S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Feb-1991
Day Change Summary
Previous Current
31-Jan-1991 01-Feb-1991 Change Change % Previous Week
Open 340.92 343.91 2.99 0.9% 336.06
High 343.93 344.90 0.97 0.3% 344.90
Low 340.47 340.37 -0.10 0.0% 334.26
Close 343.93 343.05 -0.88 -0.3% 343.05
Range 3.46 4.53 1.07 30.9% 10.64
ATR 3.90 3.95 0.04 1.1% 0.00
Volume
Daily Pivots for day following 01-Feb-1991
Classic Woodie Camarilla DeMark
R4 356.36 354.24 345.54
R3 351.83 349.71 344.30
R2 347.30 347.30 343.88
R1 345.18 345.18 343.47 343.98
PP 342.77 342.77 342.77 342.17
S1 340.65 340.65 342.63 339.45
S2 338.24 338.24 342.22
S3 333.71 336.12 341.80
S4 329.18 331.59 340.56
Weekly Pivots for week ending 01-Feb-1991
Classic Woodie Camarilla DeMark
R4 372.66 368.49 348.90
R3 362.02 357.85 345.98
R2 351.38 351.38 345.00
R1 347.21 347.21 344.03 349.30
PP 340.74 340.74 340.74 341.78
S1 336.57 336.57 342.07 338.66
S2 330.10 330.10 341.10
S3 319.46 325.93 340.12
S4 308.82 315.29 337.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 344.90 334.26 10.64 3.1% 3.32 1.0% 83% True False
10 344.90 327.83 17.07 5.0% 3.48 1.0% 89% True False
20 344.90 309.35 35.55 10.4% 4.35 1.3% 95% True False
40 344.90 309.35 35.55 10.4% 3.75 1.1% 95% True False
60 344.90 305.03 39.87 11.6% 3.87 1.1% 95% True False
80 344.90 294.51 50.39 14.7% 4.25 1.2% 96% True False
100 344.90 294.51 50.39 14.7% 4.53 1.3% 96% True False
120 344.90 294.51 50.39 14.7% 4.73 1.4% 96% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 364.15
2.618 356.76
1.618 352.23
1.000 349.43
0.618 347.70
HIGH 344.90
0.618 343.17
0.500 342.64
0.382 342.10
LOW 340.37
0.618 337.57
1.000 335.84
1.618 333.04
2.618 328.51
4.250 321.12
Fisher Pivots for day following 01-Feb-1991
Pivot 1 day 3 day
R1 342.91 342.13
PP 342.77 341.21
S1 342.64 340.30

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

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