S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Nov-1991
Day Change Summary
Previous Current
07-Nov-1991 08-Nov-1991 Change Change % Previous Week
Open 389.97 393.72 3.75 1.0% 391.29
High 393.72 396.43 2.71 0.7% 396.43
Low 389.97 392.42 2.45 0.6% 387.58
Close 393.72 392.89 -0.83 -0.2% 392.89
Range 3.75 4.01 0.26 6.9% 8.85
ATR 3.46 3.50 0.04 1.1% 0.00
Volume
Daily Pivots for day following 08-Nov-1991
Classic Woodie Camarilla DeMark
R4 405.94 403.43 395.10
R3 401.93 399.42 393.99
R2 397.92 397.92 393.63
R1 395.41 395.41 393.26 394.66
PP 393.91 393.91 393.91 393.54
S1 391.40 391.40 392.52 390.65
S2 389.90 389.90 392.15
S3 385.89 387.39 391.79
S4 381.88 383.38 390.68
Weekly Pivots for week ending 08-Nov-1991
Classic Woodie Camarilla DeMark
R4 418.85 414.72 397.76
R3 410.00 405.87 395.32
R2 401.15 401.15 394.51
R1 397.02 397.02 393.70 399.09
PP 392.30 392.30 392.30 393.33
S1 388.17 388.17 392.08 390.24
S2 383.45 383.45 391.27
S3 374.60 379.32 390.46
S4 365.75 370.47 388.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 396.43 387.58 8.85 2.3% 3.47 0.9% 60% True False
10 396.43 384.20 12.23 3.1% 3.66 0.9% 71% True False
20 396.43 381.45 14.98 3.8% 3.64 0.9% 76% True False
40 396.43 376.11 20.32 5.2% 3.31 0.8% 83% True False
60 397.62 374.09 23.53 6.0% 3.59 0.9% 80% False False
80 397.62 374.09 23.53 6.0% 3.44 0.9% 80% False False
100 397.62 367.98 29.64 7.5% 3.54 0.9% 84% False False
120 397.62 367.98 29.64 7.5% 3.56 0.9% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 413.47
2.618 406.93
1.618 402.92
1.000 400.44
0.618 398.91
HIGH 396.43
0.618 394.90
0.500 394.43
0.382 393.95
LOW 392.42
0.618 389.94
1.000 388.41
1.618 385.93
2.618 381.92
4.250 375.38
Fisher Pivots for day following 08-Nov-1991
Pivot 1 day 3 day
R1 394.43 392.60
PP 393.91 392.30
S1 393.40 392.01

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

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