S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Sep-1991
Day Change Summary
Previous Current
23-Sep-1991 24-Sep-1991 Change Change % Previous Week
Open 387.90 385.92 -1.98 -0.5% 383.59
High 388.55 388.13 -0.42 -0.1% 389.42
Low 385.76 384.46 -1.30 -0.3% 382.77
Close 385.92 387.71 1.79 0.5% 387.90
Range 2.79 3.67 0.88 31.5% 6.65
ATR 3.26 3.29 0.03 0.9% 0.00
Volume
Daily Pivots for day following 24-Sep-1991
Classic Woodie Camarilla DeMark
R4 397.78 396.41 389.73
R3 394.11 392.74 388.72
R2 390.44 390.44 388.38
R1 389.07 389.07 388.05 389.76
PP 386.77 386.77 386.77 387.11
S1 385.40 385.40 387.37 386.09
S2 383.10 383.10 387.04
S3 379.43 381.73 386.70
S4 375.76 378.06 385.69
Weekly Pivots for week ending 20-Sep-1991
Classic Woodie Camarilla DeMark
R4 406.65 403.92 391.56
R3 400.00 397.27 389.73
R2 393.35 393.35 389.12
R1 390.62 390.62 388.51 391.99
PP 386.70 386.70 386.70 387.38
S1 383.97 383.97 387.29 385.34
S2 380.05 380.05 386.68
S3 373.40 377.32 386.07
S4 366.75 370.67 384.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 389.42 384.28 5.14 1.3% 2.92 0.8% 67% False False
10 389.42 382.77 6.65 1.7% 2.91 0.8% 74% False False
20 397.62 382.77 14.85 3.8% 3.05 0.8% 33% False False
40 397.62 374.09 23.53 6.1% 3.56 0.9% 58% False False
60 397.62 370.92 26.70 6.9% 3.55 0.9% 63% False False
80 397.62 367.98 29.64 7.6% 3.59 0.9% 67% False False
100 397.62 365.83 31.79 8.2% 3.69 1.0% 69% False False
120 397.62 365.83 31.79 8.2% 3.84 1.0% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 403.73
2.618 397.74
1.618 394.07
1.000 391.80
0.618 390.40
HIGH 388.13
0.618 386.73
0.500 386.30
0.382 385.86
LOW 384.46
0.618 382.19
1.000 380.79
1.618 378.52
2.618 374.85
4.250 368.86
Fisher Pivots for day following 24-Sep-1991
Pivot 1 day 3 day
R1 387.24 387.35
PP 386.77 387.00
S1 386.30 386.64

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

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