S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Aug-1991
Day Change Summary
Previous Current
19-Aug-1991 20-Aug-1991 Change Change % Previous Week
Open 385.58 376.47 -9.11 -2.4% 387.11
High 385.58 380.35 -5.23 -1.4% 392.12
Low 374.09 376.47 2.38 0.6% 383.16
Close 376.47 379.43 2.96 0.8% 385.58
Range 11.49 3.88 -7.61 -66.2% 8.96
ATR 4.05 4.04 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 20-Aug-1991
Classic Woodie Camarilla DeMark
R4 390.39 388.79 381.56
R3 386.51 384.91 380.50
R2 382.63 382.63 380.14
R1 381.03 381.03 379.79 381.83
PP 378.75 378.75 378.75 379.15
S1 377.15 377.15 379.07 377.95
S2 374.87 374.87 378.72
S3 370.99 373.27 378.36
S4 367.11 369.39 377.30
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
5 391.92 374.09 17.83 4.7% 5.59 1.5% 30% False False
10 392.12 374.09 18.03 4.8% 4.26 1.1% 30% False False
20 392.12 374.09 18.03 4.8% 3.60 0.9% 30% False False
40 392.12 367.98 24.14 6.4% 3.74 1.0% 47% False False
60 392.12 367.98 24.14 6.4% 3.74 1.0% 47% False False
80 392.12 365.83 26.29 6.9% 3.86 1.0% 52% False False
100 392.12 365.83 26.29 6.9% 4.01 1.1% 52% False False
120 392.12 363.73 28.39 7.5% 4.09 1.1% 55% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 396.84
2.618 390.51
1.618 386.63
1.000 384.23
0.618 382.75
HIGH 380.35
0.618 378.87
0.500 378.41
0.382 377.95
LOW 376.47
0.618 374.07
1.000 372.59
1.618 370.19
2.618 366.31
4.250 359.98
Fisher Pivots for day following 20-Aug-1991
Pivot 1 day 3 day
R1 379.09 382.25
PP 378.75 381.31
S1 378.41 380.37

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

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