S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Aug-1991
Day Change Summary
Previous Current
09-Aug-1991 12-Aug-1991 Change Change % Previous Week
Open 389.32 387.11 -2.21 -0.6% 387.17
High 389.89 388.17 -1.72 -0.4% 391.80
Low 387.04 385.90 -1.14 -0.3% 384.29
Close 387.12 388.02 0.90 0.2% 387.12
Range 2.85 2.27 -0.58 -20.4% 7.51
ATR 3.28 3.21 -0.07 -2.2% 0.00
Volume
Daily Pivots for day following 12-Aug-1991
Classic Woodie Camarilla DeMark
R4 394.17 393.37 389.27
R3 391.90 391.10 388.64
R2 389.63 389.63 388.44
R1 388.83 388.83 388.23 389.23
PP 387.36 387.36 387.36 387.57
S1 386.56 386.56 387.81 386.96
S2 385.09 385.09 387.60
S3 382.82 384.29 387.40
S4 380.55 382.02 386.77
Weekly Pivots for week ending 09-Aug-1991
Classic Woodie Camarilla DeMark
R4 410.27 406.20 391.25
R3 402.76 398.69 389.19
R2 395.25 395.25 388.50
R1 391.18 391.18 387.81 389.46
PP 387.74 387.74 387.74 386.88
S1 383.67 383.67 386.43 381.95
S2 380.23 380.23 385.74
S3 372.72 376.16 385.05
S4 365.21 368.65 382.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391.80 384.29 7.51 1.9% 3.40 0.9% 50% False False
10 391.80 383.15 8.65 2.2% 3.01 0.8% 56% False False
20 391.80 378.15 13.65 3.5% 2.91 0.8% 72% False False
40 391.80 367.98 23.82 6.1% 3.49 0.9% 84% False False
60 391.80 367.98 23.82 6.1% 3.54 0.9% 84% False False
80 391.80 365.83 25.97 6.7% 3.75 1.0% 85% False False
100 391.80 365.58 26.22 6.8% 3.93 1.0% 86% False False
120 391.80 362.19 29.61 7.6% 4.06 1.0% 87% 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 True
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 397.82
2.618 394.11
1.618 391.84
1.000 390.44
0.618 389.57
HIGH 388.17
0.618 387.30
0.500 387.04
0.382 386.77
LOW 385.90
0.618 384.50
1.000 383.63
1.618 382.23
2.618 379.96
4.250 376.25
Fisher Pivots for day following 12-Aug-1991
Pivot 1 day 3 day
R1 387.69 388.85
PP 387.36 388.57
S1 387.04 388.30

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

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