S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Nov-1981
Day Change Summary
Previous Current
20-Nov-1981 23-Nov-1981 Change Change % Previous Week
Open 121.47 121.81 0.34 0.3% 120.33
High 122.59 123.09 0.50 0.4% 122.59
Low 120.13 120.76 0.63 0.5% 119.13
Close 121.71 121.60 -0.11 -0.1% 121.71
Range 2.46 2.33 -0.13 -5.3% 3.46
ATR 2.52 2.50 -0.01 -0.5% 0.00
Volume
Daily Pivots for day following 23-Nov-1981
Classic Woodie Camarilla DeMark
R4 128.81 127.53 122.88
R3 126.48 125.20 122.24
R2 124.15 124.15 122.03
R1 122.87 122.87 121.81 122.35
PP 121.82 121.82 121.82 121.55
S1 120.54 120.54 121.39 120.02
S2 119.49 119.49 121.17
S3 117.16 118.21 120.96
S4 114.83 115.88 120.32
Weekly Pivots for week ending 20-Nov-1981
Classic Woodie Camarilla DeMark
R4 131.52 130.08 123.61
R3 128.06 126.62 122.66
R2 124.60 124.60 122.34
R1 123.16 123.16 122.03 123.88
PP 121.14 121.14 121.14 121.51
S1 119.70 119.70 121.39 120.42
S2 117.68 117.68 121.08
S3 114.22 116.24 120.76
S4 110.76 112.78 119.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.09 119.42 3.67 3.0% 2.27 1.9% 59% True False
10 124.71 119.13 5.58 4.6% 2.39 2.0% 44% False False
20 126.00 117.80 8.20 6.7% 2.53 2.1% 46% False False
40 126.00 114.60 11.40 9.4% 2.55 2.1% 61% False False
60 126.00 110.19 15.81 13.0% 2.68 2.2% 72% False False
80 135.49 110.19 25.30 20.8% 2.63 2.2% 45% False False
100 135.49 110.19 25.30 20.8% 2.58 2.1% 45% False False
120 135.67 110.19 25.48 21.0% 2.58 2.1% 45% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.99
2.618 129.19
1.618 126.86
1.000 125.42
0.618 124.53
HIGH 123.09
0.618 122.20
0.500 121.93
0.382 121.65
LOW 120.76
0.618 119.32
1.000 118.43
1.618 116.99
2.618 114.66
4.250 110.86
Fisher Pivots for day following 23-Nov-1981
Pivot 1 day 3 day
R1 121.93 121.49
PP 121.82 121.37
S1 121.71 121.26

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

View Archives - Comment on this page... - Back to Index of Symbols