S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Nov-1991
Day Change Summary
Previous Current
12-Nov-1991 13-Nov-1991 Change Change % Previous Week
Open 393.12 396.74 3.62 0.9% 391.29
High 397.13 397.42 0.29 0.1% 396.43
Low 393.12 394.01 0.89 0.2% 387.58
Close 396.74 397.41 0.67 0.2% 392.89
Range 4.01 3.41 -0.60 -15.0% 8.85
ATR 3.39 3.39 0.00 0.0% 0.00
Volume
Daily Pivots for day following 13-Nov-1991
Classic Woodie Camarilla DeMark
R4 406.51 405.37 399.29
R3 403.10 401.96 398.35
R2 399.69 399.69 398.04
R1 398.55 398.55 397.72 399.12
PP 396.28 396.28 396.28 396.57
S1 395.14 395.14 397.10 395.71
S2 392.87 392.87 396.78
S3 389.46 391.73 396.47
S4 386.05 388.32 395.53
Weekly Pivots for week ending 08-Nov-1991
Classic Woodie Camarilla DeMark
R4 418.85 414.72 397.76
R3 410.00 405.87 395.32
R2 401.15 401.15 394.51
R1 397.02 397.02 393.70 399.09
PP 392.30 392.30 392.30 393.33
S1 388.17 388.17 392.08 390.24
S2 383.45 383.45 391.27
S3 374.60 379.32 390.46
S4 365.75 370.47 388.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 397.42 389.97 7.45 1.9% 3.29 0.8% 100% True False
10 397.42 387.58 9.84 2.5% 3.28 0.8% 100% True False
20 397.42 382.97 14.45 3.6% 3.39 0.9% 100% True False
40 397.42 376.11 21.31 5.4% 3.33 0.8% 100% True False
60 397.62 376.11 21.51 5.4% 3.36 0.8% 99% False False
80 397.62 374.09 23.53 5.9% 3.42 0.9% 99% False False
100 397.62 367.98 29.64 7.5% 3.51 0.9% 99% False False
120 397.62 367.98 29.64 7.5% 3.55 0.9% 99% 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 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 411.91
2.618 406.35
1.618 402.94
1.000 400.83
0.618 399.53
HIGH 397.42
0.618 396.12
0.500 395.72
0.382 395.31
LOW 394.01
0.618 391.90
1.000 390.60
1.618 388.49
2.618 385.08
4.250 379.52
Fisher Pivots for day following 13-Nov-1991
Pivot 1 day 3 day
R1 396.85 396.56
PP 396.28 395.72
S1 395.72 394.87

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

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