S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Nov-1991
Day Change Summary
Previous Current
13-Nov-1991 14-Nov-1991 Change Change % Previous Week
Open 396.74 397.41 0.67 0.2% 391.29
High 397.42 398.22 0.80 0.2% 396.43
Low 394.01 395.85 1.84 0.5% 387.58
Close 397.41 397.15 -0.26 -0.1% 392.89
Range 3.41 2.37 -1.04 -30.5% 8.85
ATR 3.39 3.32 -0.07 -2.1% 0.00
Volume
Daily Pivots for day following 14-Nov-1991
Classic Woodie Camarilla DeMark
R4 404.18 403.04 398.45
R3 401.81 400.67 397.80
R2 399.44 399.44 397.58
R1 398.30 398.30 397.37 397.69
PP 397.07 397.07 397.07 396.77
S1 395.93 395.93 396.93 395.32
S2 394.70 394.70 396.72
S3 392.33 393.56 396.50
S4 389.96 391.19 395.85
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
5 398.22 392.32 5.90 1.5% 3.01 0.8% 82% True False
10 398.22 387.58 10.64 2.7% 3.38 0.9% 90% True False
20 398.22 382.97 15.25 3.8% 3.33 0.8% 93% True False
40 398.22 376.11 22.11 5.6% 3.31 0.8% 95% True False
60 398.22 376.11 22.11 5.6% 3.21 0.8% 95% True False
80 398.22 374.09 24.13 6.1% 3.42 0.9% 96% True False
100 398.22 367.98 30.24 7.6% 3.50 0.9% 96% True False
120 398.22 367.98 30.24 7.6% 3.53 0.9% 96% True 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 0.88
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 408.29
2.618 404.42
1.618 402.05
1.000 400.59
0.618 399.68
HIGH 398.22
0.618 397.31
0.500 397.04
0.382 396.76
LOW 395.85
0.618 394.39
1.000 393.48
1.618 392.02
2.618 389.65
4.250 385.78
Fisher Pivots for day following 14-Nov-1991
Pivot 1 day 3 day
R1 397.11 396.66
PP 397.07 396.16
S1 397.04 395.67

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

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