S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-1991
Day Change Summary
Previous Current
27-Sep-1991 30-Sep-1991 Change Change % Previous Week
Open 386.49 385.91 -0.58 -0.2% 387.90
High 389.09 388.29 -0.80 -0.2% 389.09
Low 384.87 384.32 -0.55 -0.1% 384.46
Close 385.90 387.86 1.96 0.5% 385.90
Range 4.22 3.97 -0.25 -5.9% 4.63
ATR 3.28 3.33 0.05 1.5% 0.00
Volume
Daily Pivots for day following 30-Sep-1991
Classic Woodie Camarilla DeMark
R4 398.73 397.27 390.04
R3 394.76 393.30 388.95
R2 390.79 390.79 388.59
R1 389.33 389.33 388.22 390.06
PP 386.82 386.82 386.82 387.19
S1 385.36 385.36 387.50 386.09
S2 382.85 382.85 387.13
S3 378.88 381.39 386.77
S4 374.91 377.42 385.68
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
5 389.09 384.32 4.77 1.2% 3.44 0.9% 74% False True
10 389.42 384.28 5.14 1.3% 3.03 0.8% 70% False False
20 397.62 382.77 14.85 3.8% 3.21 0.8% 34% False False
40 397.62 374.09 23.53 6.1% 3.63 0.9% 59% False False
60 397.62 370.92 26.70 6.9% 3.50 0.9% 63% False False
80 397.62 367.98 29.64 7.6% 3.60 0.9% 67% False False
100 397.62 365.83 31.79 8.2% 3.71 1.0% 69% False False
120 397.62 365.83 31.79 8.2% 3.78 1.0% 69% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 405.16
2.618 398.68
1.618 394.71
1.000 392.26
0.618 390.74
HIGH 388.29
0.618 386.77
0.500 386.31
0.382 385.84
LOW 384.32
0.618 381.87
1.000 380.35
1.618 377.90
2.618 373.93
4.250 367.45
Fisher Pivots for day following 30-Sep-1991
Pivot 1 day 3 day
R1 387.34 387.48
PP 386.82 387.09
S1 386.31 386.71

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

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