S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Nov-1991
Day Change Summary
Previous Current
27-Nov-1991 29-Nov-1991 Change Change % Previous Week
Open 377.96 376.55 -1.41 -0.4% 376.14
High 378.11 376.55 -1.56 -0.4% 378.29
Low 375.98 374.65 -1.33 -0.4% 371.63
Close 376.55 375.22 -1.33 -0.4% 375.22
Range 2.13 1.90 -0.23 -10.8% 6.66
ATR 4.47 4.29 -0.18 -4.1% 0.00
Volume
Daily Pivots for day following 29-Nov-1991
Classic Woodie Camarilla DeMark
R4 381.17 380.10 376.27
R3 379.27 378.20 375.74
R2 377.37 377.37 375.57
R1 376.30 376.30 375.39 375.89
PP 375.47 375.47 375.47 375.27
S1 374.40 374.40 375.05 373.99
S2 373.57 373.57 374.87
S3 371.67 372.50 374.70
S4 369.77 370.60 374.18
Weekly Pivots for week ending 29-Nov-1991
Classic Woodie Camarilla DeMark
R4 395.03 391.78 378.88
R3 388.37 385.12 377.05
R2 381.71 381.71 376.44
R1 378.46 378.46 375.83 376.76
PP 375.05 375.05 375.05 374.19
S1 371.80 371.80 374.61 370.10
S2 368.39 368.39 374.00
S3 361.73 365.14 373.39
S4 355.07 358.48 371.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 380.05 371.63 8.42 2.2% 3.86 1.0% 43% False False
10 397.16 371.63 25.53 6.8% 5.73 1.5% 14% False False
20 398.22 371.63 26.59 7.1% 4.55 1.2% 14% False False
40 398.22 371.63 26.59 7.1% 3.99 1.1% 14% False False
60 398.22 371.63 26.59 7.1% 3.66 1.0% 14% False False
80 398.22 371.63 26.59 7.1% 3.77 1.0% 14% False False
100 398.22 371.63 26.59 7.1% 3.62 1.0% 14% False False
120 398.22 367.98 30.24 8.1% 3.72 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.95
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 384.63
2.618 381.52
1.618 379.62
1.000 378.45
0.618 377.72
HIGH 376.55
0.618 375.82
0.500 375.60
0.382 375.38
LOW 374.65
0.618 373.48
1.000 372.75
1.618 371.58
2.618 369.68
4.250 366.58
Fisher Pivots for day following 29-Nov-1991
Pivot 1 day 3 day
R1 375.60 375.13
PP 375.47 375.05
S1 375.35 374.96

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

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