S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Sep-1991
Day Change Summary
Previous Current
17-Sep-1991 18-Sep-1991 Change Change % Previous Week
Open 385.78 385.49 -0.29 -0.1% 389.11
High 387.13 386.94 -0.19 0.0% 389.34
Low 384.97 384.28 -0.69 -0.2% 382.85
Close 385.50 386.94 1.44 0.4% 383.59
Range 2.16 2.66 0.50 23.1% 6.49
ATR 3.45 3.39 -0.06 -1.6% 0.00
Volume
Daily Pivots for day following 18-Sep-1991
Classic Woodie Camarilla DeMark
R4 394.03 393.15 388.40
R3 391.37 390.49 387.67
R2 388.71 388.71 387.43
R1 387.83 387.83 387.18 388.27
PP 386.05 386.05 386.05 386.28
S1 385.17 385.17 386.70 385.61
S2 383.39 383.39 386.45
S3 380.73 382.51 386.21
S4 378.07 379.85 385.48
Weekly Pivots for week ending 13-Sep-1991
Classic Woodie Camarilla DeMark
R4 404.73 400.65 387.16
R3 398.24 394.16 385.37
R2 391.75 391.75 384.78
R1 387.67 387.67 384.18 386.47
PP 385.26 385.26 385.26 384.66
S1 381.18 381.18 383.00 379.98
S2 378.77 378.77 382.40
S3 372.28 374.69 381.81
S4 365.79 368.20 380.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 387.95 382.77 5.18 1.3% 3.04 0.8% 81% False False
10 390.97 382.77 8.20 2.1% 2.93 0.8% 51% False False
20 397.62 379.55 18.07 4.7% 3.41 0.9% 41% False False
40 397.62 374.09 23.53 6.1% 3.50 0.9% 55% False False
60 397.62 367.98 29.64 7.7% 3.63 0.9% 64% False False
80 397.62 367.98 29.64 7.7% 3.66 0.9% 64% False False
100 397.62 365.83 31.79 8.2% 3.77 1.0% 66% False False
120 397.62 365.83 31.79 8.2% 3.91 1.0% 66% 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 True
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 398.25
2.618 393.90
1.618 391.24
1.000 389.60
0.618 388.58
HIGH 386.94
0.618 385.92
0.500 385.61
0.382 385.30
LOW 384.28
0.618 382.64
1.000 381.62
1.618 379.98
2.618 377.32
4.250 372.98
Fisher Pivots for day following 18-Sep-1991
Pivot 1 day 3 day
R1 386.50 386.28
PP 386.05 385.61
S1 385.61 384.95

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

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