S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Nov-1991
Day Change Summary
Previous Current
18-Nov-1991 19-Nov-1991 Change Change % Previous Week
Open 382.62 385.24 2.62 0.7% 392.64
High 385.40 385.24 -0.16 0.0% 398.22
Low 379.70 374.90 -4.80 -1.3% 382.62
Close 385.24 379.42 -5.82 -1.5% 382.62
Range 5.70 10.34 4.64 81.4% 15.60
ATR 4.23 4.67 0.44 10.3% 0.00
Volume
Daily Pivots for day following 19-Nov-1991
Classic Woodie Camarilla DeMark
R4 410.87 405.49 385.11
R3 400.53 395.15 382.26
R2 390.19 390.19 381.32
R1 384.81 384.81 380.37 382.33
PP 379.85 379.85 379.85 378.62
S1 374.47 374.47 378.47 371.99
S2 369.51 369.51 377.52
S3 359.17 364.13 376.58
S4 348.83 353.79 373.73
Weekly Pivots for week ending 15-Nov-1991
Classic Woodie Camarilla DeMark
R4 434.62 424.22 391.20
R3 419.02 408.62 386.91
R2 403.42 403.42 385.48
R1 393.02 393.02 384.05 390.42
PP 387.82 387.82 387.82 386.52
S1 377.42 377.42 381.19 374.82
S2 372.22 372.22 379.76
S3 356.62 361.82 378.33
S4 341.02 346.22 374.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 398.22 374.90 23.32 6.1% 7.27 1.9% 19% False True
10 398.22 374.90 23.32 6.1% 5.18 1.4% 19% False True
20 398.22 374.90 23.32 6.1% 4.44 1.2% 19% False True
40 398.22 374.90 23.32 6.1% 3.86 1.0% 19% False True
60 398.22 374.90 23.32 6.1% 3.59 0.9% 19% False True
80 398.22 374.09 24.13 6.4% 3.71 1.0% 22% False False
100 398.22 370.92 27.30 7.2% 3.67 1.0% 31% False False
120 398.22 367.98 30.24 8.0% 3.68 1.0% 38% 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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 429.19
2.618 412.31
1.618 401.97
1.000 395.58
0.618 391.63
HIGH 385.24
0.618 381.29
0.500 380.07
0.382 378.85
LOW 374.90
0.618 368.51
1.000 364.56
1.618 358.17
2.618 347.83
4.250 330.96
Fisher Pivots for day following 19-Nov-1991
Pivot 1 day 3 day
R1 380.07 386.03
PP 379.85 383.83
S1 379.64 381.62

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

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