S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Feb-1991
Day Change Summary
Previous Current
04-Feb-1991 05-Feb-1991 Change Change % Previous Week
Open 343.05 348.34 5.29 1.5% 336.06
High 348.71 351.84 3.13 0.9% 344.90
Low 342.96 347.21 4.25 1.2% 334.26
Close 348.34 351.26 2.92 0.8% 343.05
Range 5.75 4.63 -1.12 -19.5% 10.64
ATR 4.08 4.12 0.04 1.0% 0.00
Volume
Daily Pivots for day following 05-Feb-1991
Classic Woodie Camarilla DeMark
R4 363.99 362.26 353.81
R3 359.36 357.63 352.53
R2 354.73 354.73 352.11
R1 353.00 353.00 351.68 353.87
PP 350.10 350.10 350.10 350.54
S1 348.37 348.37 350.84 349.24
S2 345.47 345.47 350.41
S3 340.84 343.74 349.99
S4 336.21 339.11 348.71
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
5 351.84 335.69 16.15 4.6% 4.72 1.3% 96% True False
10 351.84 327.93 23.91 6.8% 3.84 1.1% 98% True False
20 351.84 309.35 42.49 12.1% 4.43 1.3% 99% True False
40 351.84 309.35 42.49 12.1% 3.79 1.1% 99% True False
60 351.84 307.61 44.23 12.6% 3.87 1.1% 99% True False
80 351.84 295.22 56.62 16.1% 4.21 1.2% 99% True False
100 351.84 294.51 57.33 16.3% 4.56 1.3% 99% True False
120 351.84 294.51 57.33 16.3% 4.76 1.4% 99% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 371.52
2.618 363.96
1.618 359.33
1.000 356.47
0.618 354.70
HIGH 351.84
0.618 350.07
0.500 349.53
0.382 348.98
LOW 347.21
0.618 344.35
1.000 342.58
1.618 339.72
2.618 335.09
4.250 327.53
Fisher Pivots for day following 05-Feb-1991
Pivot 1 day 3 day
R1 350.68 349.54
PP 350.10 347.82
S1 349.53 346.11

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

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