S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-1991
Day Change Summary
Previous Current
30-Aug-1991 03-Sep-1991 Change Change % Previous Week
Open 396.47 395.43 -1.04 -0.3% 394.17
High 396.47 397.62 1.15 0.3% 396.82
Low 393.60 392.10 -1.50 -0.4% 391.77
Close 395.43 392.15 -3.28 -0.8% 395.43
Range 2.87 5.52 2.65 92.3% 5.05
ATR 3.76 3.89 0.13 3.3% 0.00
Volume
Daily Pivots for day following 03-Sep-1991
Classic Woodie Camarilla DeMark
R4 410.52 406.85 395.19
R3 405.00 401.33 393.67
R2 399.48 399.48 393.16
R1 395.81 395.81 392.66 394.89
PP 393.96 393.96 393.96 393.49
S1 390.29 390.29 391.64 389.37
S2 388.44 388.44 391.14
S3 382.92 384.77 390.63
S4 377.40 379.25 389.11
Weekly Pivots for week ending 30-Aug-1991
Classic Woodie Camarilla DeMark
R4 409.82 407.68 398.21
R3 404.77 402.63 396.82
R2 399.72 399.72 396.36
R1 397.58 397.58 395.89 398.65
PP 394.67 394.67 394.67 395.21
S1 392.53 392.53 394.97 393.60
S2 389.62 389.62 394.50
S3 384.57 387.48 394.04
S4 379.52 382.43 392.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 397.62 391.77 5.85 1.5% 3.15 0.8% 6% True False
10 397.62 376.47 21.15 5.4% 3.87 1.0% 74% True False
20 397.62 374.09 23.53 6.0% 4.20 1.1% 77% True False
40 397.62 374.09 23.53 6.0% 3.60 0.9% 77% True False
60 397.62 367.98 29.64 7.6% 3.74 1.0% 82% True False
80 397.62 365.83 31.79 8.1% 3.84 1.0% 83% True False
100 397.62 365.83 31.79 8.1% 3.89 1.0% 83% True False
120 397.62 365.58 32.04 8.2% 4.03 1.0% 83% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 421.08
2.618 412.07
1.618 406.55
1.000 403.14
0.618 401.03
HIGH 397.62
0.618 395.51
0.500 394.86
0.382 394.21
LOW 392.10
0.618 388.69
1.000 386.58
1.618 383.17
2.618 377.65
4.250 368.64
Fisher Pivots for day following 03-Sep-1991
Pivot 1 day 3 day
R1 394.86 394.86
PP 393.96 393.96
S1 393.05 393.05

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

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