S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Oct-1991
Day Change Summary
Previous Current
29-Oct-1991 30-Oct-1991 Change Change % Previous Week
Open 389.52 391.48 1.96 0.5% 392.50
High 391.70 393.11 1.41 0.4% 392.50
Low 386.88 390.78 3.90 1.0% 382.97
Close 391.48 392.96 1.48 0.4% 384.20
Range 4.82 2.33 -2.49 -51.7% 9.53
ATR 3.60 3.51 -0.09 -2.5% 0.00
Volume
Daily Pivots for day following 30-Oct-1991
Classic Woodie Camarilla DeMark
R4 399.27 398.45 394.24
R3 396.94 396.12 393.60
R2 394.61 394.61 393.39
R1 393.79 393.79 393.17 394.20
PP 392.28 392.28 392.28 392.49
S1 391.46 391.46 392.75 391.87
S2 389.95 389.95 392.53
S3 387.62 389.13 392.32
S4 385.29 386.80 391.68
Weekly Pivots for week ending 25-Oct-1991
Classic Woodie Camarilla DeMark
R4 415.15 409.20 389.44
R3 405.62 399.67 386.82
R2 396.09 396.09 385.95
R1 390.14 390.14 385.07 388.35
PP 386.56 386.56 386.56 385.66
S1 380.61 380.61 383.33 378.82
S2 377.03 377.03 382.45
S3 367.50 371.08 381.58
S4 357.97 361.55 378.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 393.11 382.97 10.14 2.6% 4.10 1.0% 99% True False
10 393.81 382.97 10.84 2.8% 3.49 0.9% 92% False False
20 393.81 376.11 17.70 4.5% 3.54 0.9% 95% False False
40 393.81 376.11 17.70 4.5% 3.24 0.8% 95% False False
60 397.62 374.09 23.53 6.0% 3.52 0.9% 80% False False
80 397.62 374.09 23.53 6.0% 3.43 0.9% 80% False False
100 397.62 367.98 29.64 7.5% 3.57 0.9% 84% False False
120 397.62 365.83 31.79 8.1% 3.60 0.9% 85% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.79
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 403.01
2.618 399.21
1.618 396.88
1.000 395.44
0.618 394.55
HIGH 393.11
0.618 392.22
0.500 391.95
0.382 391.67
LOW 390.78
0.618 389.34
1.000 388.45
1.618 387.01
2.618 384.68
4.250 380.88
Fisher Pivots for day following 30-Oct-1991
Pivot 1 day 3 day
R1 392.62 391.53
PP 392.28 390.09
S1 391.95 388.66

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

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