S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Dec-1991
Day Change Summary
Previous Current
16-Dec-1991 17-Dec-1991 Change Change % Previous Week
Open 384.48 384.46 -0.02 0.0% 379.09
High 385.79 385.05 -0.74 -0.2% 385.04
Low 384.37 382.60 -1.77 -0.5% 374.78
Close 384.46 382.74 -1.72 -0.4% 384.48
Range 1.42 2.45 1.03 72.5% 10.26
ATR 4.08 3.96 -0.12 -2.9% 0.00
Volume
Daily Pivots for day following 17-Dec-1991
Classic Woodie Camarilla DeMark
R4 390.81 389.23 384.09
R3 388.36 386.78 383.41
R2 385.91 385.91 383.19
R1 384.33 384.33 382.96 383.90
PP 383.46 383.46 383.46 383.25
S1 381.88 381.88 382.52 381.45
S2 381.01 381.01 382.29
S3 378.56 379.43 382.07
S4 376.11 376.98 381.39
Weekly Pivots for week ending 13-Dec-1991
Classic Woodie Camarilla DeMark
R4 412.21 408.61 390.12
R3 401.95 398.35 387.30
R2 391.69 391.69 386.36
R1 388.09 388.09 385.42 389.89
PP 381.43 381.43 381.43 382.34
S1 377.83 377.83 383.54 379.63
S2 371.17 371.17 382.60
S3 360.91 367.57 381.66
S4 350.65 357.31 378.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 385.79 374.78 11.01 2.9% 3.18 0.8% 72% False False
10 385.79 374.78 11.01 2.9% 3.65 1.0% 72% False False
20 385.79 371.36 14.43 3.8% 4.26 1.1% 79% False False
40 398.22 371.36 26.86 7.0% 4.19 1.1% 42% False False
60 398.22 371.36 26.86 7.0% 3.88 1.0% 42% False False
80 398.22 371.36 26.86 7.0% 3.65 1.0% 42% False False
100 398.22 371.36 26.86 7.0% 3.74 1.0% 42% False False
120 398.22 367.98 30.24 7.9% 3.74 1.0% 49% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 395.46
2.618 391.46
1.618 389.01
1.000 387.50
0.618 386.56
HIGH 385.05
0.618 384.11
0.500 383.83
0.382 383.54
LOW 382.60
0.618 381.09
1.000 380.15
1.618 378.64
2.618 376.19
4.250 372.19
Fisher Pivots for day following 17-Dec-1991
Pivot 1 day 3 day
R1 383.83 383.67
PP 383.46 383.36
S1 383.10 383.05

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

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