S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Oct-1991
Day Change Summary
Previous Current
15-Oct-1991 16-Oct-1991 Change Change % Previous Week
Open 386.47 391.01 4.54 1.2% 381.22
High 391.50 393.29 1.79 0.5% 381.46
Low 385.95 390.14 4.19 1.1% 376.11
Close 391.01 392.80 1.79 0.5% 381.45
Range 5.55 3.15 -2.40 -43.2% 5.35
ATR 3.45 3.43 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 16-Oct-1991
Classic Woodie Camarilla DeMark
R4 401.53 400.31 394.53
R3 398.38 397.16 393.67
R2 395.23 395.23 393.38
R1 394.01 394.01 393.09 394.62
PP 392.08 392.08 392.08 392.38
S1 390.86 390.86 392.51 391.47
S2 388.93 388.93 392.22
S3 385.78 387.71 391.93
S4 382.63 384.56 391.07
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
5 393.29 376.11 17.18 4.4% 3.94 1.0% 97% True False
10 393.29 376.11 17.18 4.4% 3.59 0.9% 97% True False
20 393.29 376.11 17.18 4.4% 3.27 0.8% 97% True False
40 397.62 376.11 21.51 5.5% 3.34 0.9% 78% False False
60 397.62 374.09 23.53 6.0% 3.43 0.9% 80% False False
80 397.62 367.98 29.64 7.5% 3.54 0.9% 84% False False
100 397.62 367.98 29.64 7.5% 3.58 0.9% 84% False False
120 397.62 365.83 31.79 8.1% 3.68 0.9% 85% 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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 406.68
2.618 401.54
1.618 398.39
1.000 396.44
0.618 395.24
HIGH 393.29
0.618 392.09
0.500 391.72
0.382 391.34
LOW 390.14
0.618 388.19
1.000 386.99
1.618 385.04
2.618 381.89
4.250 376.75
Fisher Pivots for day following 16-Oct-1991
Pivot 1 day 3 day
R1 392.44 390.99
PP 392.08 389.18
S1 391.72 387.37

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

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