S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Sep-1991
Day Change Summary
Previous Current
18-Sep-1991 19-Sep-1991 Change Change % Previous Week
Open 385.49 386.94 1.45 0.4% 389.11
High 386.94 389.42 2.48 0.6% 389.34
Low 384.28 386.27 1.99 0.5% 382.85
Close 386.94 387.56 0.62 0.2% 383.59
Range 2.66 3.15 0.49 18.4% 6.49
ATR 3.39 3.37 -0.02 -0.5% 0.00
Volume
Daily Pivots for day following 19-Sep-1991
Classic Woodie Camarilla DeMark
R4 397.20 395.53 389.29
R3 394.05 392.38 388.43
R2 390.90 390.90 388.14
R1 389.23 389.23 387.85 390.07
PP 387.75 387.75 387.75 388.17
S1 386.08 386.08 387.27 386.92
S2 384.60 384.60 386.98
S3 381.45 382.93 386.69
S4 378.30 379.78 385.83
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
5 389.42 382.77 6.65 1.7% 3.22 0.8% 72% True False
10 390.71 382.77 7.94 2.0% 3.00 0.8% 60% False False
20 397.62 382.77 14.85 3.8% 3.01 0.8% 32% False False
40 397.62 374.09 23.53 6.1% 3.53 0.9% 57% False False
60 397.62 367.98 29.64 7.6% 3.63 0.9% 66% False False
80 397.62 367.98 29.64 7.6% 3.64 0.9% 66% False False
100 397.62 365.83 31.79 8.2% 3.72 1.0% 68% False False
120 397.62 365.83 31.79 8.2% 3.90 1.0% 68% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.71
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 402.81
2.618 397.67
1.618 394.52
1.000 392.57
0.618 391.37
HIGH 389.42
0.618 388.22
0.500 387.85
0.382 387.47
LOW 386.27
0.618 384.32
1.000 383.12
1.618 381.17
2.618 378.02
4.250 372.88
Fisher Pivots for day following 19-Sep-1991
Pivot 1 day 3 day
R1 387.85 387.32
PP 387.75 387.09
S1 387.66 386.85

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

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