S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Nov-1991
Day Change Summary
Previous Current
31-Oct-1991 01-Nov-1991 Change Change % Previous Week
Open 392.96 392.46 -0.50 -0.1% 384.20
High 392.96 395.10 2.14 0.5% 395.10
Low 391.58 389.67 -1.91 -0.5% 384.20
Close 392.45 391.32 -1.13 -0.3% 391.32
Range 1.38 5.43 4.05 293.5% 10.90
ATR 3.35 3.50 0.15 4.4% 0.00
Volume
Daily Pivots for day following 01-Nov-1991
Classic Woodie Camarilla DeMark
R4 408.32 405.25 394.31
R3 402.89 399.82 392.81
R2 397.46 397.46 392.32
R1 394.39 394.39 391.82 393.21
PP 392.03 392.03 392.03 391.44
S1 388.96 388.96 390.82 387.78
S2 386.60 386.60 390.32
S3 381.17 383.53 389.83
S4 375.74 378.10 388.33
Weekly Pivots for week ending 01-Nov-1991
Classic Woodie Camarilla DeMark
R4 422.91 418.01 397.32
R3 412.01 407.11 394.32
R2 401.11 401.11 393.32
R1 396.21 396.21 392.32 398.66
PP 390.21 390.21 390.21 391.43
S1 385.31 385.31 390.32 387.76
S2 379.31 379.31 389.32
S3 368.41 374.41 388.32
S4 357.51 363.51 385.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395.10 384.20 10.90 2.8% 3.86 1.0% 65% True False
10 395.10 382.97 12.13 3.1% 3.72 1.0% 69% True False
20 395.10 376.11 18.99 4.9% 3.50 0.9% 80% True False
40 395.10 376.11 18.99 4.9% 3.27 0.8% 80% True False
60 397.62 374.09 23.53 6.0% 3.54 0.9% 73% False False
80 397.62 374.09 23.53 6.0% 3.43 0.9% 73% False False
100 397.62 367.98 29.64 7.6% 3.54 0.9% 79% False False
120 397.62 365.83 31.79 8.1% 3.59 0.9% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 418.18
2.618 409.32
1.618 403.89
1.000 400.53
0.618 398.46
HIGH 395.10
0.618 393.03
0.500 392.39
0.382 391.74
LOW 389.67
0.618 386.31
1.000 384.24
1.618 380.88
2.618 375.45
4.250 366.59
Fisher Pivots for day following 01-Nov-1991
Pivot 1 day 3 day
R1 392.39 392.39
PP 392.03 392.03
S1 391.68 391.68

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

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