S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Aug-1991
Day Change Summary
Previous Current
20-Aug-1991 21-Aug-1991 Change Change % Previous Week
Open 376.47 379.55 3.08 0.8% 387.11
High 380.35 390.59 10.24 2.7% 392.12
Low 376.47 379.55 3.08 0.8% 383.16
Close 379.43 390.59 11.16 2.9% 385.58
Range 3.88 11.04 7.16 184.5% 8.96
ATR 4.04 4.55 0.51 12.6% 0.00
Volume
Daily Pivots for day following 21-Aug-1991
Classic Woodie Camarilla DeMark
R4 420.03 416.35 396.66
R3 408.99 405.31 393.63
R2 397.95 397.95 392.61
R1 394.27 394.27 391.60 396.11
PP 386.91 386.91 386.91 387.83
S1 383.23 383.23 389.58 385.07
S2 375.87 375.87 388.57
S3 364.83 372.19 387.55
S4 353.79 361.15 384.52
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 4.6% 7.26 1.9% 93% False False
10 392.12 374.09 18.03 4.6% 5.19 1.3% 92% False False
20 392.12 374.09 18.03 4.6% 4.04 1.0% 92% False False
40 392.12 367.98 24.14 6.2% 3.94 1.0% 94% False False
60 392.12 367.98 24.14 6.2% 3.85 1.0% 94% False False
80 392.12 365.83 26.29 6.7% 3.90 1.0% 94% False False
100 392.12 365.83 26.29 6.7% 4.07 1.0% 94% False False
120 392.12 365.58 26.54 6.8% 4.12 1.1% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 437.51
2.618 419.49
1.618 408.45
1.000 401.63
0.618 397.41
HIGH 390.59
0.618 386.37
0.500 385.07
0.382 383.77
LOW 379.55
0.618 372.73
1.000 368.51
1.618 361.69
2.618 350.65
4.250 332.63
Fisher Pivots for day following 21-Aug-1991
Pivot 1 day 3 day
R1 388.75 387.84
PP 386.91 385.09
S1 385.07 382.34

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

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