68 1.2% 2% False True
60 333.98 296.41 37.57 12.1% 4.14 1.3% 40% False False
80 333.98 294.51 39.47 12.7% 4.66 1.5% 43% False False
100 333.98 294.51 39.47 12.7% 4.85 1.6% 43% False False
120 366.64 294.51 72.13 23.2% 4.98 1.6% 24% 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 0.84
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 362.38
2.618 346.39
1.618 336.59
1.000 330.53
0.618 326.79
HIGH 320.73
0.618 316.99
0.500 315.83
0.382 314.67
LOW 310.93
0.618 304.87
1.000 301.13
1.618 295.07
2.618 285.27
4.250 269.28
Fisher Pivots for day following 09-Jan-1991
Pivot 1 day 3 day
R1 315.83 315.95
PP 314.38 314.46
S1 312.93 312.97

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

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