S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Dec-1991
Day Change Summary
Previous Current
23-Dec-1991 24-Dec-1991 Change Change % Previous Week
Open 387.05 396.82 9.77 2.5% 384.48
High 397.44 401.79 4.35 1.1% 388.24
Low 386.96 396.82 9.86 2.5% 380.64
Close 396.82 399.33 2.51 0.6% 387.04
Range 10.48 4.97 -5.51 -52.6% 7.60
ATR 4.40 4.44 0.04 0.9% 0.00
Volume
Daily Pivots for day following 24-Dec-1991
Classic Woodie Camarilla DeMark
R4 414.22 411.75 402.06
R3 409.25 406.78 400.70
R2 404.28 404.28 400.24
R1 401.81 401.81 399.79 403.05
PP 399.31 399.31 399.31 399.93
S1 396.84 396.84 398.87 398.08
S2 394.34 394.34 398.42
S3 389.37 391.87 397.96
S4 384.40 386.90 396.60
Weekly Pivots for week ending 20-Dec-1991
Classic Woodie Camarilla DeMark
R4 408.11 405.17 391.22
R3 400.51 397.57 389.13
R2 392.91 392.91 388.43
R1 389.97 389.97 387.74 391.44
PP 385.31 385.31 385.31 386.04
S1 382.37 382.37 386.34 383.84
S2 377.71 377.71 385.65
S3 370.11 374.77 384.95
S4 362.51 367.17 382.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 401.79 380.64 21.15 5.3% 5.32 1.3% 88% True False
10 401.79 374.78 27.01 6.8% 4.25 1.1% 91% True False
20 401.79 371.36 30.43 7.6% 4.27 1.1% 92% True False
40 401.79 371.36 30.43 7.6% 4.36 1.1% 92% True False
60 401.79 371.36 30.43 7.6% 4.03 1.0% 92% True False
80 401.79 371.36 30.43 7.6% 3.83 1.0% 92% True False
100 401.79 371.36 30.43 7.6% 3.87 1.0% 92% True False
120 401.79 370.92 30.87 7.7% 3.77 0.9% 92% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 422.91
2.618 414.80
1.618 409.83
1.000 406.76
0.618 404.86
HIGH 401.79
0.618 399.89
0.500 399.31
0.382 398.72
LOW 396.82
0.618 393.75
1.000 391.85
1.618 388.78
2.618 383.81
4.250 375.70
Fisher Pivots for day following 24-Dec-1991
Pivot 1 day 3 day
R1 399.32 396.94
PP 399.31 394.55
S1 399.31 392.16

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

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