S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-1991
Day Change Summary
Previous Current
30-Sep-1991 01-Oct-1991 Change Change % Previous Week
Open 385.91 387.86 1.95 0.5% 387.90
High 388.29 389.56 1.27 0.3% 389.09
Low 384.32 387.86 3.54 0.9% 384.46
Close 387.86 389.20 1.34 0.3% 385.90
Range 3.97 1.70 -2.27 -57.2% 4.63
ATR 3.33 3.21 -0.12 -3.5% 0.00
Volume
Daily Pivots for day following 01-Oct-1991
Classic Woodie Camarilla DeMark
R4 393.97 393.29 390.14
R3 392.27 391.59 389.67
R2 390.57 390.57 389.51
R1 389.89 389.89 389.36 390.23
PP 388.87 388.87 388.87 389.05
S1 388.19 388.19 389.04 388.53
S2 387.17 387.17 388.89
S3 385.47 386.49 388.73
S4 383.77 384.79 388.27
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
5 389.56 384.32 5.24 1.3% 3.05 0.8% 93% True False
10 389.56 384.28 5.28 1.4% 2.98 0.8% 93% True False
20 392.62 382.77 9.85 2.5% 3.02 0.8% 65% False False
40 397.62 374.09 23.53 6.0% 3.61 0.9% 64% False False
60 397.62 374.09 23.53 6.0% 3.41 0.9% 64% False False
80 397.62 367.98 29.64 7.6% 3.56 0.9% 72% False False
100 397.62 365.83 31.79 8.2% 3.67 0.9% 74% False False
120 397.62 365.83 31.79 8.2% 3.75 1.0% 74% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 1.03
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 396.79
2.618 394.01
1.618 392.31
1.000 391.26
0.618 390.61
HIGH 389.56
0.618 388.91
0.500 388.71
0.382 388.51
LOW 387.86
0.618 386.81
1.000 386.16
1.618 385.11
2.618 383.41
4.250 380.64
Fisher Pivots for day following 01-Oct-1991
Pivot 1 day 3 day
R1 389.04 388.45
PP 388.87 387.69
S1 388.71 386.94

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

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