S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-1991
Day Change Summary
Previous Current
11-Sep-1991 12-Sep-1991 Change Change % Previous Week
Open 384.56 385.09 0.53 0.1% 395.43
High 385.60 387.34 1.74 0.5% 397.62
Low 383.59 385.09 1.50 0.4% 387.36
Close 385.09 387.34 2.25 0.6% 389.10
Range 2.01 2.25 0.24 11.9% 10.26
ATR 3.57 3.47 -0.09 -2.6% 0.00
Volume
Daily Pivots for day following 12-Sep-1991
Classic Woodie Camarilla DeMark
R4 393.34 392.59 388.58
R3 391.09 390.34 387.96
R2 388.84 388.84 387.75
R1 388.09 388.09 387.55 388.47
PP 386.59 386.59 386.59 386.78
S1 385.84 385.84 387.13 386.22
S2 384.34 384.34 386.93
S3 382.09 383.59 386.72
S4 379.84 381.34 386.10
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
5 390.71 383.59 7.12 1.8% 2.78 0.7% 53% False False
10 397.62 383.59 14.03 3.6% 3.04 0.8% 27% False False
20 397.62 374.09 23.53 6.1% 4.02 1.0% 56% False False
40 397.62 374.09 23.53 6.1% 3.54 0.9% 56% False False
60 397.62 367.98 29.64 7.7% 3.68 1.0% 65% False False
80 397.62 367.98 29.64 7.7% 3.67 0.9% 65% False False
100 397.62 365.83 31.79 8.2% 3.78 1.0% 68% False False
120 397.62 365.83 31.79 8.2% 3.94 1.0% 68% False 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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 396.90
2.618 393.23
1.618 390.98
1.000 389.59
0.618 388.73
HIGH 387.34
0.618 386.48
0.500 386.22
0.382 385.95
LOW 385.09
0.618 383.70
1.000 382.84
1.618 381.45
2.618 379.20
4.250 375.53
Fisher Pivots for day following 12-Sep-1991
Pivot 1 day 3 day
R1 386.97 386.93
PP 386.59 386.52
S1 386.22 386.11

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

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