S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Sep-1991
Day Change Summary
Previous Current
26-Sep-1991 27-Sep-1991 Change Change % Previous Week
Open 386.87 386.49 -0.38 -0.1% 387.90
High 388.39 389.09 0.70 0.2% 389.09
Low 385.30 384.87 -0.43 -0.1% 384.46
Close 386.49 385.90 -0.59 -0.2% 385.90
Range 3.09 4.22 1.13 36.6% 4.63
ATR 3.21 3.28 0.07 2.2% 0.00
Volume
Daily Pivots for day following 27-Sep-1991
Classic Woodie Camarilla DeMark
R4 399.28 396.81 388.22
R3 395.06 392.59 387.06
R2 390.84 390.84 386.67
R1 388.37 388.37 386.29 387.50
PP 386.62 386.62 386.62 386.18
S1 384.15 384.15 385.51 383.28
S2 382.40 382.40 385.13
S3 378.18 379.93 384.74
S4 373.96 375.71 383.58
Weekly Pivots for week ending 27-Sep-1991
Classic Woodie Camarilla DeMark
R4 400.37 397.77 388.45
R3 395.74 393.14 387.17
R2 391.11 391.11 386.75
R1 388.51 388.51 386.32 387.50
PP 386.48 386.48 386.48 385.98
S1 383.88 383.88 385.48 382.87
S2 381.85 381.85 385.05
S3 377.22 379.25 384.63
S4 372.59 374.62 383.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 389.09 384.46 4.63 1.2% 3.21 0.8% 31% True False
10 389.42 382.77 6.65 1.7% 2.94 0.8% 47% False False
20 397.62 382.77 14.85 3.8% 3.16 0.8% 21% False False
40 397.62 374.09 23.53 6.1% 3.62 0.9% 50% False False
60 397.62 370.92 26.70 6.9% 3.49 0.9% 56% False False
80 397.62 367.98 29.64 7.7% 3.59 0.9% 60% False False
100 397.62 365.83 31.79 8.2% 3.70 1.0% 63% False False
120 397.62 365.83 31.79 8.2% 3.77 1.0% 63% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.04
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 407.03
2.618 400.14
1.618 395.92
1.000 393.31
0.618 391.70
HIGH 389.09
0.618 387.48
0.500 386.98
0.382 386.48
LOW 384.87
0.618 382.26
1.000 380.65
1.618 378.04
2.618 373.82
4.250 366.94
Fisher Pivots for day following 27-Sep-1991
Pivot 1 day 3 day
R1 386.98 386.98
PP 386.62 386.62
S1 386.26 386.26

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

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