S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Dec-1991
Day Change Summary
Previous Current
12-Dec-1991 13-Dec-1991 Change Change % Previous Week
Open 377.70 381.55 3.85 1.0% 379.09
High 381.62 385.04 3.42 0.9% 385.04
Low 377.70 381.55 3.85 1.0% 374.78
Close 381.55 384.48 2.93 0.8% 384.48
Range 3.92 3.49 -0.43 -11.0% 10.26
ATR 4.35 4.28 -0.06 -1.4% 0.00
Volume
Daily Pivots for day following 13-Dec-1991
Classic Woodie Camarilla DeMark
R4 394.16 392.81 386.40
R3 390.67 389.32 385.44
R2 387.18 387.18 385.12
R1 385.83 385.83 384.80 386.51
PP 383.69 383.69 383.69 384.03
S1 382.34 382.34 384.16 383.02
S2 380.20 380.20 383.84
S3 376.71 378.85 383.52
S4 373.22 375.36 382.56
Weekly Pivots for week ending 13-Dec-1991
Classic Woodie Camarilla DeMark
R4 412.21 408.61 390.12
R3 401.95 398.35 387.30
R2 391.69 391.69 386.36
R1 388.09 388.09 385.42 389.89
PP 381.43 381.43 381.43 382.34
S1 377.83 377.83 383.54 379.63
S2 371.17 371.17 382.60
S3 360.91 367.57 381.66
S4 350.65 357.31 378.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 385.04 374.78 10.26 2.7% 3.75 1.0% 95% True False
10 385.04 371.36 13.68 3.6% 4.42 1.2% 96% True False
20 397.16 371.36 25.80 6.7% 5.07 1.3% 51% False False
40 398.22 371.36 26.86 7.0% 4.20 1.1% 49% False False
60 398.22 371.36 26.86 7.0% 3.90 1.0% 49% False False
80 398.22 371.36 26.86 7.0% 3.68 1.0% 49% False False
100 398.22 371.36 26.86 7.0% 3.75 1.0% 49% False False
120 398.22 367.98 30.24 7.9% 3.77 1.0% 55% 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 1.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 399.87
2.618 394.18
1.618 390.69
1.000 388.53
0.618 387.20
HIGH 385.04
0.618 383.71
0.500 383.30
0.382 382.88
LOW 381.55
0.618 379.39
1.000 378.06
1.618 375.90
2.618 372.41
4.250 366.72
Fisher Pivots for day following 13-Dec-1991
Pivot 1 day 3 day
R1 384.09 382.96
PP 383.69 381.43
S1 383.30 379.91

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

View Archives - Comment on this page... - Back to Index of Symbols