S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Dec-1991
Day Change Summary
Previous Current
03-Dec-1991 04-Dec-1991 Change Change % Previous Week
Open 381.40 380.96 -0.44 -0.1% 376.14
High 381.48 381.51 0.03 0.0% 378.29
Low 379.92 378.07 -1.85 -0.5% 371.63
Close 380.96 380.07 -0.89 -0.2% 375.22
Range 1.56 3.44 1.88 120.5% 6.66
ATR 4.47 4.40 -0.07 -1.6% 0.00
Volume
Daily Pivots for day following 04-Dec-1991
Classic Woodie Camarilla DeMark
R4 390.20 388.58 381.96
R3 386.76 385.14 381.02
R2 383.32 383.32 380.70
R1 381.70 381.70 380.39 380.79
PP 379.88 379.88 379.88 379.43
S1 378.26 378.26 379.75 377.35
S2 376.44 376.44 379.44
S3 373.00 374.82 379.12
S4 369.56 371.38 378.18
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
5 381.51 371.36 10.15 2.7% 3.81 1.0% 86% True False
10 381.51 371.36 10.15 2.7% 4.17 1.1% 86% True False
20 398.22 371.36 26.86 7.1% 4.67 1.2% 32% False False
40 398.22 371.36 26.86 7.1% 4.16 1.1% 32% False False
60 398.22 371.36 26.86 7.1% 3.75 1.0% 32% False False
80 398.22 371.36 26.86 7.1% 3.85 1.0% 32% False False
100 398.22 371.36 26.86 7.1% 3.66 1.0% 32% False False
120 398.22 367.98 30.24 8.0% 3.73 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 True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 396.13
2.618 390.52
1.618 387.08
1.000 384.95
0.618 383.64
HIGH 381.51
0.618 380.20
0.500 379.79
0.382 379.38
LOW 378.07
0.618 375.94
1.000 374.63
1.618 372.50
2.618 369.06
4.250 363.45
Fisher Pivots for day following 04-Dec-1991
Pivot 1 day 3 day
R1 379.98 378.86
PP 379.88 377.65
S1 379.79 376.44

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

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