S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Oct-1991
Day Change Summary
Previous Current
21-Oct-1991 22-Oct-1991 Change Change % Previous Week
Open 392.50 390.02 -2.48 -0.6% 381.45
High 392.50 391.20 -1.30 -0.3% 393.81
Low 388.96 387.40 -1.56 -0.4% 381.45
Close 390.02 387.83 -2.19 -0.6% 392.50
Range 3.54 3.80 0.26 7.3% 12.36
ATR 3.28 3.32 0.04 1.1% 0.00
Volume
Daily Pivots for day following 22-Oct-1991
Classic Woodie Camarilla DeMark
R4 400.21 397.82 389.92
R3 396.41 394.02 388.88
R2 392.61 392.61 388.53
R1 390.22 390.22 388.18 389.52
PP 388.81 388.81 388.81 388.46
S1 386.42 386.42 387.48 385.72
S2 385.01 385.01 387.13
S3 381.21 382.62 386.79
S4 377.41 378.82 385.74
Weekly Pivots for week ending 18-Oct-1991
Classic Woodie Camarilla DeMark
R4 426.33 421.78 399.30
R3 413.97 409.42 395.90
R2 401.61 401.61 394.77
R1 397.06 397.06 393.63 399.34
PP 389.25 389.25 389.25 390.39
S1 384.70 384.70 391.37 386.98
S2 376.89 376.89 390.23
S3 364.53 372.34 389.10
S4 352.17 359.98 385.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 393.81 387.40 6.41 1.7% 3.00 0.8% 7% False True
10 393.81 376.11 17.70 4.6% 3.58 0.9% 66% False False
20 393.81 376.11 17.70 4.6% 3.27 0.8% 66% False False
40 397.62 376.11 21.51 5.5% 3.16 0.8% 54% False False
60 397.62 374.09 23.53 6.1% 3.46 0.9% 58% False False
80 397.62 370.92 26.70 6.9% 3.48 0.9% 63% False False
100 397.62 367.98 29.64 7.6% 3.52 0.9% 67% False False
120 397.62 365.83 31.79 8.2% 3.62 0.9% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 407.35
2.618 401.15
1.618 397.35
1.000 395.00
0.618 393.55
HIGH 391.20
0.618 389.75
0.500 389.30
0.382 388.85
LOW 387.40
0.618 385.05
1.000 383.60
1.618 381.25
2.618 377.45
4.250 371.25
Fisher Pivots for day following 22-Oct-1991
Pivot 1 day 3 day
R1 389.30 390.10
PP 388.81 389.34
S1 388.32 388.59

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

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