S&P500 Cash Index

Trading Metrics calculated at close of trading on 15-Jul-1982

Day Change Summary
	Previous	Current
	14-Jul-1982	15-Jul-1982	Change	Change %	Previous Week
Open	109.68	110.83	1.15	1.0%	109.70
High	110.44	110.95	0.51	0.5%	113.00
Low	109.08	110.27	1.19	1.1%	105.57
Close	110.44	110.47	0.03	0.0%	108.83
Range	1.36	0.68	-0.68	-50.0%	7.43
ATR	1.39	1.34	-0.05	-3.6%	0.00
Volume

Daily Pivots for day following 15-Jul-1982
	Classic	Woodie	Camarilla	DeMark
R4	112.60	112.22	110.84
R3	111.92	111.54	110.66
R2	111.24	111.24	110.59
R1	110.86	110.86	110.53	110.71
PP	110.56	110.56	110.56	110.49
S1	110.18	110.18	110.41	110.03
S2	109.88	109.88	110.35
S3	109.20	109.50	110.28
S4	108.52	108.82	110.10

Weekly Pivots for week ending 09-Jul-1982
	Classic	Woodie	Camarilla	DeMark
R4	131.42	127.56	112.92
R3	123.99	120.13	110.87
R2	116.56	116.56	110.19
R1	112.70	112.70	109.51	110.92
PP	109.13	109.13	109.13	108.24
S1	105.27	105.27	108.15	103.49
S2	101.70	101.70	107.47
S3	94.27	97.84	106.79
S4	86.84	90.41	104.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.95	107.56	3.39	3.1%	1.03	0.9%	86%	True	False
10	113.00	105.57	7.43	6.7%	1.64	1.5%	66%	False	False
20	113.00	105.57	7.43	6.7%	1.34	1.2%	66%	False	False
40	115.51	105.57	9.94	9.0%	1.16	1.1%	49%	False	False
60	119.92	105.57	14.35	13.0%	1.13	1.0%	34%	False	False
80	120.60	105.57	15.03	13.6%	1.36	1.2%	33%	False	False
100	120.60	104.46	16.14	14.6%	1.57	1.4%	37%	False	False
120	121.38	104.46	16.92	15.3%	1.71	1.5%	36%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.66
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	113.84
2.618	112.73
1.618	112.05
1.000	111.63
0.618	111.37
HIGH	110.95
0.618	110.69
0.500	110.61
0.382	110.53
LOW	110.27
0.618	109.85
1.000	109.59
1.618	109.17
2.618	108.49
4.250	107.38

Fisher Pivots for day following 15-Jul-1982
Pivot	1 day	3 day
R1	110.61	110.32
PP	110.56	110.17
S1	110.52	110.02

Download as Excel Spreadsheet

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

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