S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-May-1981
Day Change Summary
Previous Current
27-May-1981 28-May-1981 Change Change % Previous Week
Open 133.42 133.45 0.03 0.0% 132.56
High 134.65 134.92 0.27 0.2% 133.65
Low 131.85 132.00 0.15 0.1% 130.42
Close 133.77 133.45 -0.32 -0.2% 131.33
Range 2.80 2.92 0.12 4.3% 3.23
ATR 2.54 2.57 0.03 1.1% 0.00
Volume
Daily Pivots for day following 28-May-1981
Classic Woodie Camarilla DeMark
R4 142.22 140.75 135.06
R3 139.30 137.83 134.25
R2 136.38 136.38 133.99
R1 134.91 134.91 133.72 134.91
PP 133.46 133.46 133.46 133.46
S1 131.99 131.99 133.18 131.99
S2 130.54 130.54 132.91
S3 127.62 129.07 132.65
S4 124.70 126.15 131.84
Weekly Pivots for week ending 22-May-1981
Classic Woodie Camarilla DeMark
R4 141.49 139.64 133.11
R3 138.26 136.41 132.22
R2 135.03 135.03 131.92
R1 133.18 133.18 131.63 132.49
PP 131.80 131.80 131.80 131.46
S1 129.95 129.95 131.03 129.26
S2 128.57 128.57 130.74
S3 125.34 126.72 130.44
S4 122.11 123.49 129.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.92 130.42 4.50 3.4% 2.59 1.9% 67% True False
10 134.92 129.91 5.01 3.8% 2.47 1.8% 71% True False
20 134.92 128.78 6.14 4.6% 2.44 1.8% 76% True False
40 137.72 128.78 8.94 6.7% 2.57 1.9% 52% False False
60 138.38 128.56 9.82 7.4% 2.69 2.0% 50% False False
80 138.38 124.66 13.72 10.3% 2.68 2.0% 64% False False
100 140.32 124.66 15.66 11.7% 2.75 2.1% 56% False False
120 140.32 124.66 15.66 11.7% 2.80 2.1% 56% 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 1.15
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 147.33
2.618 142.56
1.618 139.64
1.000 137.84
0.618 136.72
HIGH 134.92
0.618 133.80
0.500 133.46
0.382 133.12
LOW 132.00
0.618 130.20
1.000 129.08
1.618 127.28
2.618 124.36
4.250 119.59
Fisher Pivots for day following 28-May-1981
Pivot 1 day 3 day
R1 133.46 133.23
PP 133.46 133.00
S1 133.45 132.78

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

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