S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jan-1991
Day Change Summary
Previous Current
16-Jan-1991 17-Jan-1991 Change Change % Previous Week
Open 313.73 316.17 2.44 0.8% 320.97
High 316.94 327.97 11.03 3.5% 320.97
Low 312.94 316.17 3.23 1.0% 310.93
Close 316.17 327.97 11.80 3.7% 315.23
Range 4.00 11.80 7.80 195.0% 10.04
ATR 3.78 4.36 0.57 15.1% 0.00
Volume
Daily Pivots for day following 17-Jan-1991
Classic Woodie Camarilla DeMark
R4 359.44 355.50 334.46
R3 347.64 343.70 331.22
R2 335.84 335.84 330.13
R1 331.90 331.90 329.05 333.87
PP 324.04 324.04 324.04 325.02
S1 320.10 320.10 326.89 322.07
S2 312.24 312.24 325.81
S3 300.44 308.30 324.73
S4 288.64 296.50 321.48
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
5 327.97 309.35 18.62 5.7% 5.04 1.5% 100% True False
10 327.97 309.35 18.62 5.7% 5.05 1.5% 100% True False
20 332.47 309.35 23.12 7.0% 3.92 1.2% 81% False False
40 333.98 309.35 24.63 7.5% 3.81 1.2% 76% False False
60 333.98 299.44 34.54 10.5% 4.00 1.2% 83% False False
80 333.98 294.51 39.47 12.0% 4.66 1.4% 85% False False
100 333.98 294.51 39.47 12.0% 4.70 1.4% 85% False False
120 357.35 294.51 62.84 19.2% 4.96 1.5% 53% 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 0.81
Widest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 378.12
2.618 358.86
1.618 347.06
1.000 339.77
0.618 335.26
HIGH 327.97
0.618 323.46
0.500 322.07
0.382 320.68
LOW 316.17
0.618 308.88
1.000 304.37
1.618 297.08
2.618 285.28
4.250 266.02
Fisher Pivots for day following 17-Jan-1991
Pivot 1 day 3 day
R1 326.00 325.28
PP 324.04 322.59
S1 322.07 319.91

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

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