S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Nov-1991
Day Change Summary
Previous Current
01-Nov-1991 04-Nov-1991 Change Change % Previous Week
Open 392.46 391.29 -1.17 -0.3% 384.20
High 395.10 391.29 -3.81 -1.0% 395.10
Low 389.67 388.09 -1.58 -0.4% 384.20
Close 391.32 390.28 -1.04 -0.3% 391.32
Range 5.43 3.20 -2.23 -41.1% 10.90
ATR 3.50 3.48 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 04-Nov-1991
Classic Woodie Camarilla DeMark
R4 399.49 398.08 392.04
R3 396.29 394.88 391.16
R2 393.09 393.09 390.87
R1 391.68 391.68 390.57 390.79
PP 389.89 389.89 389.89 389.44
S1 388.48 388.48 389.99 387.59
S2 386.69 386.69 389.69
S3 383.49 385.28 389.40
S4 380.29 382.08 388.52
Weekly Pivots for week ending 01-Nov-1991
Classic Woodie Camarilla DeMark
R4 422.91 418.01 397.32
R3 412.01 407.11 394.32
R2 401.11 401.11 393.32
R1 396.21 396.21 392.32 398.66
PP 390.21 390.21 390.21 391.43
S1 385.31 385.31 390.32 387.76
S2 379.31 379.31 389.32
S3 368.41 374.41 388.32
S4 357.51 363.51 385.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395.10 386.88 8.22 2.1% 3.43 0.9% 41% False False
10 395.10 382.97 12.13 3.1% 3.69 0.9% 60% False False
20 395.10 376.11 18.99 4.9% 3.55 0.9% 75% False False
40 395.10 376.11 18.99 4.9% 3.31 0.8% 75% False False
60 397.62 374.09 23.53 6.0% 3.55 0.9% 69% False False
80 397.62 374.09 23.53 6.0% 3.40 0.9% 69% False False
100 397.62 367.98 29.64 7.6% 3.55 0.9% 75% False False
120 397.62 367.98 29.64 7.6% 3.56 0.9% 75% 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 0.94
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 404.89
2.618 399.67
1.618 396.47
1.000 394.49
0.618 393.27
HIGH 391.29
0.618 390.07
0.500 389.69
0.382 389.31
LOW 388.09
0.618 386.11
1.000 384.89
1.618 382.91
2.618 379.71
4.250 374.49
Fisher Pivots for day following 04-Nov-1991
Pivot 1 day 3 day
R1 390.08 391.60
PP 389.89 391.16
S1 389.69 390.72

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

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