S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Dec-1991
Day Change Summary
Previous Current
29-Nov-1991 02-Dec-1991 Change Change % Previous Week
Open 376.55 375.22 -1.33 -0.4% 376.14
High 376.55 381.40 4.85 1.3% 378.29
Low 374.65 371.36 -3.29 -0.9% 371.63
Close 375.22 381.40 6.18 1.6% 375.22
Range 1.90 10.04 8.14 428.4% 6.66
ATR 4.29 4.70 0.41 9.6% 0.00
Volume
Daily Pivots for day following 02-Dec-1991
Classic Woodie Camarilla DeMark
R4 408.17 404.83 386.92
R3 398.13 394.79 384.16
R2 388.09 388.09 383.24
R1 384.75 384.75 382.32 386.42
PP 378.05 378.05 378.05 378.89
S1 374.71 374.71 380.48 376.38
S2 368.01 368.01 379.56
S3 357.97 364.67 378.64
S4 347.93 354.63 375.88
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
5 381.40 371.36 10.04 2.6% 4.76 1.2% 100% True True
10 385.40 371.36 14.04 3.7% 5.28 1.4% 72% False True
20 398.22 371.36 26.86 7.0% 4.78 1.3% 37% False True
40 398.22 371.36 26.86 7.0% 4.14 1.1% 37% False True
60 398.22 371.36 26.86 7.0% 3.77 1.0% 37% False True
80 398.22 371.36 26.86 7.0% 3.85 1.0% 37% False True
100 398.22 371.36 26.86 7.0% 3.70 1.0% 37% False True
120 398.22 367.98 30.24 7.9% 3.74 1.0% 44% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.34
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 424.07
2.618 407.68
1.618 397.64
1.000 391.44
0.618 387.60
HIGH 381.40
0.618 377.56
0.500 376.38
0.382 375.20
LOW 371.36
0.618 365.16
1.000 361.32
1.618 355.12
2.618 345.08
4.250 328.69
Fisher Pivots for day following 02-Dec-1991
Pivot 1 day 3 day
R1 379.73 379.73
PP 378.05 378.05
S1 376.38 376.38

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

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