S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Dec-1991
Day Change Summary
Previous Current
30-Dec-1991 31-Dec-1991 Change Change % Previous Week
Open 406.46 415.14 8.68 2.1% 387.05
High 415.14 418.32 3.18 0.8% 406.58
Low 406.46 412.73 6.27 1.5% 386.96
Close 415.14 417.09 1.95 0.5% 406.46
Range 8.68 5.59 -3.09 -35.6% 19.62
ATR 4.65 4.72 0.07 1.4% 0.00
Volume
Daily Pivots for day following 31-Dec-1991
Classic Woodie Camarilla DeMark
R4 432.82 430.54 420.16
R3 427.23 424.95 418.63
R2 421.64 421.64 418.11
R1 419.36 419.36 417.60 420.50
PP 416.05 416.05 416.05 416.62
S1 413.77 413.77 416.58 414.91
S2 410.46 410.46 416.07
S3 404.87 408.18 415.55
S4 399.28 402.59 414.02
Weekly Pivots for week ending 27-Dec-1991
Classic Woodie Camarilla DeMark
R4 458.86 452.28 417.25
R3 439.24 432.66 411.86
R2 419.62 419.62 410.06
R1 413.04 413.04 408.26 416.33
PP 400.00 400.00 400.00 401.65
S1 393.42 393.42 404.66 396.71
S2 380.38 380.38 402.86
S3 360.76 373.80 401.06
S4 341.14 354.18 395.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.32 396.82 21.50 5.2% 5.37 1.3% 94% True False
10 418.32 380.64 37.68 9.0% 5.09 1.2% 97% True False
20 418.32 374.78 43.54 10.4% 4.33 1.0% 97% True False
40 418.32 371.36 46.96 11.3% 4.56 1.1% 97% True False
60 418.32 371.36 46.96 11.3% 4.20 1.0% 97% True False
80 418.32 371.36 46.96 11.3% 3.91 0.9% 97% True False
100 418.32 371.36 46.96 11.3% 3.95 0.9% 97% True False
120 418.32 371.36 46.96 11.3% 3.80 0.9% 97% True 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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 442.08
2.618 432.95
1.618 427.36
1.000 423.91
0.618 421.77
HIGH 418.32
0.618 416.18
0.500 415.53
0.382 414.87
LOW 412.73
0.618 409.28
1.000 407.14
1.618 403.69
2.618 398.10
4.250 388.97
Fisher Pivots for day following 31-Dec-1991
Pivot 1 day 3 day
R1 416.57 415.21
PP 416.05 413.33
S1 415.53 411.46

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

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