S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Aug-1991
Day Change Summary
Previous Current
22-Aug-1991 23-Aug-1991 Change Change % Previous Week
Open 390.59 391.33 0.74 0.2% 385.58
High 391.98 395.34 3.36 0.9% 395.34
Low 390.21 390.69 0.48 0.1% 374.09
Close 391.33 394.17 2.84 0.7% 394.17
Range 1.77 4.65 2.88 162.7% 21.25
ATR 4.35 4.37 0.02 0.5% 0.00
Volume
Daily Pivots for day following 23-Aug-1991
Classic Woodie Camarilla DeMark
R4 407.35 405.41 396.73
R3 402.70 400.76 395.45
R2 398.05 398.05 395.02
R1 396.11 396.11 394.60 397.08
PP 393.40 393.40 393.40 393.89
S1 391.46 391.46 393.74 392.43
S2 388.75 388.75 393.32
S3 384.10 386.81 392.89
S4 379.45 382.16 391.61
Weekly Pivots for week ending 23-Aug-1991
Classic Woodie Camarilla DeMark
R4 451.62 444.14 405.86
R3 430.37 422.89 400.01
R2 409.12 409.12 398.07
R1 401.64 401.64 396.12 405.38
PP 387.87 387.87 387.87 389.74
S1 380.39 380.39 392.22 384.13
S2 366.62 366.62 390.27
S3 345.37 359.14 388.33
S4 324.12 337.89 382.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395.34 374.09 21.25 5.4% 6.57 1.7% 94% True False
10 395.34 374.09 21.25 5.4% 5.18 1.3% 94% True False
20 395.34 374.09 21.25 5.4% 4.12 1.0% 94% True False
40 395.34 367.98 27.36 6.9% 3.92 1.0% 96% True False
60 395.34 367.98 27.36 6.9% 3.82 1.0% 96% True False
80 395.34 365.83 29.51 7.5% 3.86 1.0% 96% True False
100 395.34 365.83 29.51 7.5% 4.02 1.0% 96% True False
120 395.34 365.58 29.76 7.6% 4.08 1.0% 96% True 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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 415.10
2.618 407.51
1.618 402.86
1.000 399.99
0.618 398.21
HIGH 395.34
0.618 393.56
0.500 393.02
0.382 392.47
LOW 390.69
0.618 387.82
1.000 386.04
1.618 383.17
2.618 378.52
4.250 370.93
Fisher Pivots for day following 23-Aug-1991
Pivot 1 day 3 day
R1 393.79 391.93
PP 393.40 389.69
S1 393.02 387.45

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

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