S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-1991
Day Change Summary
Previous Current
13-Sep-1991 16-Sep-1991 Change Change % Previous Week
Open 387.16 383.59 -3.57 -0.9% 389.11
High 387.95 385.79 -2.16 -0.6% 389.34
Low 382.85 382.77 -0.08 0.0% 382.85
Close 383.59 385.78 2.19 0.6% 383.59
Range 5.10 3.02 -2.08 -40.8% 6.49
ATR 3.59 3.55 -0.04 -1.1% 0.00
Volume
Daily Pivots for day following 16-Sep-1991
Classic Woodie Camarilla DeMark
R4 393.84 392.83 387.44
R3 390.82 389.81 386.61
R2 387.80 387.80 386.33
R1 386.79 386.79 386.06 387.30
PP 384.78 384.78 384.78 385.03
S1 383.77 383.77 385.50 384.28
S2 381.76 381.76 385.23
S3 378.74 380.75 384.95
S4 375.72 377.73 384.12
Weekly Pivots for week ending 13-Sep-1991
Classic Woodie Camarilla DeMark
R4 404.73 400.65 387.16
R3 398.24 394.16 385.37
R2 391.75 391.75 384.78
R1 387.67 387.67 384.18 386.47
PP 385.26 385.26 385.26 384.66
S1 381.18 381.18 383.00 379.98
S2 378.77 378.77 382.40
S3 372.28 374.69 381.81
S4 365.79 368.20 380.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 388.63 382.77 5.86 1.5% 3.45 0.9% 51% False True
10 397.62 382.77 14.85 3.8% 3.40 0.9% 20% False True
20 397.62 374.09 23.53 6.1% 3.93 1.0% 50% False False
40 397.62 374.09 23.53 6.1% 3.59 0.9% 50% False False
60 397.62 367.98 29.64 7.7% 3.71 1.0% 60% False False
80 397.62 367.98 29.64 7.7% 3.70 1.0% 60% False False
100 397.62 365.83 31.79 8.2% 3.80 1.0% 63% False False
120 397.62 365.83 31.79 8.2% 3.92 1.0% 63% 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 0.81
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 398.63
2.618 393.70
1.618 390.68
1.000 388.81
0.618 387.66
HIGH 385.79
0.618 384.64
0.500 384.28
0.382 383.92
LOW 382.77
0.618 380.90
1.000 379.75
1.618 377.88
2.618 374.86
4.250 369.94
Fisher Pivots for day following 16-Sep-1991
Pivot 1 day 3 day
R1 385.28 385.64
PP 384.78 385.50
S1 384.28 385.36

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

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