S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Sep-1981
Day Change Summary
Previous Current
23-Sep-1981 24-Sep-1981 Change Change % Previous Week
Open 115.31 115.60 0.29 0.3% 120.77
High 116.68 117.47 0.79 0.7% 122.00
Low 113.60 114.32 0.72 0.6% 115.18
Close 115.65 115.01 -0.64 -0.6% 116.26
Range 3.08 3.15 0.07 2.3% 6.82
ATR 2.70 2.74 0.03 1.2% 0.00
Volume
Daily Pivots for day following 24-Sep-1981
Classic Woodie Camarilla DeMark
R4 125.05 123.18 116.74
R3 121.90 120.03 115.88
R2 118.75 118.75 115.59
R1 116.88 116.88 115.30 116.24
PP 115.60 115.60 115.60 115.28
S1 113.73 113.73 114.72 113.09
S2 112.45 112.45 114.43
S3 109.30 110.58 114.14
S4 106.15 107.43 113.28
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
5 118.19 113.60 4.59 4.0% 2.81 2.4% 31% False False
10 122.13 113.60 8.53 7.4% 2.71 2.4% 17% False False
20 125.58 113.60 11.98 10.4% 2.74 2.4% 12% False False
40 135.49 113.60 21.89 19.0% 2.59 2.3% 6% False False
60 135.49 113.60 21.89 19.0% 2.54 2.2% 6% False False
80 135.67 113.60 22.07 19.2% 2.55 2.2% 6% False False
100 135.67 113.60 22.07 19.2% 2.54 2.2% 6% False False
120 136.56 113.60 22.96 20.0% 2.57 2.2% 6% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130.86
2.618 125.72
1.618 122.57
1.000 120.62
0.618 119.42
HIGH 117.47
0.618 116.27
0.500 115.90
0.382 115.52
LOW 114.32
0.618 112.37
1.000 111.17
1.618 109.22
2.618 106.07
4.250 100.93
Fisher Pivots for day following 24-Sep-1981
Pivot 1 day 3 day
R1 115.90 115.90
PP 115.60 115.60
S1 115.31 115.31

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

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