S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Sep-1991
Day Change Summary
Previous Current
09-Sep-1991 10-Sep-1991 Change Change % Previous Week
Open 389.11 388.57 -0.54 -0.1% 395.43
High 389.34 388.63 -0.71 -0.2% 397.62
Low 387.88 383.78 -4.10 -1.1% 387.36
Close 388.57 384.56 -4.01 -1.0% 389.10
Range 1.46 4.85 3.39 232.2% 10.26
ATR 3.60 3.69 0.09 2.5% 0.00
Volume
Daily Pivots for day following 10-Sep-1991
Classic Woodie Camarilla DeMark
R4 400.21 397.23 387.23
R3 395.36 392.38 385.89
R2 390.51 390.51 385.45
R1 387.53 387.53 385.00 386.60
PP 385.66 385.66 385.66 385.19
S1 382.68 382.68 384.12 381.75
S2 380.81 380.81 383.67
S3 375.96 377.83 383.23
S4 371.11 372.98 381.89
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
5 392.62 383.78 8.84 2.3% 3.22 0.8% 9% False True
10 397.62 383.78 13.84 3.6% 3.18 0.8% 6% False True
20 397.62 374.09 23.53 6.1% 4.15 1.1% 44% False False
40 397.62 374.09 23.53 6.1% 3.53 0.9% 44% False False
60 397.62 367.98 29.64 7.7% 3.71 1.0% 56% False False
80 397.62 367.98 29.64 7.7% 3.70 1.0% 56% False False
100 397.62 365.83 31.79 8.3% 3.83 1.0% 59% False False
120 397.62 365.58 32.04 8.3% 3.97 1.0% 59% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 409.24
2.618 401.33
1.618 396.48
1.000 393.48
0.618 391.63
HIGH 388.63
0.618 386.78
0.500 386.21
0.382 385.63
LOW 383.78
0.618 380.78
1.000 378.93
1.618 375.93
2.618 371.08
4.250 363.17
Fisher Pivots for day following 10-Sep-1991
Pivot 1 day 3 day
R1 386.21 387.25
PP 385.66 386.35
S1 385.11 385.46

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

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