S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Sep-1981
Day Change Summary
Previous Current
18-Sep-1981 21-Sep-1981 Change Change % Previous Week
Open 116.37 116.78 0.41 0.4% 120.77
High 117.69 118.07 0.38 0.3% 122.00
Low 115.18 115.04 -0.14 -0.1% 115.18
Close 116.26 117.24 0.98 0.8% 116.26
Range 2.51 3.03 0.52 20.7% 6.82
ATR 2.68 2.71 0.02 0.9% 0.00
Volume
Daily Pivots for day following 21-Sep-1981
Classic Woodie Camarilla DeMark
R4 125.87 124.59 118.91
R3 122.84 121.56 118.07
R2 119.81 119.81 117.80
R1 118.53 118.53 117.52 119.17
PP 116.78 116.78 116.78 117.11
S1 115.50 115.50 116.96 116.14
S2 113.75 113.75 116.68
S3 110.72 112.47 116.41
S4 107.69 109.44 115.57
Weekly Pivots for week ending 18-Sep-1981
Classic Woodie Camarilla DeMark
R4 138.27 134.09 120.01
R3 131.45 127.27 118.14
R2 124.63 124.63 117.51
R1 120.45 120.45 116.89 119.13
PP 117.81 117.81 117.81 117.16
S1 113.63 113.63 115.63 112.31
S2 110.99 110.99 115.01
S3 104.17 106.81 114.38
S4 97.35 99.99 112.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.77 115.04 6.73 5.7% 2.68 2.3% 33% False True
10 122.18 115.04 7.14 6.1% 2.83 2.4% 31% False True
20 128.59 115.04 13.55 11.6% 2.74 2.3% 16% False True
40 135.49 115.04 20.45 17.4% 2.53 2.2% 11% False True
60 135.49 115.04 20.45 17.4% 2.51 2.1% 11% False True
80 135.67 115.04 20.63 17.6% 2.56 2.2% 11% False True
100 135.67 115.04 20.63 17.6% 2.53 2.2% 11% False True
120 137.72 115.04 22.68 19.3% 2.56 2.2% 10% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.95
2.618 126.00
1.618 122.97
1.000 121.10
0.618 119.94
HIGH 118.07
0.618 116.91
0.500 116.56
0.382 116.20
LOW 115.04
0.618 113.17
1.000 112.01
1.618 110.14
2.618 107.11
4.250 102.16
Fisher Pivots for day following 21-Sep-1981
Pivot 1 day 3 day
R1 117.01 117.46
PP 116.78 117.38
S1 116.56 117.31

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

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