S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Aug-1991
Day Change Summary
Previous Current
28-Aug-1991 29-Aug-1991 Change Change % Previous Week
Open 393.06 396.65 3.59 0.9% 385.58
High 396.64 396.82 0.18 0.0% 395.34
Low 393.05 395.14 2.09 0.5% 374.09
Close 396.64 396.47 -0.17 0.0% 394.17
Range 3.59 1.68 -1.91 -53.2% 21.25
ATR 4.00 3.83 -0.17 -4.1% 0.00
Volume
Daily Pivots for day following 29-Aug-1991
Classic Woodie Camarilla DeMark
R4 401.18 400.51 397.39
R3 399.50 398.83 396.93
R2 397.82 397.82 396.78
R1 397.15 397.15 396.62 396.65
PP 396.14 396.14 396.14 395.89
S1 395.47 395.47 396.32 394.97
S2 394.46 394.46 396.16
S3 392.78 393.79 396.01
S4 391.10 392.11 395.55
Weekly Pivots for week ending 23-Aug-1991
Classic Woodie Camarilla DeMark
R4 451.62 444.14 405.86
R3 430.37 422.89 400.01
R2 409.12 409.12 398.07
R1 401.64 401.64 396.12 405.38
PP 387.87 387.87 387.87 389.74
S1 380.39 380.39 392.22 384.13
S2 366.62 366.62 390.27
S3 345.37 359.14 388.33
S4 324.12 337.89 382.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 396.82 390.69 6.13 1.5% 2.73 0.7% 94% True False
10 396.82 374.09 22.73 5.7% 4.91 1.2% 98% True False
20 396.82 374.09 22.73 5.7% 4.09 1.0% 98% True False
40 396.82 370.92 25.90 6.5% 3.65 0.9% 99% True False
60 396.82 367.98 28.84 7.3% 3.73 0.9% 99% True False
80 396.82 365.83 30.99 7.8% 3.83 1.0% 99% True False
100 396.82 365.83 30.99 7.8% 3.90 1.0% 99% True False
120 396.82 365.58 31.24 7.9% 4.04 1.0% 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 True
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 403.96
2.618 401.22
1.618 399.54
1.000 398.50
0.618 397.86
HIGH 396.82
0.618 396.18
0.500 395.98
0.382 395.78
LOW 395.14
0.618 394.10
1.000 393.46
1.618 392.42
2.618 390.74
4.250 388.00
Fisher Pivots for day following 29-Aug-1991
Pivot 1 day 3 day
R1 396.31 395.75
PP 396.14 395.02
S1 395.98 394.30

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

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