S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Aug-1991
Day Change Summary
Previous Current
14-Aug-1991 15-Aug-1991 Change Change % Previous Week
Open 389.62 389.91 0.29 0.1% 387.17
High 391.85 391.92 0.07 0.0% 391.80
Low 389.13 389.29 0.16 0.0% 384.29
Close 389.90 389.33 -0.57 -0.1% 387.12
Range 2.72 2.63 -0.09 -3.3% 7.51
ATR 3.24 3.19 -0.04 -1.3% 0.00
Volume
Daily Pivots for day following 15-Aug-1991
Classic Woodie Camarilla DeMark
R4 398.07 396.33 390.78
R3 395.44 393.70 390.05
R2 392.81 392.81 389.81
R1 391.07 391.07 389.57 390.63
PP 390.18 390.18 390.18 389.96
S1 388.44 388.44 389.09 388.00
S2 387.55 387.55 388.85
S3 384.92 385.81 388.61
S4 382.29 383.18 387.88
Weekly Pivots for week ending 09-Aug-1991
Classic Woodie Camarilla DeMark
R4 410.27 406.20 391.25
R3 402.76 398.69 389.19
R2 395.25 395.25 388.50
R1 391.18 391.18 387.81 389.46
PP 387.74 387.74 387.74 386.88
S1 383.67 383.67 386.43 381.95
S2 380.23 380.23 385.74
S3 372.72 376.16 385.05
S4 365.21 368.65 382.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 392.12 385.90 6.22 1.6% 2.91 0.7% 55% False False
10 392.12 384.29 7.83 2.0% 3.27 0.8% 64% False False
20 392.12 378.15 13.97 3.6% 2.98 0.8% 80% False False
40 392.12 367.98 24.14 6.2% 3.47 0.9% 88% False False
60 392.12 367.98 24.14 6.2% 3.53 0.9% 88% False False
80 392.12 365.83 26.29 6.8% 3.71 1.0% 89% False False
100 392.12 365.83 26.29 6.8% 3.91 1.0% 89% False False
120 392.12 362.19 29.93 7.7% 4.02 1.0% 91% 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 0.66
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 403.10
2.618 398.81
1.618 396.18
1.000 394.55
0.618 393.55
HIGH 391.92
0.618 390.92
0.500 390.61
0.382 390.29
LOW 389.29
0.618 387.66
1.000 386.66
1.618 385.03
2.618 382.40
4.250 378.11
Fisher Pivots for day following 15-Aug-1991
Pivot 1 day 3 day
R1 390.61 390.07
PP 390.18 389.82
S1 389.76 389.58

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

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