S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Nov-1991
Day Change Summary
Previous Current
14-Nov-1991 15-Nov-1991 Change Change % Previous Week
Open 397.41 397.15 -0.26 -0.1% 392.64
High 398.22 397.16 -1.06 -0.3% 398.22
Low 395.85 382.62 -13.23 -3.3% 382.62
Close 397.15 382.62 -14.53 -3.7% 382.62
Range 2.37 14.54 12.17 513.5% 15.60
ATR 3.32 4.12 0.80 24.2% 0.00
Volume
Daily Pivots for day following 15-Nov-1991
Classic Woodie Camarilla DeMark
R4 431.09 421.39 390.62
R3 416.55 406.85 386.62
R2 402.01 402.01 385.29
R1 392.31 392.31 383.95 389.89
PP 387.47 387.47 387.47 386.26
S1 377.77 377.77 381.29 375.35
S2 372.93 372.93 379.95
S3 358.39 363.23 378.62
S4 343.85 348.69 374.62
Weekly Pivots for week ending 15-Nov-1991
Classic Woodie Camarilla DeMark
R4 434.62 424.22 391.20
R3 419.02 408.62 386.91
R2 403.42 403.42 385.48
R1 393.02 393.02 384.05 390.42
PP 387.82 387.82 387.82 386.52
S1 377.42 377.42 381.19 374.82
S2 372.22 372.22 379.76
S3 356.62 361.82 378.33
S4 341.02 346.22 374.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 398.22 382.62 15.60 4.1% 5.12 1.3% 0% False True
10 398.22 382.62 15.60 4.1% 4.29 1.1% 0% False True
20 398.22 382.62 15.60 4.1% 4.01 1.0% 0% False True
40 398.22 376.11 22.11 5.8% 3.62 0.9% 29% False False
60 398.22 376.11 22.11 5.8% 3.42 0.9% 29% False False
80 398.22 374.09 24.13 6.3% 3.56 0.9% 35% False False
100 398.22 367.98 30.24 7.9% 3.61 0.9% 48% False False
120 398.22 367.98 30.24 7.9% 3.63 0.9% 48% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 528 trading days
Fibonacci Retracements and Extensions
4.250 458.96
2.618 435.23
1.618 420.69
1.000 411.70
0.618 406.15
HIGH 397.16
0.618 391.61
0.500 389.89
0.382 388.17
LOW 382.62
0.618 373.63
1.000 368.08
1.618 359.09
2.618 344.55
4.250 320.83
Fisher Pivots for day following 15-Nov-1991
Pivot 1 day 3 day
R1 389.89 390.42
PP 387.47 387.82
S1 385.04 385.22

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

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