S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Oct-1981
Day Change Summary
Previous Current
26-Oct-1981 27-Oct-1981 Change Change % Previous Week
Open 117.99 119.17 1.18 1.0% 118.80
High 119.00 120.43 1.43 1.2% 121.94
Low 116.81 117.80 0.99 0.8% 117.58
Close 118.16 119.29 1.13 1.0% 118.60
Range 2.19 2.63 0.44 20.1% 4.36
ATR 2.60 2.60 0.00 0.1% 0.00
Volume
Daily Pivots for day following 27-Oct-1981
Classic Woodie Camarilla DeMark
R4 127.06 125.81 120.74
R3 124.43 123.18 120.01
R2 121.80 121.80 119.77
R1 120.55 120.55 119.53 121.18
PP 119.17 119.17 119.17 119.49
S1 117.92 117.92 119.05 118.55
S2 116.54 116.54 118.81
S3 113.91 115.29 118.57
S4 111.28 112.66 117.84
Weekly Pivots for week ending 23-Oct-1981
Classic Woodie Camarilla DeMark
R4 132.45 129.89 121.00
R3 128.09 125.53 119.80
R2 123.73 123.73 119.40
R1 121.17 121.17 119.00 120.27
PP 119.37 119.37 119.37 118.93
S1 116.81 116.81 118.20 115.91
S2 115.01 115.01 117.80
S3 110.65 112.45 117.40
S4 106.29 108.09 116.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.94 116.81 5.13 4.3% 2.37 2.0% 48% False False
10 121.94 116.81 5.13 4.3% 2.39 2.0% 48% False False
20 123.28 114.60 8.68 7.3% 2.56 2.1% 54% False False
40 124.58 110.19 14.39 12.1% 2.74 2.3% 63% False False
60 135.49 110.19 25.30 21.2% 2.66 2.2% 36% False False
80 135.49 110.19 25.30 21.2% 2.59 2.2% 36% False False
100 135.67 110.19 25.48 21.4% 2.59 2.2% 36% False False
120 135.67 110.19 25.48 21.4% 2.59 2.2% 36% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.09
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 131.61
2.618 127.32
1.618 124.69
1.000 123.06
0.618 122.06
HIGH 120.43
0.618 119.43
0.500 119.12
0.382 118.80
LOW 117.80
0.618 116.17
1.000 115.17
1.618 113.54
2.618 110.91
4.250 106.62
Fisher Pivots for day following 27-Oct-1981
Pivot 1 day 3 day
R1 119.23 119.07
PP 119.17 118.84
S1 119.12 118.62

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

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