S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Aug-1991
Day Change Summary
Previous Current
23-Aug-1991 26-Aug-1991 Change Change % Previous Week
Open 391.33 394.17 2.84 0.7% 385.58
High 395.34 394.39 -0.95 -0.2% 395.34
Low 390.69 392.75 2.06 0.5% 374.09
Close 394.17 393.85 -0.32 -0.1% 394.17
Range 4.65 1.64 -3.01 -64.7% 21.25
ATR 4.37 4.18 -0.20 -4.5% 0.00
Volume
Daily Pivots for day following 26-Aug-1991
Classic Woodie Camarilla DeMark
R4 398.58 397.86 394.75
R3 396.94 396.22 394.30
R2 395.30 395.30 394.15
R1 394.58 394.58 394.00 394.12
PP 393.66 393.66 393.66 393.44
S1 392.94 392.94 393.70 392.48
S2 392.02 392.02 393.55
S3 390.38 391.30 393.40
S4 388.74 389.66 392.95
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
5 395.34 376.47 18.87 4.8% 4.60 1.2% 92% False False
10 395.34 374.09 21.25 5.4% 5.12 1.3% 93% False False
20 395.34 374.09 21.25 5.4% 4.06 1.0% 93% False False
40 395.34 370.92 24.42 6.2% 3.80 1.0% 94% False False
60 395.34 367.98 27.36 6.9% 3.77 1.0% 95% False False
80 395.34 365.83 29.51 7.5% 3.85 1.0% 95% False False
100 395.34 365.83 29.51 7.5% 3.99 1.0% 95% False False
120 395.34 365.58 29.76 7.6% 4.05 1.0% 95% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 401.36
2.618 398.68
1.618 397.04
1.000 396.03
0.618 395.40
HIGH 394.39
0.618 393.76
0.500 393.57
0.382 393.38
LOW 392.75
0.618 391.74
1.000 391.11
1.618 390.10
2.618 388.46
4.250 385.78
Fisher Pivots for day following 26-Aug-1991
Pivot 1 day 3 day
R1 393.76 393.49
PP 393.66 393.13
S1 393.57 392.78

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

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