S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Dec-1991
Day Change Summary
Previous Current
02-Dec-1991 03-Dec-1991 Change Change % Previous Week
Open 375.22 381.40 6.18 1.6% 376.14
High 381.40 381.48 0.08 0.0% 378.29
Low 371.36 379.92 8.56 2.3% 371.63
Close 381.40 380.96 -0.44 -0.1% 375.22
Range 10.04 1.56 -8.48 -84.5% 6.66
ATR 4.70 4.47 -0.22 -4.8% 0.00
Volume
Daily Pivots for day following 03-Dec-1991
Classic Woodie Camarilla DeMark
R4 385.47 384.77 381.82
R3 383.91 383.21 381.39
R2 382.35 382.35 381.25
R1 381.65 381.65 381.10 381.22
PP 380.79 380.79 380.79 380.57
S1 380.09 380.09 380.82 379.66
S2 379.23 379.23 380.67
S3 377.67 378.53 380.53
S4 376.11 376.97 380.10
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
5 381.48 371.36 10.12 2.7% 4.46 1.2% 95% True False
10 385.24 371.36 13.88 3.6% 4.86 1.3% 69% False False
20 398.22 371.36 26.86 7.1% 4.70 1.2% 36% False False
40 398.22 371.36 26.86 7.1% 4.12 1.1% 36% False False
60 398.22 371.36 26.86 7.1% 3.77 1.0% 36% False False
80 398.22 371.36 26.86 7.1% 3.84 1.0% 36% False False
100 398.22 371.36 26.86 7.1% 3.66 1.0% 36% False False
120 398.22 367.98 30.24 7.9% 3.74 1.0% 43% 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 1.07
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 388.11
2.618 385.56
1.618 384.00
1.000 383.04
0.618 382.44
HIGH 381.48
0.618 380.88
0.500 380.70
0.382 380.52
LOW 379.92
0.618 378.96
1.000 378.36
1.618 377.40
2.618 375.84
4.250 373.29
Fisher Pivots for day following 03-Dec-1991
Pivot 1 day 3 day
R1 380.87 379.45
PP 380.79 377.93
S1 380.70 376.42

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

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