S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jul-1990
Day Change Summary
Previous Current
06-Jul-1990 09-Jul-1990 Change Change % Previous Week
Open 355.68 358.42 2.74 0.8% 358.02
High 359.02 360.05 1.03 0.3% 360.73
Low 354.64 358.11 3.47 1.0% 354.64
Close 358.42 359.52 1.10 0.3% 358.42
Range 4.38 1.94 -2.44 -55.7% 6.09
ATR 3.65 3.53 -0.12 -3.3% 0.00
Volume
Daily Pivots for day following 09-Jul-1990
Classic Woodie Camarilla DeMark
R4 365.05 364.22 360.59
R3 363.11 362.28 360.05
R2 361.17 361.17 359.88
R1 360.34 360.34 359.70 360.76
PP 359.23 359.23 359.23 359.43
S1 358.40 358.40 359.34 358.82
S2 357.29 357.29 359.16
S3 355.35 356.46 358.99
S4 353.41 354.52 358.45
Weekly Pivots for week ending 06-Jul-1990
Classic Woodie Camarilla DeMark
R4 376.20 373.40 361.77
R3 370.11 367.31 360.09
R2 364.02 364.02 359.54
R1 361.22 361.22 358.98 362.62
PP 357.93 357.93 357.93 358.63
S1 355.13 355.13 357.86 356.53
S2 351.84 351.84 357.30
S3 345.75 349.04 356.75
S4 339.66 342.95 355.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 360.73 354.64 6.09 1.7% 2.99 0.8% 80% False False
10 360.73 351.23 9.50 2.6% 3.26 0.9% 87% False False
20 367.27 351.23 16.04 4.5% 3.69 1.0% 52% False False
40 368.78 343.84 24.94 6.9% 3.74 1.0% 63% False False
60 368.78 327.76 41.02 11.4% 3.57 1.0% 77% False False
80 368.78 327.76 41.02 11.4% 3.45 1.0% 77% False False
100 368.78 322.10 46.68 13.0% 3.49 1.0% 80% False False
120 368.78 319.83 48.95 13.6% 3.72 1.0% 81% 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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 368.30
2.618 365.13
1.618 363.19
1.000 361.99
0.618 361.25
HIGH 360.05
0.618 359.31
0.500 359.08
0.382 358.85
LOW 358.11
0.618 356.91
1.000 356.17
1.618 354.97
2.618 353.03
4.250 349.87
Fisher Pivots for day following 09-Jul-1990
Pivot 1 day 3 day
R1 359.37 358.81
PP 359.23 358.11
S1 359.08 357.40

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

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