S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Oct-1991
Day Change Summary
Previous Current
22-Oct-1991 23-Oct-1991 Change Change % Previous Week
Open 390.02 387.83 -2.19 -0.6% 381.45
High 391.20 389.08 -2.12 -0.5% 393.81
Low 387.40 386.52 -0.88 -0.2% 381.45
Close 387.83 387.94 0.11 0.0% 392.50
Range 3.80 2.56 -1.24 -32.6% 12.36
ATR 3.32 3.26 -0.05 -1.6% 0.00
Volume
Daily Pivots for day following 23-Oct-1991
Classic Woodie Camarilla DeMark
R4 395.53 394.29 389.35
R3 392.97 391.73 388.64
R2 390.41 390.41 388.41
R1 389.17 389.17 388.17 389.79
PP 387.85 387.85 387.85 388.16
S1 386.61 386.61 387.71 387.23
S2 385.29 385.29 387.47
S3 382.73 384.05 387.24
S4 380.17 381.49 386.53
Weekly Pivots for week ending 18-Oct-1991
Classic Woodie Camarilla DeMark
R4 426.33 421.78 399.30
R3 413.97 409.42 395.90
R2 401.61 401.61 394.77
R1 397.06 397.06 393.63 399.34
PP 389.25 389.25 389.25 390.39
S1 384.70 384.70 391.37 386.98
S2 376.89 376.89 390.23
S3 364.53 372.34 389.10
S4 352.17 359.98 385.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 393.81 386.52 7.29 1.9% 2.88 0.7% 19% False True
10 393.81 376.11 17.70 4.6% 3.41 0.9% 67% False False
20 393.81 376.11 17.70 4.6% 3.29 0.8% 67% False False
40 397.62 376.11 21.51 5.5% 3.17 0.8% 55% False False
60 397.62 374.09 23.53 6.1% 3.44 0.9% 59% False False
80 397.62 370.92 26.70 6.9% 3.43 0.9% 64% False False
100 397.62 367.98 29.64 7.6% 3.52 0.9% 67% False False
120 397.62 365.83 31.79 8.2% 3.62 0.9% 70% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 399.96
2.618 395.78
1.618 393.22
1.000 391.64
0.618 390.66
HIGH 389.08
0.618 388.10
0.500 387.80
0.382 387.50
LOW 386.52
0.618 384.94
1.000 383.96
1.618 382.38
2.618 379.82
4.250 375.64
Fisher Pivots for day following 23-Oct-1991
Pivot 1 day 3 day
R1 387.89 389.51
PP 387.85 388.99
S1 387.80 388.46

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

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