S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Dec-1991
Day Change Summary
Previous Current
24-Dec-1991 26-Dec-1991 Change Change % Previous Week
Open 396.82 399.33 2.51 0.6% 384.48
High 401.79 404.92 3.13 0.8% 388.24
Low 396.82 399.31 2.49 0.6% 380.64
Close 399.33 404.84 5.51 1.4% 387.04
Range 4.97 5.61 0.64 12.9% 7.60
ATR 4.44 4.52 0.08 1.9% 0.00
Volume
Daily Pivots for day following 26-Dec-1991
Classic Woodie Camarilla DeMark
R4 419.85 417.96 407.93
R3 414.24 412.35 406.38
R2 408.63 408.63 405.87
R1 406.74 406.74 405.35 407.69
PP 403.02 403.02 403.02 403.50
S1 401.13 401.13 404.33 402.08
S2 397.41 397.41 403.81
S3 391.80 395.52 403.30
S4 386.19 389.91 401.75
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
5 404.92 380.64 24.28 6.0% 5.92 1.5% 100% True False
10 404.92 377.70 27.22 6.7% 4.35 1.1% 100% True False
20 404.92 371.36 33.56 8.3% 4.22 1.0% 100% True False
40 404.92 371.36 33.56 8.3% 4.38 1.1% 100% True False
60 404.92 371.36 33.56 8.3% 4.10 1.0% 100% True False
80 404.92 371.36 33.56 8.3% 3.83 0.9% 100% True False
100 404.92 371.36 33.56 8.3% 3.90 1.0% 100% True False
120 404.92 371.36 33.56 8.3% 3.75 0.9% 100% True 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 428.76
2.618 419.61
1.618 414.00
1.000 410.53
0.618 408.39
HIGH 404.92
0.618 402.78
0.500 402.12
0.382 401.45
LOW 399.31
0.618 395.84
1.000 393.70
1.618 390.23
2.618 384.62
4.250 375.47
Fisher Pivots for day following 26-Dec-1991
Pivot 1 day 3 day
R1 403.93 401.87
PP 403.02 398.91
S1 402.12 395.94

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

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