S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Dec-1981
Day Change Summary
Previous Current
30-Nov-1981 01-Dec-1981 Change Change % Previous Week
Open 125.83 126.08 0.25 0.2% 121.81
High 126.97 127.30 0.33 0.3% 125.71
Low 124.18 124.84 0.66 0.5% 120.76
Close 126.35 126.10 -0.25 -0.2% 125.09
Range 2.79 2.46 -0.33 -11.8% 4.95
ATR 2.50 2.49 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 01-Dec-1981
Classic Woodie Camarilla DeMark
R4 133.46 132.24 127.45
R3 131.00 129.78 126.78
R2 128.54 128.54 126.55
R1 127.32 127.32 126.33 127.93
PP 126.08 126.08 126.08 126.39
S1 124.86 124.86 125.87 125.47
S2 123.62 123.62 125.65
S3 121.16 122.40 125.42
S4 118.70 119.94 124.75
Weekly Pivots for week ending 27-Nov-1981
Classic Woodie Camarilla DeMark
R4 138.70 136.85 127.81
R3 133.75 131.90 126.45
R2 128.80 128.80 126.00
R1 126.95 126.95 125.54 127.88
PP 123.85 123.85 123.85 124.32
S1 122.00 122.00 124.64 122.93
S2 118.90 118.90 124.18
S3 113.95 117.05 123.73
S4 109.00 112.10 122.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.30 121.22 6.08 4.8% 2.47 2.0% 80% True False
10 127.30 119.42 7.88 6.2% 2.37 1.9% 85% True False
20 127.30 119.13 8.17 6.5% 2.43 1.9% 85% True False
40 127.30 116.81 10.49 8.3% 2.51 2.0% 89% True False
60 127.30 110.19 17.11 13.6% 2.67 2.1% 93% True False
80 135.49 110.19 25.30 20.1% 2.64 2.1% 63% False False
100 135.49 110.19 25.30 20.1% 2.57 2.0% 63% False False
120 135.67 110.19 25.48 20.2% 2.58 2.0% 62% 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 1.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.76
2.618 133.74
1.618 131.28
1.000 129.76
0.618 128.82
HIGH 127.30
0.618 126.36
0.500 126.07
0.382 125.78
LOW 124.84
0.618 123.32
1.000 122.38
1.618 120.86
2.618 118.40
4.250 114.39
Fisher Pivots for day following 01-Dec-1981
Pivot 1 day 3 day
R1 126.09 125.89
PP 126.08 125.68
S1 126.07 125.47

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

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