S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Oct-1991
Day Change Summary
Previous Current
07-Oct-1991 08-Oct-1991 Change Change % Previous Week
Open 381.22 379.50 -1.72 -0.5% 385.91
High 381.27 381.23 -0.04 0.0% 390.03
Low 379.07 379.18 0.11 0.0% 381.24
Close 379.50 380.67 1.17 0.3% 381.25
Range 2.20 2.05 -0.15 -6.8% 8.79
ATR 3.18 3.10 -0.08 -2.5% 0.00
Volume
Daily Pivots for day following 08-Oct-1991
Classic Woodie Camarilla DeMark
R4 386.51 385.64 381.80
R3 384.46 383.59 381.23
R2 382.41 382.41 381.05
R1 381.54 381.54 380.86 381.98
PP 380.36 380.36 380.36 380.58
S1 379.49 379.49 380.48 379.93
S2 378.31 378.31 380.29
S3 376.26 377.44 380.11
S4 374.21 375.39 379.54
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
5 390.03 379.07 10.96 2.9% 2.87 0.8% 15% False False
10 390.03 379.07 10.96 2.9% 2.96 0.8% 15% False False
20 390.03 379.07 10.96 2.9% 2.94 0.8% 15% False False
40 397.62 374.09 23.53 6.2% 3.54 0.9% 28% False False
60 397.62 374.09 23.53 6.2% 3.33 0.9% 28% False False
80 397.62 367.98 29.64 7.8% 3.52 0.9% 43% False False
100 397.62 367.98 29.64 7.8% 3.54 0.9% 43% False False
120 397.62 365.83 31.79 8.4% 3.68 1.0% 47% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 389.94
2.618 386.60
1.618 384.55
1.000 383.28
0.618 382.50
HIGH 381.23
0.618 380.45
0.500 380.21
0.382 379.96
LOW 379.18
0.618 377.91
1.000 377.13
1.618 375.86
2.618 373.81
4.250 370.47
Fisher Pivots for day following 08-Oct-1991
Pivot 1 day 3 day
R1 380.52 382.13
PP 380.36 381.64
S1 380.21 381.16

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

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