S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Nov-1991
Day Change Summary
Previous Current
15-Nov-1991 18-Nov-1991 Change Change % Previous Week
Open 397.15 382.62 -14.53 -3.7% 392.64
High 397.16 385.40 -11.76 -3.0% 398.22
Low 382.62 379.70 -2.92 -0.8% 382.62
Close 382.62 385.24 2.62 0.7% 382.62
Range 14.54 5.70 -8.84 -60.8% 15.60
ATR 4.12 4.23 0.11 2.7% 0.00
Volume
Daily Pivots for day following 18-Nov-1991
Classic Woodie Camarilla DeMark
R4 400.55 398.59 388.38
R3 394.85 392.89 386.81
R2 389.15 389.15 386.29
R1 387.19 387.19 385.76 388.17
PP 383.45 383.45 383.45 383.94
S1 381.49 381.49 384.72 382.47
S2 377.75 377.75 384.20
S3 372.05 375.79 383.67
S4 366.35 370.09 382.11
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
5 398.22 379.70 18.52 4.8% 6.01 1.6% 30% False True
10 398.22 379.70 18.52 4.8% 4.54 1.2% 30% False True
20 398.22 379.70 18.52 4.8% 4.11 1.1% 30% False True
40 398.22 376.11 22.11 5.7% 3.69 1.0% 41% False False
60 398.22 376.11 22.11 5.7% 3.44 0.9% 41% False False
80 398.22 374.09 24.13 6.3% 3.61 0.9% 46% False False
100 398.22 367.98 30.24 7.8% 3.63 0.9% 57% False False
120 398.22 367.98 30.24 7.8% 3.63 0.9% 57% False 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 0.89
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 409.63
2.618 400.32
1.618 394.62
1.000 391.10
0.618 388.92
HIGH 385.40
0.618 383.22
0.500 382.55
0.382 381.88
LOW 379.70
0.618 376.18
1.000 374.00
1.618 370.48
2.618 364.78
4.250 355.48
Fisher Pivots for day following 18-Nov-1991
Pivot 1 day 3 day
R1 384.34 388.96
PP 383.45 387.72
S1 382.55 386.48

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

View Archives - Comment on this page... - Back to Index of Symbols