S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Oct-1991
Day Change Summary
Previous Current
28-Oct-1991 29-Oct-1991 Change Change % Previous Week
Open 384.20 389.52 5.32 1.4% 392.50
High 389.52 391.70 2.18 0.6% 392.50
Low 384.20 386.88 2.68 0.7% 382.97
Close 389.52 391.48 1.96 0.5% 384.20
Range 5.32 4.82 -0.50 -9.4% 9.53
ATR 3.50 3.60 0.09 2.7% 0.00
Volume
Daily Pivots for day following 29-Oct-1991
Classic Woodie Camarilla DeMark
R4 404.48 402.80 394.13
R3 399.66 397.98 392.81
R2 394.84 394.84 392.36
R1 393.16 393.16 391.92 394.00
PP 390.02 390.02 390.02 390.44
S1 388.34 388.34 391.04 389.18
S2 385.20 385.20 390.60
S3 380.38 383.52 390.15
S4 375.56 378.70 388.83
Weekly Pivots for week ending 25-Oct-1991
Classic Woodie Camarilla DeMark
R4 415.15 409.20 389.44
R3 405.62 399.67 386.82
R2 396.09 396.09 385.95
R1 390.14 390.14 385.07 388.35
PP 386.56 386.56 386.56 385.66
S1 380.61 380.61 383.33 378.82
S2 377.03 377.03 382.45
S3 367.50 371.08 381.58
S4 357.97 361.55 378.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391.70 382.97 8.73 2.2% 4.15 1.1% 97% True False
10 393.81 382.97 10.84 2.8% 3.57 0.9% 79% False False
20 393.81 376.11 17.70 4.5% 3.55 0.9% 87% False False
40 393.81 376.11 17.70 4.5% 3.28 0.8% 87% False False
60 397.62 374.09 23.53 6.0% 3.59 0.9% 74% False False
80 397.62 374.09 23.53 6.0% 3.44 0.9% 74% False False
100 397.62 367.98 29.64 7.6% 3.56 0.9% 79% False False
120 397.62 365.83 31.79 8.1% 3.65 0.9% 81% 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 0.81
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 412.19
2.618 404.32
1.618 399.50
1.000 396.52
0.618 394.68
HIGH 391.70
0.618 389.86
0.500 389.29
0.382 388.72
LOW 386.88
0.618 383.90
1.000 382.06
1.618 379.08
2.618 374.26
4.250 366.40
Fisher Pivots for day following 29-Oct-1991
Pivot 1 day 3 day
R1 390.75 390.10
PP 390.02 388.72
S1 389.29 387.34

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

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