S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Sep-1991
Day Change Summary
Previous Current
06-Sep-1991 09-Sep-1991 Change Change % Previous Week
Open 389.14 389.11 -0.03 0.0% 395.43
High 390.71 389.34 -1.37 -0.4% 397.62
Low 387.36 387.88 0.52 0.1% 387.36
Close 389.10 388.57 -0.53 -0.1% 389.10
Range 3.35 1.46 -1.89 -56.4% 10.26
ATR 3.76 3.60 -0.16 -4.4% 0.00
Volume
Daily Pivots for day following 09-Sep-1991
Classic Woodie Camarilla DeMark
R4 392.98 392.23 389.37
R3 391.52 390.77 388.97
R2 390.06 390.06 388.84
R1 389.31 389.31 388.70 388.96
PP 388.60 388.60 388.60 388.42
S1 387.85 387.85 388.44 387.50
S2 387.14 387.14 388.30
S3 385.68 386.39 388.17
S4 384.22 384.93 387.77
Weekly Pivots for week ending 06-Sep-1991
Classic Woodie Camarilla DeMark
R4 422.14 415.88 394.74
R3 411.88 405.62 391.92
R2 401.62 401.62 390.98
R1 395.36 395.36 390.04 393.36
PP 391.36 391.36 391.36 390.36
S1 385.10 385.10 388.16 383.10
S2 381.10 381.10 387.22
S3 370.84 374.84 386.28
S4 360.58 364.58 383.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 397.62 387.36 10.26 2.6% 3.35 0.9% 12% False False
10 397.62 387.36 10.26 2.6% 2.86 0.7% 12% False False
20 397.62 374.09 23.53 6.1% 4.02 1.0% 62% False False
40 397.62 374.09 23.53 6.1% 3.48 0.9% 62% False False
60 397.62 367.98 29.64 7.6% 3.71 1.0% 69% False False
80 397.62 367.98 29.64 7.6% 3.68 0.9% 69% False False
100 397.62 365.83 31.79 8.2% 3.81 1.0% 72% False False
120 397.62 365.58 32.04 8.2% 3.95 1.0% 72% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 395.55
2.618 393.16
1.618 391.70
1.000 390.80
0.618 390.24
HIGH 389.34
0.618 388.78
0.500 388.61
0.382 388.44
LOW 387.88
0.618 386.98
1.000 386.42
1.618 385.52
2.618 384.06
4.250 381.68
Fisher Pivots for day following 09-Sep-1991
Pivot 1 day 3 day
R1 388.61 389.17
PP 388.60 388.97
S1 388.58 388.77

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

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