S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Oct-1981
Day Change Summary
Previous Current
09-Oct-1981 12-Oct-1981 Change Change % Previous Week
Open 121.78 121.25 -0.53 -0.4% 119.88
High 123.28 122.37 -0.91 -0.7% 123.28
Low 120.63 120.17 -0.46 -0.4% 118.08
Close 121.45 121.21 -0.24 -0.2% 121.45
Range 2.65 2.20 -0.45 -17.0% 5.20
ATR 2.92 2.87 -0.05 -1.8% 0.00
Volume
Daily Pivots for day following 12-Oct-1981
Classic Woodie Camarilla DeMark
R4 127.85 126.73 122.42
R3 125.65 124.53 121.82
R2 123.45 123.45 121.61
R1 122.33 122.33 121.41 121.79
PP 121.25 121.25 121.25 120.98
S1 120.13 120.13 121.01 119.59
S2 119.05 119.05 120.81
S3 116.85 117.93 120.61
S4 114.65 115.73 120.00
Weekly Pivots for week ending 09-Oct-1981
Classic Woodie Camarilla DeMark
R4 136.54 134.19 124.31
R3 131.34 128.99 122.88
R2 126.14 126.14 122.40
R1 123.79 123.79 121.93 124.97
PP 120.94 120.94 120.94 121.52
S1 118.59 118.59 120.97 119.77
S2 115.74 115.74 120.50
S3 110.54 113.39 120.02
S4 105.34 108.19 118.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.28 118.08 5.20 4.3% 2.76 2.3% 60% False False
10 123.28 114.60 8.68 7.2% 2.79 2.3% 76% False False
20 123.28 110.19 13.09 10.8% 2.92 2.4% 84% False False
40 133.02 110.19 22.83 18.8% 2.78 2.3% 48% False False
60 135.49 110.19 25.30 20.9% 2.65 2.2% 44% False False
80 135.49 110.19 25.30 20.9% 2.60 2.1% 44% False False
100 135.67 110.19 25.48 21.0% 2.63 2.2% 43% False False
120 136.56 110.19 26.37 21.8% 2.61 2.2% 42% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.23
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 131.72
2.618 128.13
1.618 125.93
1.000 124.57
0.618 123.73
HIGH 122.37
0.618 121.53
0.500 121.27
0.382 121.01
LOW 120.17
0.618 118.81
1.000 117.97
1.618 116.61
2.618 114.41
4.250 110.82
Fisher Pivots for day following 12-Oct-1981
Pivot 1 day 3 day
R1 121.27 121.73
PP 121.25 121.55
S1 121.23 121.38

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

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