S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Nov-1991
Day Change Summary
Previous Current
22-Nov-1991 25-Nov-1991 Change Change % Previous Week
Open 380.05 376.14 -3.91 -1.0% 382.62
High 380.05 377.07 -2.98 -0.8% 385.40
Low 374.52 374.00 -0.52 -0.1% 374.52
Close 376.14 375.34 -0.80 -0.2% 376.14
Range 5.53 3.07 -2.46 -44.5% 10.88
ATR 4.60 4.49 -0.11 -2.4% 0.00
Volume
Daily Pivots for day following 25-Nov-1991
Classic Woodie Camarilla DeMark
R4 384.68 383.08 377.03
R3 381.61 380.01 376.18
R2 378.54 378.54 375.90
R1 376.94 376.94 375.62 376.21
PP 375.47 375.47 375.47 375.10
S1 373.87 373.87 375.06 373.14
S2 372.40 372.40 374.78
S3 369.33 370.80 374.50
S4 366.26 367.73 373.65
Weekly Pivots for week ending 22-Nov-1991
Classic Woodie Camarilla DeMark
R4 411.33 404.61 382.12
R3 400.45 393.73 379.13
R2 389.57 389.57 378.13
R1 382.85 382.85 377.14 380.77
PP 378.69 378.69 378.69 377.65
S1 371.97 371.97 375.14 369.89
S2 367.81 367.81 374.15
S3 356.93 361.09 373.15
S4 346.05 350.21 370.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 385.24 374.00 11.24 3.0% 5.26 1.4% 12% False True
10 398.22 374.00 24.22 6.5% 5.64 1.5% 6% False True
20 398.22 374.00 24.22 6.5% 4.44 1.2% 6% False True
40 398.22 374.00 24.22 6.5% 3.92 1.0% 6% False True
60 398.22 374.00 24.22 6.5% 3.68 1.0% 6% False True
80 398.22 374.00 24.22 6.5% 3.78 1.0% 6% False True
100 398.22 370.92 27.30 7.3% 3.67 1.0% 16% False False
120 398.22 367.98 30.24 8.1% 3.71 1.0% 24% 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 0.79
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 390.12
2.618 385.11
1.618 382.04
1.000 380.14
0.618 378.97
HIGH 377.07
0.618 375.90
0.500 375.54
0.382 375.17
LOW 374.00
0.618 372.10
1.000 370.93
1.618 369.03
2.618 365.96
4.250 360.95
Fisher Pivots for day following 25-Nov-1991
Pivot 1 day 3 day
R1 375.54 377.56
PP 375.47 376.82
S1 375.41 376.08

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

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