S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Oct-1991
Day Change Summary
Previous Current
01-Oct-1991 02-Oct-1991 Change Change % Previous Week
Open 387.86 389.20 1.34 0.3% 387.90
High 389.56 390.03 0.47 0.1% 389.09
Low 387.86 387.62 -0.24 -0.1% 384.46
Close 389.20 388.26 -0.94 -0.2% 385.90
Range 1.70 2.41 0.71 41.8% 4.63
ATR 3.21 3.16 -0.06 -1.8% 0.00
Volume
Daily Pivots for day following 02-Oct-1991
Classic Woodie Camarilla DeMark
R4 395.87 394.47 389.59
R3 393.46 392.06 388.92
R2 391.05 391.05 388.70
R1 389.65 389.65 388.48 389.15
PP 388.64 388.64 388.64 388.38
S1 387.24 387.24 388.04 386.74
S2 386.23 386.23 387.82
S3 383.82 384.83 387.60
S4 381.41 382.42 386.93
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
5 390.03 384.32 5.71 1.5% 3.08 0.8% 69% True False
10 390.03 384.32 5.71 1.5% 2.96 0.8% 69% True False
20 390.97 382.77 8.20 2.1% 2.95 0.8% 67% False False
40 397.62 374.09 23.53 6.1% 3.51 0.9% 60% False False
60 397.62 374.09 23.53 6.1% 3.40 0.9% 60% False False
80 397.62 367.98 29.64 7.6% 3.57 0.9% 68% False False
100 397.62 365.83 31.79 8.2% 3.61 0.9% 71% False False
120 397.62 365.83 31.79 8.2% 3.73 1.0% 71% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 400.27
2.618 396.34
1.618 393.93
1.000 392.44
0.618 391.52
HIGH 390.03
0.618 389.11
0.500 388.83
0.382 388.54
LOW 387.62
0.618 386.13
1.000 385.21
1.618 383.72
2.618 381.31
4.250 377.38
Fisher Pivots for day following 02-Oct-1991
Pivot 1 day 3 day
R1 388.83 387.90
PP 388.64 387.54
S1 388.45 387.18

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

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