S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Aug-1991
Day Change Summary
Previous Current
21-Aug-1991 22-Aug-1991 Change Change % Previous Week
Open 379.55 390.59 11.04 2.9% 387.11
High 390.59 391.98 1.39 0.4% 392.12
Low 379.55 390.21 10.66 2.8% 383.16
Close 390.59 391.33 0.74 0.2% 385.58
Range 11.04 1.77 -9.27 -84.0% 8.96
ATR 4.55 4.35 -0.20 -4.4% 0.00
Volume
Daily Pivots for day following 22-Aug-1991
Classic Woodie Camarilla DeMark
R4 396.48 395.68 392.30
R3 394.71 393.91 391.82
R2 392.94 392.94 391.65
R1 392.14 392.14 391.49 392.54
PP 391.17 391.17 391.17 391.38
S1 390.37 390.37 391.17 390.77
S2 389.40 389.40 391.01
S3 387.63 388.60 390.84
S4 385.86 386.83 390.36
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
5 391.98 374.09 17.89 4.6% 7.09 1.8% 96% True False
10 392.12 374.09 18.03 4.6% 5.00 1.3% 96% False False
20 392.12 374.09 18.03 4.6% 3.98 1.0% 96% False False
40 392.12 367.98 24.14 6.2% 3.88 1.0% 97% False False
60 392.12 367.98 24.14 6.2% 3.84 1.0% 97% False False
80 392.12 365.83 26.29 6.7% 3.86 1.0% 97% False False
100 392.12 365.83 26.29 6.7% 4.01 1.0% 97% False False
120 392.12 365.58 26.54 6.8% 4.11 1.1% 97% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.41
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 399.50
2.618 396.61
1.618 394.84
1.000 393.75
0.618 393.07
HIGH 391.98
0.618 391.30
0.500 391.10
0.382 390.89
LOW 390.21
0.618 389.12
1.000 388.44
1.618 387.35
2.618 385.58
4.250 382.69
Fisher Pivots for day following 22-Aug-1991
Pivot 1 day 3 day
R1 391.25 388.96
PP 391.17 386.59
S1 391.10 384.23

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

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