S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Sep-1981
Day Change Summary
Previous Current
28-Sep-1981 29-Sep-1981 Change Change % Previous Week
Open 113.85 116.14 2.29 2.0% 116.78
High 115.83 117.75 1.92 1.7% 118.19
Low 110.19 114.75 4.56 4.1% 111.64
Close 115.53 115.94 0.41 0.4% 112.77
Range 5.64 3.00 -2.64 -46.8% 6.55
ATR 2.98 2.99 0.00 0.0% 0.00
Volume
Daily Pivots for day following 29-Sep-1981
Classic Woodie Camarilla DeMark
R4 125.15 123.54 117.59
R3 122.15 120.54 116.77
R2 119.15 119.15 116.49
R1 117.54 117.54 116.22 116.85
PP 116.15 116.15 116.15 115.80
S1 114.54 114.54 115.67 113.85
S2 113.15 113.15 115.39
S3 110.15 111.54 115.12
S4 107.15 108.54 114.29
Weekly Pivots for week ending 25-Sep-1981
Classic Woodie Camarilla DeMark
R4 133.85 129.86 116.37
R3 127.30 123.31 114.57
R2 120.75 120.75 113.97
R1 116.76 116.76 113.37 115.48
PP 114.20 114.20 114.20 113.56
S1 110.21 110.21 112.17 108.93
S2 107.65 107.65 111.57
S3 101.10 103.66 110.97
S4 94.55 97.11 109.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.75 110.19 7.56 6.5% 3.58 3.1% 76% True False
10 120.00 110.19 9.81 8.5% 3.11 2.7% 59% False False
20 124.58 110.19 14.39 12.4% 2.92 2.5% 40% False False
40 135.49 110.19 25.30 21.8% 2.72 2.3% 23% False False
60 135.49 110.19 25.30 21.8% 2.60 2.2% 23% False False
80 135.67 110.19 25.48 22.0% 2.60 2.2% 23% False False
100 135.67 110.19 25.48 22.0% 2.59 2.2% 23% False False
120 136.56 110.19 26.37 22.7% 2.61 2.3% 22% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130.50
2.618 125.60
1.618 122.60
1.000 120.75
0.618 119.60
HIGH 117.75
0.618 116.60
0.500 116.25
0.382 115.90
LOW 114.75
0.618 112.90
1.000 111.75
1.618 109.90
2.618 106.90
4.250 102.00
Fisher Pivots for day following 29-Sep-1981
Pivot 1 day 3 day
R1 116.25 115.28
PP 116.15 114.63
S1 116.04 113.97

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

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