S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Sep-1991
Day Change Summary
Previous Current
25-Sep-1991 26-Sep-1991 Change Change % Previous Week
Open 387.72 386.87 -0.85 -0.2% 383.59
High 388.25 388.39 0.14 0.0% 389.42
Low 385.99 385.30 -0.69 -0.2% 382.77
Close 386.88 386.49 -0.39 -0.1% 387.90
Range 2.26 3.09 0.83 36.7% 6.65
ATR 3.22 3.21 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 26-Sep-1991
Classic Woodie Camarilla DeMark
R4 396.00 394.33 388.19
R3 392.91 391.24 387.34
R2 389.82 389.82 387.06
R1 388.15 388.15 386.77 387.44
PP 386.73 386.73 386.73 386.37
S1 385.06 385.06 386.21 384.35
S2 383.64 383.64 385.92
S3 380.55 381.97 385.64
S4 377.46 378.88 384.79
Weekly Pivots for week ending 20-Sep-1991
Classic Woodie Camarilla DeMark
R4 406.65 403.92 391.56
R3 400.00 397.27 389.73
R2 393.35 393.35 389.12
R1 390.62 390.62 388.51 391.99
PP 386.70 386.70 386.70 387.38
S1 383.97 383.97 387.29 385.34
S2 380.05 380.05 386.68
S3 373.40 377.32 386.07
S4 366.75 370.67 384.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 388.82 384.46 4.36 1.1% 2.83 0.7% 47% False False
10 389.42 382.77 6.65 1.7% 3.02 0.8% 56% False False
20 397.62 382.77 14.85 3.8% 3.03 0.8% 25% False False
40 397.62 374.09 23.53 6.1% 3.55 0.9% 53% False False
60 397.62 370.92 26.70 6.9% 3.51 0.9% 58% False False
80 397.62 367.98 29.64 7.7% 3.58 0.9% 62% False False
100 397.62 365.83 31.79 8.2% 3.69 1.0% 65% False False
120 397.62 365.83 31.79 8.2% 3.79 1.0% 65% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 401.52
2.618 396.48
1.618 393.39
1.000 391.48
0.618 390.30
HIGH 388.39
0.618 387.21
0.500 386.85
0.382 386.48
LOW 385.30
0.618 383.39
1.000 382.21
1.618 380.30
2.618 377.21
4.250 372.17
Fisher Pivots for day following 26-Sep-1991
Pivot 1 day 3 day
R1 386.85 386.47
PP 386.73 386.45
S1 386.61 386.43

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

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