S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Oct-1981
Day Change Summary
Previous Current
02-Oct-1981 05-Oct-1981 Change Change % Previous Week
Open 118.86 119.88 1.02 0.9% 113.85
High 120.16 121.54 1.38 1.1% 120.16
Low 117.07 118.61 1.54 1.3% 110.19
Close 119.36 119.51 0.15 0.1% 119.36
Range 3.09 2.93 -0.16 -5.2% 9.97
ATR 2.94 2.94 0.00 0.0% 0.00
Volume
Daily Pivots for day following 05-Oct-1981
Classic Woodie Camarilla DeMark
R4 128.68 127.02 121.12
R3 125.75 124.09 120.32
R2 122.82 122.82 120.05
R1 121.16 121.16 119.78 120.53
PP 119.89 119.89 119.89 119.57
S1 118.23 118.23 119.24 117.60
S2 116.96 116.96 118.97
S3 114.03 115.30 118.70
S4 111.10 112.37 117.90
Weekly Pivots for week ending 02-Oct-1981
Classic Woodie Camarilla DeMark
R4 146.48 142.89 124.84
R3 136.51 132.92 122.10
R2 126.54 126.54 121.19
R1 122.95 122.95 120.27 124.75
PP 116.57 116.57 116.57 117.47
S1 112.98 112.98 118.45 114.78
S2 106.60 106.60 117.53
S3 96.63 103.01 116.62
S4 86.66 93.04 113.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.54 114.60 6.94 5.8% 2.83 2.4% 71% True False
10 121.54 110.19 11.35 9.5% 3.13 2.6% 82% True False
20 122.18 110.19 11.99 10.0% 2.98 2.5% 78% False False
40 135.49 110.19 25.30 21.2% 2.76 2.3% 37% False False
60 135.49 110.19 25.30 21.2% 2.61 2.2% 37% False False
80 135.67 110.19 25.48 21.3% 2.61 2.2% 37% False False
100 135.67 110.19 25.48 21.3% 2.61 2.2% 37% False False
120 136.56 110.19 26.37 22.1% 2.61 2.2% 35% False 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 1.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.99
2.618 129.21
1.618 126.28
1.000 124.47
0.618 123.35
HIGH 121.54
0.618 120.42
0.500 120.08
0.382 119.73
LOW 118.61
0.618 116.80
1.000 115.68
1.618 113.87
2.618 110.94
4.250 106.16
Fisher Pivots for day following 05-Oct-1981
Pivot 1 day 3 day
R1 120.08 119.10
PP 119.89 118.68
S1 119.70 118.27

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

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