S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Nov-1991
Day Change Summary
Previous Current
20-Nov-1991 21-Nov-1991 Change Change % Previous Week
Open 379.42 378.53 -0.89 -0.2% 392.64
High 381.51 381.12 -0.39 -0.1% 398.22
Low 377.84 377.41 -0.43 -0.1% 382.62
Close 378.53 380.06 1.53 0.4% 382.62
Range 3.67 3.71 0.04 1.1% 15.60
ATR 4.60 4.53 -0.06 -1.4% 0.00
Volume
Daily Pivots for day following 21-Nov-1991
Classic Woodie Camarilla DeMark
R4 390.66 389.07 382.10
R3 386.95 385.36 381.08
R2 383.24 383.24 380.74
R1 381.65 381.65 380.40 382.45
PP 379.53 379.53 379.53 379.93
S1 377.94 377.94 379.72 378.74
S2 375.82 375.82 379.38
S3 372.11 374.23 379.04
S4 368.40 370.52 378.02
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
5 397.16 374.90 22.26 5.9% 7.59 2.0% 23% False False
10 398.22 374.90 23.32 6.1% 5.30 1.4% 22% False False
20 398.22 374.90 23.32 6.1% 4.44 1.2% 22% False False
40 398.22 374.90 23.32 6.1% 3.91 1.0% 22% False False
60 398.22 374.90 23.32 6.1% 3.62 1.0% 22% False False
80 398.22 374.09 24.13 6.3% 3.73 1.0% 25% False False
100 398.22 370.92 27.30 7.2% 3.67 1.0% 33% False False
120 398.22 367.98 30.24 8.0% 3.69 1.0% 40% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.86
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 396.89
2.618 390.83
1.618 387.12
1.000 384.83
0.618 383.41
HIGH 381.12
0.618 379.70
0.500 379.27
0.382 378.83
LOW 377.41
0.618 375.12
1.000 373.70
1.618 371.41
2.618 367.70
4.250 361.64
Fisher Pivots for day following 21-Nov-1991
Pivot 1 day 3 day
R1 379.80 380.07
PP 379.53 380.07
S1 379.27 380.06

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

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