S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Oct-1991
Day Change Summary
Previous Current
08-Oct-1991 09-Oct-1991 Change Change % Previous Week
Open 379.50 380.57 1.07 0.3% 385.91
High 381.23 380.57 -0.66 -0.2% 390.03
Low 379.18 376.35 -2.83 -0.7% 381.24
Close 380.67 376.80 -3.87 -1.0% 381.25
Range 2.05 4.22 2.17 105.9% 8.79
ATR 3.10 3.19 0.09 2.8% 0.00
Volume
Daily Pivots for day following 09-Oct-1991
Classic Woodie Camarilla DeMark
R4 390.57 387.90 379.12
R3 386.35 383.68 377.96
R2 382.13 382.13 377.57
R1 379.46 379.46 377.19 378.69
PP 377.91 377.91 377.91 377.52
S1 375.24 375.24 376.41 374.47
S2 373.69 373.69 376.03
S3 369.47 371.02 375.64
S4 365.25 366.80 374.48
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
5 388.23 376.35 11.88 3.2% 3.24 0.9% 4% False True
10 390.03 376.35 13.68 3.6% 3.16 0.8% 3% False True
20 390.03 376.35 13.68 3.6% 3.05 0.8% 3% False True
40 397.62 374.09 23.53 6.2% 3.55 0.9% 12% False False
60 397.62 374.09 23.53 6.2% 3.37 0.9% 12% False False
80 397.62 367.98 29.64 7.9% 3.54 0.9% 30% False False
100 397.62 367.98 29.64 7.9% 3.55 0.9% 30% False False
120 397.62 365.83 31.79 8.4% 3.68 1.0% 35% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 398.51
2.618 391.62
1.618 387.40
1.000 384.79
0.618 383.18
HIGH 380.57
0.618 378.96
0.500 378.46
0.382 377.96
LOW 376.35
0.618 373.74
1.000 372.13
1.618 369.52
2.618 365.30
4.250 358.42
Fisher Pivots for day following 09-Oct-1991
Pivot 1 day 3 day
R1 378.46 378.81
PP 377.91 378.14
S1 377.35 377.47

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

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