S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Oct-1981
Day Change Summary
Previous Current
19-Oct-1981 20-Oct-1981 Change Change % Previous Week
Open 118.80 120.11 1.31 1.1% 121.25
High 119.85 121.29 1.44 1.2% 122.37
Low 117.58 118.78 1.20 1.0% 118.01
Close 118.98 120.28 1.30 1.1% 119.19
Range 2.27 2.51 0.24 10.6% 4.36
ATR 2.72 2.70 -0.01 -0.5% 0.00
Volume
Daily Pivots for day following 20-Oct-1981
Classic Woodie Camarilla DeMark
R4 127.65 126.47 121.66
R3 125.14 123.96 120.97
R2 122.63 122.63 120.74
R1 121.45 121.45 120.51 122.04
PP 120.12 120.12 120.12 120.41
S1 118.94 118.94 120.05 119.53
S2 117.61 117.61 119.82
S3 115.10 116.43 119.59
S4 112.59 113.92 118.90
Weekly Pivots for week ending 16-Oct-1981
Classic Woodie Camarilla DeMark
R4 132.94 130.42 121.59
R3 128.58 126.06 120.39
R2 124.22 124.22 119.99
R1 121.70 121.70 119.59 120.78
PP 119.86 119.86 119.86 119.40
S1 117.34 117.34 118.79 116.42
S2 115.50 115.50 118.39
S3 111.14 112.98 117.99
S4 106.78 108.62 116.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.29 117.58 3.71 3.1% 2.40 2.0% 73% True False
10 123.28 117.58 5.70 4.7% 2.49 2.1% 47% False False
20 123.28 110.19 13.09 10.9% 2.86 2.4% 77% False False
40 126.17 110.19 15.98 13.3% 2.77 2.3% 63% False False
60 135.49 110.19 25.30 21.0% 2.64 2.2% 40% False False
80 135.49 110.19 25.30 21.0% 2.60 2.2% 40% False False
100 135.67 110.19 25.48 21.2% 2.61 2.2% 40% False False
120 135.67 110.19 25.48 21.2% 2.59 2.2% 40% 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 1.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131.96
2.618 127.86
1.618 125.35
1.000 123.80
0.618 122.84
HIGH 121.29
0.618 120.33
0.500 120.04
0.382 119.74
LOW 118.78
0.618 117.23
1.000 116.27
1.618 114.72
2.618 112.21
4.250 108.11
Fisher Pivots for day following 20-Oct-1981
Pivot 1 day 3 day
R1 120.20 120.00
PP 120.12 119.72
S1 120.04 119.44

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

View Archives - Comment on this page... - Back to Index of Symbols