S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Dec-1991
Day Change Summary
Previous Current
11-Dec-1991 12-Dec-1991 Change Change % Previous Week
Open 377.90 377.70 -0.20 -0.1% 375.22
High 379.42 381.62 2.20 0.6% 382.39
Low 374.78 377.70 2.92 0.8% 371.36
Close 377.70 381.55 3.85 1.0% 379.10
Range 4.64 3.92 -0.72 -15.5% 11.03
ATR 4.38 4.35 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 12-Dec-1991
Classic Woodie Camarilla DeMark
R4 392.05 390.72 383.71
R3 388.13 386.80 382.63
R2 384.21 384.21 382.27
R1 382.88 382.88 381.91 383.55
PP 380.29 380.29 380.29 380.62
S1 378.96 378.96 381.19 379.63
S2 376.37 376.37 380.83
S3 372.45 375.04 380.47
S4 368.53 371.12 379.39
Weekly Pivots for week ending 06-Dec-1991
Classic Woodie Camarilla DeMark
R4 410.71 405.93 385.17
R3 399.68 394.90 382.13
R2 388.65 388.65 381.12
R1 383.87 383.87 380.11 386.26
PP 377.62 377.62 377.62 378.81
S1 372.84 372.84 378.09 375.23
S2 366.59 366.59 377.08
S3 355.56 361.81 376.07
S4 344.53 350.78 373.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 382.39 374.78 7.61 2.0% 4.44 1.2% 89% False False
10 382.39 371.36 11.03 2.9% 4.27 1.1% 92% False False
20 398.22 371.36 26.86 7.0% 5.02 1.3% 38% False False
40 398.22 371.36 26.86 7.0% 4.20 1.1% 38% False False
60 398.22 371.36 26.86 7.0% 3.89 1.0% 38% False False
80 398.22 371.36 26.86 7.0% 3.77 1.0% 38% False False
100 398.22 371.36 26.86 7.0% 3.74 1.0% 38% False False
120 398.22 367.98 30.24 7.9% 3.76 1.0% 45% 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 True
Bear Hook False
Bull Hook False
Stretch 1.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 398.28
2.618 391.88
1.618 387.96
1.000 385.54
0.618 384.04
HIGH 381.62
0.618 380.12
0.500 379.66
0.382 379.20
LOW 377.70
0.618 375.28
1.000 373.78
1.618 371.36
2.618 367.44
4.250 361.04
Fisher Pivots for day following 12-Dec-1991
Pivot 1 day 3 day
R1 380.92 380.43
PP 380.29 379.32
S1 379.66 378.20

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

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