S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Dec-1991
Day Change Summary
Previous Current
18-Dec-1991 19-Dec-1991 Change Change % Previous Week
Open 382.74 383.46 0.72 0.2% 379.09
High 383.51 383.46 -0.05 0.0% 385.04
Low 380.88 380.64 -0.24 -0.1% 374.78
Close 383.48 382.52 -0.96 -0.3% 384.48
Range 2.63 2.82 0.19 7.2% 10.26
ATR 3.87 3.79 -0.07 -1.9% 0.00
Volume
Daily Pivots for day following 19-Dec-1991
Classic Woodie Camarilla DeMark
R4 390.67 389.41 384.07
R3 387.85 386.59 383.30
R2 385.03 385.03 383.04
R1 383.77 383.77 382.78 382.99
PP 382.21 382.21 382.21 381.82
S1 380.95 380.95 382.26 380.17
S2 379.39 379.39 382.00
S3 376.57 378.13 381.74
S4 373.75 375.31 380.97
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
5 385.79 380.64 5.15 1.3% 2.56 0.7% 37% False True
10 385.79 374.78 11.01 2.9% 3.50 0.9% 70% False False
20 385.79 371.36 14.43 3.8% 3.83 1.0% 77% False False
40 398.22 371.36 26.86 7.0% 4.16 1.1% 42% False False
60 398.22 371.36 26.86 7.0% 3.87 1.0% 42% False False
80 398.22 371.36 26.86 7.0% 3.67 1.0% 42% False False
100 398.22 371.36 26.86 7.0% 3.73 1.0% 42% False False
120 398.22 370.92 27.30 7.1% 3.67 1.0% 42% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.77
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 395.45
2.618 390.84
1.618 388.02
1.000 386.28
0.618 385.20
HIGH 383.46
0.618 382.38
0.500 382.05
0.382 381.72
LOW 380.64
0.618 378.90
1.000 377.82
1.618 376.08
2.618 373.26
4.250 368.66
Fisher Pivots for day following 19-Dec-1991
Pivot 1 day 3 day
R1 382.36 382.85
PP 382.21 382.74
S1 382.05 382.63

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

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