S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Oct-1991
Day Change Summary
Previous Current
03-Oct-1991 04-Oct-1991 Change Change % Previous Week
Open 388.23 384.47 -3.76 -1.0% 385.91
High 388.23 385.19 -3.04 -0.8% 390.03
Low 384.47 381.24 -3.23 -0.8% 381.24
Close 384.47 381.25 -3.22 -0.8% 381.25
Range 3.76 3.95 0.19 5.1% 8.79
ATR 3.20 3.26 0.05 1.7% 0.00
Volume
Daily Pivots for day following 04-Oct-1991
Classic Woodie Camarilla DeMark
R4 394.41 391.78 383.42
R3 390.46 387.83 382.34
R2 386.51 386.51 381.97
R1 383.88 383.88 381.61 383.22
PP 382.56 382.56 382.56 382.23
S1 379.93 379.93 380.89 379.27
S2 378.61 378.61 380.53
S3 374.66 375.98 380.16
S4 370.71 372.03 379.08
Weekly Pivots for week ending 04-Oct-1991
Classic Woodie Camarilla DeMark
R4 410.54 404.69 386.08
R3 401.75 395.90 383.67
R2 392.96 392.96 382.86
R1 387.11 387.11 382.06 385.64
PP 384.17 384.17 384.17 383.44
S1 378.32 378.32 380.44 376.85
S2 375.38 375.38 379.64
S3 366.59 369.53 378.83
S4 357.80 360.74 376.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 390.03 381.24 8.79 2.3% 3.16 0.8% 0% False True
10 390.03 381.24 8.79 2.3% 3.18 0.8% 0% False True
20 390.03 381.24 8.79 2.3% 3.04 0.8% 0% False True
40 397.62 374.09 23.53 6.2% 3.57 0.9% 30% False False
60 397.62 374.09 23.53 6.2% 3.40 0.9% 30% False False
80 397.62 367.98 29.64 7.8% 3.55 0.9% 45% False False
100 397.62 365.83 31.79 8.3% 3.61 0.9% 49% False False
120 397.62 365.83 31.79 8.3% 3.70 1.0% 49% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.89
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 401.98
2.618 395.53
1.618 391.58
1.000 389.14
0.618 387.63
HIGH 385.19
0.618 383.68
0.500 383.22
0.382 382.75
LOW 381.24
0.618 378.80
1.000 377.29
1.618 374.85
2.618 370.90
4.250 364.45
Fisher Pivots for day following 04-Oct-1991
Pivot 1 day 3 day
R1 383.22 385.64
PP 382.56 384.17
S1 381.91 382.71

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

View Archives - Comment on this page... - Back to Index of Symbols