S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Nov-1991
Day Change Summary
Previous Current
06-Nov-1991 07-Nov-1991 Change Change % Previous Week
Open 388.71 389.97 1.26 0.3% 384.20
High 389.97 393.72 3.75 1.0% 395.10
Low 387.58 389.97 2.39 0.6% 384.20
Close 389.97 393.72 3.75 1.0% 391.32
Range 2.39 3.75 1.36 56.9% 10.90
ATR 3.44 3.46 0.02 0.6% 0.00
Volume
Daily Pivots for day following 07-Nov-1991
Classic Woodie Camarilla DeMark
R4 403.72 402.47 395.78
R3 399.97 398.72 394.75
R2 396.22 396.22 394.41
R1 394.97 394.97 394.06 395.60
PP 392.47 392.47 392.47 392.78
S1 391.22 391.22 393.38 391.85
S2 388.72 388.72 393.03
S3 384.97 387.47 392.69
S4 381.22 383.72 391.66
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
5 395.10 387.58 7.52 1.9% 3.75 1.0% 82% False False
10 395.10 382.97 12.13 3.1% 3.58 0.9% 89% False False
20 395.10 379.90 15.20 3.9% 3.52 0.9% 91% False False
40 395.10 376.11 18.99 4.8% 3.34 0.8% 93% False False
60 397.62 374.09 23.53 6.0% 3.57 0.9% 83% False False
80 397.62 374.09 23.53 6.0% 3.44 0.9% 83% False False
100 397.62 367.98 29.64 7.5% 3.54 0.9% 87% False False
120 397.62 367.98 29.64 7.5% 3.56 0.9% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.96
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 409.66
2.618 403.54
1.618 399.79
1.000 397.47
0.618 396.04
HIGH 393.72
0.618 392.29
0.500 391.85
0.382 391.40
LOW 389.97
0.618 387.65
1.000 386.22
1.618 383.90
2.618 380.15
4.250 374.03
Fisher Pivots for day following 07-Nov-1991
Pivot 1 day 3 day
R1 393.10 392.70
PP 392.47 391.67
S1 391.85 390.65

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

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