S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jul-1982
Day Change Summary
Previous Current
02-Jul-1982 05-Jul-1982 Change Change % Previous Week
Open 108.10 109.70 1.60 1.5% 109.30
High 108.71 113.00 4.29 3.9% 111.21
Low 107.60 106.40 -1.20 -1.1% 107.60
Close 107.65 107.35 -0.30 -0.3% 107.65
Range 1.11 6.60 5.49 494.6% 3.61
ATR 1.16 1.54 0.39 33.6% 0.00
Volume
Daily Pivots for day following 05-Jul-1982
Classic Woodie Camarilla DeMark
R4 128.72 124.63 110.98
R3 122.12 118.03 109.17
R2 115.52 115.52 108.56
R1 111.43 111.43 107.96 110.18
PP 108.92 108.92 108.92 108.29
S1 104.83 104.83 106.75 103.58
S2 102.32 102.32 106.14
S3 95.72 98.23 105.54
S4 89.12 91.63 103.72
Weekly Pivots for week ending 02-Jul-1982
Classic Woodie Camarilla DeMark
R4 119.65 117.26 109.64
R3 116.04 113.65 108.64
R2 112.43 112.43 108.31
R1 110.04 110.04 107.98 109.43
PP 108.82 108.82 108.82 108.52
S1 106.43 106.43 107.32 105.82
S2 105.21 105.21 106.99
S3 101.60 102.82 106.66
S4 97.99 99.21 105.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.00 106.40 6.60 6.1% 2.35 2.2% 14% True True
10 113.00 106.40 6.60 6.1% 1.81 1.7% 14% True True
20 113.00 106.40 6.60 6.1% 1.37 1.3% 14% True True
40 119.92 106.40 13.52 12.6% 1.15 1.1% 7% False True
60 119.92 106.40 13.52 12.6% 1.22 1.1% 7% False True
80 120.60 106.40 14.20 13.2% 1.44 1.3% 7% False True
100 120.60 104.46 16.14 15.0% 1.66 1.5% 18% False False
120 121.38 104.46 16.92 15.8% 1.79 1.7% 17% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 636 trading days
Fibonacci Retracements and Extensions
4.250 141.05
2.618 130.28
1.618 123.68
1.000 119.60
0.618 117.08
HIGH 113.00
0.618 110.48
0.500 109.70
0.382 108.92
LOW 106.40
0.618 102.32
1.000 99.80
1.618 95.72
2.618 89.12
4.250 78.35
Fisher Pivots for day following 05-Jul-1982
Pivot 1 day 3 day
R1 109.70 109.70
PP 108.92 108.92
S1 108.13 108.13

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

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