S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-1991
Day Change Summary
Previous Current
14-Oct-1991 15-Oct-1991 Change Change % Previous Week
Open 381.45 386.47 5.02 1.3% 381.22
High 386.47 391.50 5.03 1.3% 381.46
Low 381.45 385.95 4.50 1.2% 376.11
Close 386.47 391.01 4.54 1.2% 381.45
Range 5.02 5.55 0.53 10.6% 5.35
ATR 3.29 3.45 0.16 4.9% 0.00
Volume
Daily Pivots for day following 15-Oct-1991
Classic Woodie Camarilla DeMark
R4 406.14 404.12 394.06
R3 400.59 398.57 392.54
R2 395.04 395.04 392.03
R1 393.02 393.02 391.52 394.03
PP 389.49 389.49 389.49 389.99
S1 387.47 387.47 390.50 388.48
S2 383.94 383.94 389.99
S3 378.39 381.92 389.48
S4 372.84 376.37 387.96
Weekly Pivots for week ending 11-Oct-1991
Classic Woodie Camarilla DeMark
R4 395.72 393.94 384.39
R3 390.37 388.59 382.92
R2 385.02 385.02 382.43
R1 383.24 383.24 381.94 384.13
PP 379.67 379.67 379.67 380.12
S1 377.89 377.89 380.96 378.78
S2 374.32 374.32 380.47
S3 368.97 372.54 379.98
S4 363.62 367.19 378.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391.50 376.11 15.39 3.9% 4.16 1.1% 97% True False
10 391.50 376.11 15.39 3.9% 3.52 0.9% 97% True False
20 391.50 376.11 15.39 3.9% 3.25 0.8% 97% True False
40 397.62 376.11 21.51 5.5% 3.36 0.9% 69% False False
60 397.62 374.09 23.53 6.0% 3.46 0.9% 72% False False
80 397.62 367.98 29.64 7.6% 3.59 0.9% 78% False False
100 397.62 367.98 29.64 7.6% 3.58 0.9% 78% False False
120 397.62 365.83 31.79 8.1% 3.69 0.9% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 415.09
2.618 406.03
1.618 400.48
1.000 397.05
0.618 394.93
HIGH 391.50
0.618 389.38
0.500 388.73
0.382 388.07
LOW 385.95
0.618 382.52
1.000 380.40
1.618 376.97
2.618 371.42
4.250 362.36
Fisher Pivots for day following 15-Oct-1991
Pivot 1 day 3 day
R1 390.25 389.24
PP 389.49 387.47
S1 388.73 385.70

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

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