S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-May-1991
Day Change Summary
Previous Current
23-May-1991 24-May-1991 Change Change % Previous Week
Open 376.19 374.97 -1.22 -0.3% 372.39
High 378.07 378.08 0.01 0.0% 378.08
Low 373.55 374.97 1.42 0.4% 371.26
Close 374.96 377.49 2.53 0.7% 377.49
Range 4.52 3.11 -1.41 -31.2% 6.82
ATR 4.20 4.12 -0.08 -1.8% 0.00
Volume
Daily Pivots for day following 24-May-1991
Classic Woodie Camarilla DeMark
R4 386.18 384.94 379.20
R3 383.07 381.83 378.35
R2 379.96 379.96 378.06
R1 378.72 378.72 377.78 379.34
PP 376.85 376.85 376.85 377.16
S1 375.61 375.61 377.20 376.23
S2 373.74 373.74 376.92
S3 370.63 372.50 376.63
S4 367.52 369.39 375.78
Weekly Pivots for week ending 24-May-1991
Classic Woodie Camarilla DeMark
R4 396.07 393.60 381.24
R3 389.25 386.78 379.37
R2 382.43 382.43 378.74
R1 379.96 379.96 378.12 381.20
PP 375.61 375.61 375.61 376.23
S1 373.14 373.14 376.86 374.38
S2 368.79 368.79 376.24
S3 361.97 366.32 375.61
S4 355.15 359.50 373.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 378.08 371.26 6.82 1.8% 3.30 0.9% 91% True False
10 378.08 365.83 12.25 3.2% 3.90 1.0% 95% True False
20 383.91 365.83 18.08 4.8% 4.19 1.1% 64% False False
40 391.26 365.83 25.43 6.7% 4.41 1.2% 46% False False
60 391.26 363.73 27.53 7.3% 4.43 1.2% 50% False False
80 391.26 340.37 50.89 13.5% 4.65 1.2% 73% False False
100 391.26 309.35 81.91 21.7% 4.59 1.2% 83% False False
120 391.26 309.35 81.91 21.7% 4.36 1.2% 83% 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 0.81
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 391.30
2.618 386.22
1.618 383.11
1.000 381.19
0.618 380.00
HIGH 378.08
0.618 376.89
0.500 376.53
0.382 376.16
LOW 374.97
0.618 373.05
1.000 371.86
1.618 369.94
2.618 366.83
4.250 361.75
Fisher Pivots for day following 24-May-1991
Pivot 1 day 3 day
R1 377.17 376.93
PP 376.85 376.37
S1 376.53 375.82

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

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