S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Dec-1991
Day Change Summary
Previous Current
20-Dec-1991 23-Dec-1991 Change Change % Previous Week
Open 382.52 387.05 4.53 1.2% 384.48
High 388.24 397.44 9.20 2.4% 388.24
Low 382.52 386.96 4.44 1.2% 380.64
Close 387.04 396.82 9.78 2.5% 387.04
Range 5.72 10.48 4.76 83.2% 7.60
ATR 3.93 4.40 0.47 11.9% 0.00
Volume
Daily Pivots for day following 23-Dec-1991
Classic Woodie Camarilla DeMark
R4 425.18 421.48 402.58
R3 414.70 411.00 399.70
R2 404.22 404.22 398.74
R1 400.52 400.52 397.78 402.37
PP 393.74 393.74 393.74 394.67
S1 390.04 390.04 395.86 391.89
S2 383.26 383.26 394.90
S3 372.78 379.56 393.94
S4 362.30 369.08 391.06
Weekly Pivots for week ending 20-Dec-1991
Classic Woodie Camarilla DeMark
R4 408.11 405.17 391.22
R3 400.51 397.57 389.13
R2 392.91 392.91 388.43
R1 389.97 389.97 387.74 391.44
PP 385.31 385.31 385.31 386.04
S1 382.37 382.37 386.34 383.84
S2 377.71 377.71 385.65
S3 370.11 374.77 384.95
S4 362.51 367.17 382.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 397.44 380.64 16.80 4.2% 4.82 1.2% 96% True False
10 397.44 374.78 22.66 5.7% 4.05 1.0% 97% True False
20 397.44 371.36 26.08 6.6% 4.18 1.1% 98% True False
40 398.22 371.36 26.86 6.8% 4.37 1.1% 95% False False
60 398.22 371.36 26.86 6.8% 4.02 1.0% 95% False False
80 398.22 371.36 26.86 6.8% 3.80 1.0% 95% False False
100 398.22 371.36 26.86 6.8% 3.86 1.0% 95% False False
120 398.22 370.92 27.30 6.9% 3.75 0.9% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 441.98
2.618 424.88
1.618 414.40
1.000 407.92
0.618 403.92
HIGH 397.44
0.618 393.44
0.500 392.20
0.382 390.96
LOW 386.96
0.618 380.48
1.000 376.48
1.618 370.00
2.618 359.52
4.250 342.42
Fisher Pivots for day following 23-Dec-1991
Pivot 1 day 3 day
R1 395.28 394.23
PP 393.74 391.63
S1 392.20 389.04

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

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