S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Aug-1991
Day Change Summary
Previous Current
15-Aug-1991 16-Aug-1991 Change Change % Previous Week
Open 389.91 389.42 -0.49 -0.1% 387.11
High 391.92 390.41 -1.51 -0.4% 392.12
Low 389.29 383.16 -6.13 -1.6% 383.16
Close 389.33 385.58 -3.75 -1.0% 385.58
Range 2.63 7.25 4.62 175.7% 8.96
ATR 3.19 3.48 0.29 9.1% 0.00
Volume
Daily Pivots for day following 16-Aug-1991
Classic Woodie Camarilla DeMark
R4 408.13 404.11 389.57
R3 400.88 396.86 387.57
R2 393.63 393.63 386.91
R1 389.61 389.61 386.24 388.00
PP 386.38 386.38 386.38 385.58
S1 382.36 382.36 384.92 380.75
S2 379.13 379.13 384.25
S3 371.88 375.11 383.59
S4 364.63 367.86 381.59
Weekly Pivots for week ending 16-Aug-1991
Classic Woodie Camarilla DeMark
R4 413.83 408.67 390.51
R3 404.87 399.71 388.04
R2 395.91 395.91 387.22
R1 390.75 390.75 386.40 388.85
PP 386.95 386.95 386.95 386.01
S1 381.79 381.79 384.76 379.89
S2 377.99 377.99 383.94
S3 369.03 372.83 383.12
S4 360.07 363.87 380.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 392.12 383.16 8.96 2.3% 3.79 1.0% 27% False True
10 392.12 383.16 8.96 2.3% 3.64 0.9% 27% False True
20 392.12 378.15 13.97 3.6% 3.24 0.8% 53% False False
40 392.12 367.98 24.14 6.3% 3.60 0.9% 73% False False
60 392.12 367.98 24.14 6.3% 3.62 0.9% 73% False False
80 392.12 365.83 26.29 6.8% 3.76 1.0% 75% False False
100 392.12 365.83 26.29 6.8% 3.92 1.0% 75% False False
120 392.12 362.81 29.31 7.6% 4.04 1.0% 78% 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 0.65
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 421.22
2.618 409.39
1.618 402.14
1.000 397.66
0.618 394.89
HIGH 390.41
0.618 387.64
0.500 386.79
0.382 385.93
LOW 383.16
0.618 378.68
1.000 375.91
1.618 371.43
2.618 364.18
4.250 352.35
Fisher Pivots for day following 16-Aug-1991
Pivot 1 day 3 day
R1 386.79 387.54
PP 386.38 386.89
S1 385.98 386.23

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

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