S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-1981
Day Change Summary
Previous Current
29-Sep-1981 30-Sep-1981 Change Change % Previous Week
Open 116.14 115.94 -0.20 -0.2% 116.78
High 117.75 117.05 -0.70 -0.6% 118.19
Low 114.75 114.60 -0.15 -0.1% 111.64
Close 115.94 116.18 0.24 0.2% 112.77
Range 3.00 2.45 -0.55 -18.3% 6.55
ATR 2.99 2.95 -0.04 -1.3% 0.00
Volume
Daily Pivots for day following 30-Sep-1981
Classic Woodie Camarilla DeMark
R4 123.29 122.19 117.53
R3 120.84 119.74 116.85
R2 118.39 118.39 116.63
R1 117.29 117.29 116.40 117.84
PP 115.94 115.94 115.94 116.22
S1 114.84 114.84 115.96 115.39
S2 113.49 113.49 115.73
S3 111.04 112.39 115.51
S4 108.59 109.94 114.83
Weekly Pivots for week ending 25-Sep-1981
Classic Woodie Camarilla DeMark
R4 133.85 129.86 116.37
R3 127.30 123.31 114.57
R2 120.75 120.75 113.97
R1 116.76 116.76 113.37 115.48
PP 114.20 114.20 114.20 113.56
S1 110.21 110.21 112.17 108.93
S2 107.65 107.65 111.57
S3 101.10 103.66 110.97
S4 94.55 97.11 109.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.75 110.19 7.56 6.5% 3.46 3.0% 79% False False
10 119.87 110.19 9.68 8.3% 3.14 2.7% 62% False False
20 124.58 110.19 14.39 12.4% 2.93 2.5% 42% False False
40 135.49 110.19 25.30 21.8% 2.72 2.3% 24% False False
60 135.49 110.19 25.30 21.8% 2.59 2.2% 24% False False
80 135.67 110.19 25.48 21.9% 2.60 2.2% 24% False False
100 135.67 110.19 25.48 21.9% 2.60 2.2% 24% False False
120 136.56 110.19 26.37 22.7% 2.60 2.2% 23% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127.46
2.618 123.46
1.618 121.01
1.000 119.50
0.618 118.56
HIGH 117.05
0.618 116.11
0.500 115.83
0.382 115.54
LOW 114.60
0.618 113.09
1.000 112.15
1.618 110.64
2.618 108.19
4.250 104.19
Fisher Pivots for day following 30-Sep-1981
Pivot 1 day 3 day
R1 116.06 115.44
PP 115.94 114.71
S1 115.83 113.97

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

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