S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Nov-1991
Day Change Summary
Previous Current
25-Nov-1991 26-Nov-1991 Change Change % Previous Week
Open 376.14 375.34 -0.80 -0.2% 382.62
High 377.07 378.29 1.22 0.3% 385.40
Low 374.00 371.63 -2.37 -0.6% 374.52
Close 375.34 377.96 2.62 0.7% 376.14
Range 3.07 6.66 3.59 116.9% 10.88
ATR 4.49 4.65 0.15 3.4% 0.00
Volume
Daily Pivots for day following 26-Nov-1991
Classic Woodie Camarilla DeMark
R4 395.94 393.61 381.62
R3 389.28 386.95 379.79
R2 382.62 382.62 379.18
R1 380.29 380.29 378.57 381.46
PP 375.96 375.96 375.96 376.54
S1 373.63 373.63 377.35 374.80
S2 369.30 369.30 376.74
S3 362.64 366.97 376.13
S4 355.98 360.31 374.30
Weekly Pivots for week ending 22-Nov-1991
Classic Woodie Camarilla DeMark
R4 411.33 404.61 382.12
R3 400.45 393.73 379.13
R2 389.57 389.57 378.13
R1 382.85 382.85 377.14 380.77
PP 378.69 378.69 378.69 377.65
S1 371.97 371.97 375.14 369.89
S2 367.81 367.81 374.15
S3 356.93 361.09 373.15
S4 346.05 350.21 370.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 381.51 371.63 9.88 2.6% 4.53 1.2% 64% False True
10 398.22 371.63 26.59 7.0% 5.90 1.6% 24% False True
20 398.22 371.63 26.59 7.0% 4.54 1.2% 24% False True
40 398.22 371.63 26.59 7.0% 4.04 1.1% 24% False True
60 398.22 371.63 26.59 7.0% 3.70 1.0% 24% False True
80 398.22 371.63 26.59 7.0% 3.83 1.0% 24% False True
100 398.22 371.63 26.59 7.0% 3.66 1.0% 24% False True
120 398.22 367.98 30.24 8.0% 3.72 1.0% 33% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.09
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 406.60
2.618 395.73
1.618 389.07
1.000 384.95
0.618 382.41
HIGH 378.29
0.618 375.75
0.500 374.96
0.382 374.17
LOW 371.63
0.618 367.51
1.000 364.97
1.618 360.85
2.618 354.19
4.250 343.33
Fisher Pivots for day following 26-Nov-1991
Pivot 1 day 3 day
R1 376.96 377.25
PP 375.96 376.55
S1 374.96 375.84

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

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