S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Nov-1991
Day Change Summary
Previous Current
08-Nov-1991 11-Nov-1991 Change Change % Previous Week
Open 393.72 392.64 -1.08 -0.3% 391.29
High 396.43 393.57 -2.86 -0.7% 396.43
Low 392.42 392.32 -0.10 0.0% 387.58
Close 392.89 393.12 0.23 0.1% 392.89
Range 4.01 1.25 -2.76 -68.8% 8.85
ATR 3.50 3.34 -0.16 -4.6% 0.00
Volume
Daily Pivots for day following 11-Nov-1991
Classic Woodie Camarilla DeMark
R4 396.75 396.19 393.81
R3 395.50 394.94 393.46
R2 394.25 394.25 393.35
R1 393.69 393.69 393.23 393.97
PP 393.00 393.00 393.00 393.15
S1 392.44 392.44 393.01 392.72
S2 391.75 391.75 392.89
S3 390.50 391.19 392.78
S4 389.25 389.94 392.43
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% 3.08 0.8% 63% False False
10 396.43 386.88 9.55 2.4% 3.25 0.8% 65% False False
20 396.43 382.97 13.46 3.4% 3.45 0.9% 75% False False
40 396.43 376.11 20.32 5.2% 3.27 0.8% 84% False False
60 397.62 374.09 23.53 6.0% 3.49 0.9% 81% False False
80 397.62 374.09 23.53 6.0% 3.43 0.9% 81% False False
100 397.62 367.98 29.64 7.5% 3.53 0.9% 85% False False
120 397.62 367.98 29.64 7.5% 3.55 0.9% 85% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.02
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 398.88
2.618 396.84
1.618 395.59
1.000 394.82
0.618 394.34
HIGH 393.57
0.618 393.09
0.500 392.95
0.382 392.80
LOW 392.32
0.618 391.55
1.000 391.07
1.618 390.30
2.618 389.05
4.250 387.01
Fisher Pivots for day following 11-Nov-1991
Pivot 1 day 3 day
R1 393.06 393.20
PP 393.00 393.17
S1 392.95 393.15

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

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