S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Oct-1991
Day Change Summary
Previous Current
09-Oct-1991 10-Oct-1991 Change Change % Previous Week
Open 380.57 376.80 -3.77 -1.0% 385.91
High 380.57 380.55 -0.02 0.0% 390.03
Low 376.35 376.11 -0.24 -0.1% 381.24
Close 376.80 380.55 3.75 1.0% 381.25
Range 4.22 4.44 0.22 5.2% 8.79
ATR 3.19 3.28 0.09 2.8% 0.00
Volume
Daily Pivots for day following 10-Oct-1991
Classic Woodie Camarilla DeMark
R4 392.39 390.91 382.99
R3 387.95 386.47 381.77
R2 383.51 383.51 381.36
R1 382.03 382.03 380.96 382.77
PP 379.07 379.07 379.07 379.44
S1 377.59 377.59 380.14 378.33
S2 374.63 374.63 379.74
S3 370.19 373.15 379.33
S4 365.75 368.71 378.11
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
5 385.19 376.11 9.08 2.4% 3.37 0.9% 49% False True
10 390.03 376.11 13.92 3.7% 3.29 0.9% 32% False True
20 390.03 376.11 13.92 3.7% 3.16 0.8% 32% False True
40 397.62 374.09 23.53 6.2% 3.59 0.9% 27% False False
60 397.62 374.09 23.53 6.2% 3.41 0.9% 27% False False
80 397.62 367.98 29.64 7.8% 3.55 0.9% 42% False False
100 397.62 367.98 29.64 7.8% 3.57 0.9% 42% False False
120 397.62 365.83 31.79 8.4% 3.68 1.0% 46% 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 0.58
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 399.42
2.618 392.17
1.618 387.73
1.000 384.99
0.618 383.29
HIGH 380.55
0.618 378.85
0.500 378.33
0.382 377.81
LOW 376.11
0.618 373.37
1.000 371.67
1.618 368.93
2.618 364.49
4.250 357.24
Fisher Pivots for day following 10-Oct-1991
Pivot 1 day 3 day
R1 379.81 379.92
PP 379.07 379.30
S1 378.33 378.67

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

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