S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Aug-1991
Day Change Summary
Previous Current
12-Aug-1991 13-Aug-1991 Change Change % Previous Week
Open 387.11 388.02 0.91 0.2% 387.17
High 388.17 392.12 3.95 1.0% 391.80
Low 385.90 388.02 2.12 0.5% 384.29
Close 388.02 389.62 1.60 0.4% 387.12
Range 2.27 4.10 1.83 80.6% 7.51
ATR 3.21 3.27 0.06 2.0% 0.00
Volume
Daily Pivots for day following 13-Aug-1991
Classic Woodie Camarilla DeMark
R4 402.22 400.02 391.88
R3 398.12 395.92 390.75
R2 394.02 394.02 390.37
R1 391.82 391.82 390.00 392.92
PP 389.92 389.92 389.92 390.47
S1 387.72 387.72 389.24 388.82
S2 385.82 385.82 388.87
S3 381.72 383.62 388.49
S4 377.62 379.52 387.37
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
5 392.12 385.90 6.22 1.6% 2.92 0.7% 60% True False
10 392.12 384.29 7.83 2.0% 3.04 0.8% 68% True False
20 392.12 378.15 13.97 3.6% 3.01 0.8% 82% True False
40 392.12 367.98 24.14 6.2% 3.54 0.9% 90% True False
60 392.12 367.98 24.14 6.2% 3.55 0.9% 90% True False
80 392.12 365.83 26.29 6.7% 3.74 1.0% 90% True False
100 392.12 365.58 26.54 6.8% 3.93 1.0% 91% True False
120 392.12 362.19 29.93 7.7% 4.07 1.0% 92% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 409.55
2.618 402.85
1.618 398.75
1.000 396.22
0.618 394.65
HIGH 392.12
0.618 390.55
0.500 390.07
0.382 389.59
LOW 388.02
0.618 385.49
1.000 383.92
1.618 381.39
2.618 377.29
4.250 370.60
Fisher Pivots for day following 13-Aug-1991
Pivot 1 day 3 day
R1 390.07 389.42
PP 389.92 389.21
S1 389.77 389.01

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

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