S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Oct-1991
Day Change Summary
Previous Current
10-Oct-1991 11-Oct-1991 Change Change % Previous Week
Open 376.80 380.55 3.75 1.0% 381.22
High 380.55 381.46 0.91 0.2% 381.46
Low 376.11 379.90 3.79 1.0% 376.11
Close 380.55 381.45 0.90 0.2% 381.45
Range 4.44 1.56 -2.88 -64.9% 5.35
ATR 3.28 3.15 -0.12 -3.7% 0.00
Volume
Daily Pivots for day following 11-Oct-1991
Classic Woodie Camarilla DeMark
R4 385.62 385.09 382.31
R3 384.06 383.53 381.88
R2 382.50 382.50 381.74
R1 381.97 381.97 381.59 382.24
PP 380.94 380.94 380.94 381.07
S1 380.41 380.41 381.31 380.68
S2 379.38 379.38 381.16
S3 377.82 378.85 381.02
S4 376.26 377.29 380.59
Weekly Pivots for week ending 11-Oct-1991
Classic Woodie Camarilla DeMark
R4 395.72 393.94 384.39
R3 390.37 388.59 382.92
R2 385.02 385.02 382.43
R1 383.24 383.24 381.94 384.13
PP 379.67 379.67 379.67 380.12
S1 377.89 377.89 380.96 378.78
S2 374.32 374.32 380.47
S3 368.97 372.54 379.98
S4 363.62 367.19 378.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 381.46 376.11 5.35 1.4% 2.89 0.8% 100% True False
10 390.03 376.11 13.92 3.6% 3.03 0.8% 38% False False
20 390.03 376.11 13.92 3.6% 2.98 0.8% 38% False False
40 397.62 374.09 23.53 6.2% 3.56 0.9% 31% False False
60 397.62 374.09 23.53 6.2% 3.37 0.9% 31% False False
80 397.62 367.98 29.64 7.8% 3.52 0.9% 45% False False
100 397.62 367.98 29.64 7.8% 3.54 0.9% 45% False False
120 397.62 365.83 31.79 8.3% 3.66 1.0% 49% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.49
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 388.09
2.618 385.54
1.618 383.98
1.000 383.02
0.618 382.42
HIGH 381.46
0.618 380.86
0.500 380.68
0.382 380.50
LOW 379.90
0.618 378.94
1.000 378.34
1.618 377.38
2.618 375.82
4.250 373.27
Fisher Pivots for day following 11-Oct-1991
Pivot 1 day 3 day
R1 381.19 380.56
PP 380.94 379.67
S1 380.68 378.79

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

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