S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Oct-1991
Day Change Summary
Previous Current
11-Oct-1991 14-Oct-1991 Change Change % Previous Week
Open 380.55 381.45 0.90 0.2% 381.22
High 381.46 386.47 5.01 1.3% 381.46
Low 379.90 381.45 1.55 0.4% 376.11
Close 381.45 386.47 5.02 1.3% 381.45
Range 1.56 5.02 3.46 221.8% 5.35
ATR 3.15 3.29 0.13 4.2% 0.00
Volume
Daily Pivots for day following 14-Oct-1991
Classic Woodie Camarilla DeMark
R4 399.86 398.18 389.23
R3 394.84 393.16 387.85
R2 389.82 389.82 387.39
R1 388.14 388.14 386.93 388.98
PP 384.80 384.80 384.80 385.22
S1 383.12 383.12 386.01 383.96
S2 379.78 379.78 385.55
S3 374.76 378.10 385.09
S4 369.74 373.08 383.71
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
5 386.47 376.11 10.36 2.7% 3.46 0.9% 100% True False
10 390.03 376.11 13.92 3.6% 3.13 0.8% 74% False False
20 390.03 376.11 13.92 3.6% 3.08 0.8% 74% False False
40 397.62 374.09 23.53 6.1% 3.51 0.9% 53% False False
60 397.62 374.09 23.53 6.1% 3.42 0.9% 53% False False
80 397.62 367.98 29.64 7.7% 3.55 0.9% 62% False False
100 397.62 367.98 29.64 7.7% 3.57 0.9% 62% False False
120 397.62 365.83 31.79 8.2% 3.68 1.0% 65% 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 0.33
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 407.81
2.618 399.61
1.618 394.59
1.000 391.49
0.618 389.57
HIGH 386.47
0.618 384.55
0.500 383.96
0.382 383.37
LOW 381.45
0.618 378.35
1.000 376.43
1.618 373.33
2.618 368.31
4.250 360.12
Fisher Pivots for day following 14-Oct-1991
Pivot 1 day 3 day
R1 385.63 384.74
PP 384.80 383.02
S1 383.96 381.29

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

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