S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Aug-1991
Day Change Summary
Previous Current
27-Aug-1991 28-Aug-1991 Change Change % Previous Week
Open 393.85 393.06 -0.79 -0.2% 385.58
High 393.87 396.64 2.77 0.7% 395.34
Low 391.77 393.05 1.28 0.3% 374.09
Close 393.06 396.64 3.58 0.9% 394.17
Range 2.10 3.59 1.49 71.0% 21.25
ATR 4.03 4.00 -0.03 -0.8% 0.00
Volume
Daily Pivots for day following 28-Aug-1991
Classic Woodie Camarilla DeMark
R4 406.21 405.02 398.61
R3 402.62 401.43 397.63
R2 399.03 399.03 397.30
R1 397.84 397.84 396.97 398.44
PP 395.44 395.44 395.44 395.74
S1 394.25 394.25 396.31 394.85
S2 391.85 391.85 395.98
S3 388.26 390.66 395.65
S4 384.67 387.07 394.67
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
5 396.64 390.21 6.43 1.6% 2.75 0.7% 100% True False
10 396.64 374.09 22.55 5.7% 5.00 1.3% 100% True False
20 396.64 374.09 22.55 5.7% 4.08 1.0% 100% True False
40 396.64 370.92 25.72 6.5% 3.75 0.9% 100% True False
60 396.64 367.98 28.66 7.2% 3.77 0.9% 100% True False
80 396.64 365.83 30.81 7.8% 3.86 1.0% 100% True False
100 396.64 365.83 30.81 7.8% 3.94 1.0% 100% True False
120 396.64 365.58 31.06 7.8% 4.05 1.0% 100% 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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 411.90
2.618 406.04
1.618 402.45
1.000 400.23
0.618 398.86
HIGH 396.64
0.618 395.27
0.500 394.85
0.382 394.42
LOW 393.05
0.618 390.83
1.000 389.46
1.618 387.24
2.618 383.65
4.250 377.79
Fisher Pivots for day following 28-Aug-1991
Pivot 1 day 3 day
R1 396.04 395.83
PP 395.44 395.02
S1 394.85 394.21

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

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