S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Dec-1991
Day Change Summary
Previous Current
26-Dec-1991 27-Dec-1991 Change Change % Previous Week
Open 399.33 404.84 5.51 1.4% 387.05
High 404.92 406.58 1.66 0.4% 406.58
Low 399.31 404.59 5.28 1.3% 386.96
Close 404.84 406.46 1.62 0.4% 406.46
Range 5.61 1.99 -3.62 -64.5% 19.62
ATR 4.52 4.34 -0.18 -4.0% 0.00
Volume
Daily Pivots for day following 27-Dec-1991
Classic Woodie Camarilla DeMark
R4 411.85 411.14 407.55
R3 409.86 409.15 407.01
R2 407.87 407.87 406.82
R1 407.16 407.16 406.64 407.52
PP 405.88 405.88 405.88 406.05
S1 405.17 405.17 406.28 405.53
S2 403.89 403.89 406.10
S3 401.90 403.18 405.91
S4 399.91 401.19 405.37
Weekly Pivots for week ending 27-Dec-1991
Classic Woodie Camarilla DeMark
R4 458.86 452.28 417.25
R3 439.24 432.66 411.86
R2 419.62 419.62 410.06
R1 413.04 413.04 408.26 416.33
PP 400.00 400.00 400.00 401.65
S1 393.42 393.42 404.66 396.71
S2 380.38 380.38 402.86
S3 360.76 373.80 401.06
S4 341.14 354.18 395.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 406.58 382.52 24.06 5.9% 5.75 1.4% 100% True False
10 406.58 380.64 25.94 6.4% 4.16 1.0% 100% True False
20 406.58 371.36 35.22 8.7% 4.21 1.0% 100% True False
40 406.58 371.36 35.22 8.7% 4.37 1.1% 100% True False
60 406.58 371.36 35.22 8.7% 4.09 1.0% 100% True False
80 406.58 371.36 35.22 8.7% 3.81 0.9% 100% True False
100 406.58 371.36 35.22 8.7% 3.86 0.9% 100% True False
120 406.58 371.36 35.22 8.7% 3.74 0.9% 100% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.18
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 415.04
2.618 411.79
1.618 409.80
1.000 408.57
0.618 407.81
HIGH 406.58
0.618 405.82
0.500 405.59
0.382 405.35
LOW 404.59
0.618 403.36
1.000 402.60
1.618 401.37
2.618 399.38
4.250 396.13
Fisher Pivots for day following 27-Dec-1991
Pivot 1 day 3 day
R1 406.17 404.87
PP 405.88 403.29
S1 405.59 401.70

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

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