S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Aug-1991
Day Change Summary
Previous Current
26-Aug-1991 27-Aug-1991 Change Change % Previous Week
Open 394.17 393.85 -0.32 -0.1% 385.58
High 394.39 393.87 -0.52 -0.1% 395.34
Low 392.75 391.77 -0.98 -0.2% 374.09
Close 393.85 393.06 -0.79 -0.2% 394.17
Range 1.64 2.10 0.46 28.0% 21.25
ATR 4.18 4.03 -0.15 -3.6% 0.00
Volume
Daily Pivots for day following 27-Aug-1991
Classic Woodie Camarilla DeMark
R4 399.20 398.23 394.22
R3 397.10 396.13 393.64
R2 395.00 395.00 393.45
R1 394.03 394.03 393.25 393.47
PP 392.90 392.90 392.90 392.62
S1 391.93 391.93 392.87 391.37
S2 390.80 390.80 392.68
S3 388.70 389.83 392.48
S4 386.60 387.73 391.91
Weekly Pivots for week ending 23-Aug-1991
Classic Woodie Camarilla DeMark
R4 451.62 444.14 405.86
R3 430.37 422.89 400.01
R2 409.12 409.12 398.07
R1 401.64 401.64 396.12 405.38
PP 387.87 387.87 387.87 389.74
S1 380.39 380.39 392.22 384.13
S2 366.62 366.62 390.27
S3 345.37 359.14 388.33
S4 324.12 337.89 382.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395.34 379.55 15.79 4.0% 4.24 1.1% 86% False False
10 395.34 374.09 21.25 5.4% 4.92 1.3% 89% False False
20 395.34 374.09 21.25 5.4% 3.98 1.0% 89% False False
40 395.34 370.92 24.42 6.2% 3.69 0.9% 91% False False
60 395.34 367.98 27.36 7.0% 3.75 1.0% 92% False False
80 395.34 365.83 29.51 7.5% 3.85 1.0% 92% False False
100 395.34 365.83 29.51 7.5% 3.94 1.0% 92% False False
120 395.34 365.58 29.76 7.6% 4.06 1.0% 92% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 402.80
2.618 399.37
1.618 397.27
1.000 395.97
0.618 395.17
HIGH 393.87
0.618 393.07
0.500 392.82
0.382 392.57
LOW 391.77
0.618 390.47
1.000 389.67
1.618 388.37
2.618 386.27
4.250 382.85
Fisher Pivots for day following 27-Aug-1991
Pivot 1 day 3 day
R1 392.98 393.05
PP 392.90 393.03
S1 392.82 393.02

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

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