S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Sep-1991
Day Change Summary
Previous Current
03-Sep-1991 04-Sep-1991 Change Change % Previous Week
Open 395.43 392.15 -3.28 -0.8% 394.17
High 397.62 392.62 -5.00 -1.3% 396.82
Low 392.10 388.68 -3.42 -0.9% 391.77
Close 392.15 389.97 -2.18 -0.6% 395.43
Range 5.52 3.94 -1.58 -28.6% 5.05
ATR 3.89 3.89 0.00 0.1% 0.00
Volume
Daily Pivots for day following 04-Sep-1991
Classic Woodie Camarilla DeMark
R4 402.24 400.05 392.14
R3 398.30 396.11 391.05
R2 394.36 394.36 390.69
R1 392.17 392.17 390.33 391.30
PP 390.42 390.42 390.42 389.99
S1 388.23 388.23 389.61 387.36
S2 386.48 386.48 389.25
S3 382.54 384.29 388.89
S4 378.60 380.35 387.80
Weekly Pivots for week ending 30-Aug-1991
Classic Woodie Camarilla DeMark
R4 409.82 407.68 398.21
R3 404.77 402.63 396.82
R2 399.72 399.72 396.36
R1 397.58 397.58 395.89 398.65
PP 394.67 394.67 394.67 395.21
S1 392.53 392.53 394.97 393.60
S2 389.62 389.62 394.50
S3 384.57 387.48 394.04
S4 379.52 382.43 392.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 397.62 388.68 8.94 2.3% 3.52 0.9% 14% False True
10 397.62 379.55 18.07 4.6% 3.88 1.0% 58% False False
20 397.62 374.09 23.53 6.0% 4.07 1.0% 67% False False
40 397.62 374.09 23.53 6.0% 3.62 0.9% 67% False False
60 397.62 367.98 29.64 7.6% 3.78 1.0% 74% False False
80 397.62 365.83 31.79 8.2% 3.78 1.0% 76% False False
100 397.62 365.83 31.79 8.2% 3.89 1.0% 76% False False
120 397.62 365.58 32.04 8.2% 4.01 1.0% 76% 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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 409.37
2.618 402.93
1.618 398.99
1.000 396.56
0.618 395.05
HIGH 392.62
0.618 391.11
0.500 390.65
0.382 390.19
LOW 388.68
0.618 386.25
1.000 384.74
1.618 382.31
2.618 378.37
4.250 371.94
Fisher Pivots for day following 04-Sep-1991
Pivot 1 day 3 day
R1 390.65 393.15
PP 390.42 392.09
S1 390.20 391.03

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

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