S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jan-1991
Day Change Summary
Previous Current
11-Jan-1991 14-Jan-1991 Change Change % Previous Week
Open 314.53 315.23 0.70 0.2% 320.97
High 315.24 315.23 -0.01 0.0% 320.97
Low 313.59 309.35 -4.24 -1.4% 310.93
Close 315.23 312.49 -2.74 -0.9% 315.23
Range 1.65 5.88 4.23 256.4% 10.04
ATR 3.76 3.91 0.15 4.0% 0.00
Volume
Daily Pivots for day following 14-Jan-1991
Classic Woodie Camarilla DeMark
R4 330.00 327.12 315.72
R3 324.12 321.24 314.11
R2 318.24 318.24 313.57
R1 315.36 315.36 313.03 313.86
PP 312.36 312.36 312.36 311.61
S1 309.48 309.48 311.95 307.98
S2 306.48 306.48 311.41
S3 300.60 303.60 310.87
S4 294.72 297.72 309.26
Weekly Pivots for week ending 11-Jan-1991
Classic Woodie Camarilla DeMark
R4 345.83 340.57 320.75
R3 335.79 330.53 317.99
R2 325.75 325.75 317.07
R1 320.49 320.49 316.15 318.10
PP 315.71 315.71 315.71 314.52
S1 310.45 310.45 314.31 308.06
S2 305.67 305.67 313.39
S3 295.63 300.41 312.47
S4 285.59 290.37 309.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 320.73 309.35 11.38 3.6% 4.75 1.5% 28% False True
10 330.75 309.35 21.40 6.8% 4.44 1.4% 15% False True
20 332.47 309.35 23.12 7.4% 3.59 1.2% 14% False True
40 333.98 309.35 24.63 7.9% 3.63 1.2% 13% False True
60 333.98 298.75 35.23 11.3% 4.02 1.3% 39% False False
80 333.98 294.51 39.47 12.6% 4.67 1.5% 46% False False
100 333.98 294.51 39.47 12.6% 4.75 1.5% 46% False False
120 357.52 294.51 63.01 20.2% 4.90 1.6% 29% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 340.22
2.618 330.62
1.618 324.74
1.000 321.11
0.618 318.86
HIGH 315.23
0.618 312.98
0.500 312.29
0.382 311.60
LOW 309.35
0.618 305.72
1.000 303.47
1.618 299.84
2.618 293.96
4.250 284.36
Fisher Pivots for day following 14-Jan-1991
Pivot 1 day 3 day
R1 312.42 312.43
PP 312.36 312.36
S1 312.29 312.30

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

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