S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jul-1984
Day Change Summary
Previous Current
03-Jul-1984 04-Jul-1984 Change Change % Previous Week
Open 153.18 154.70 1.52 1.0% 154.46
High 153.86 156.30 2.44 1.6% 154.67
Low 153.10 152.25 -0.85 -0.6% 151.30
Close 153.70 152.25 -1.45 -0.9% 153.18
Range 0.76 4.05 3.29 432.9% 3.37
ATR 1.52 1.70 0.18 11.8% 0.00
Volume
Daily Pivots for day following 04-Jul-1984
Classic Woodie Camarilla DeMark
R4 165.75 163.05 154.48
R3 161.70 159.00 153.36
R2 157.65 157.65 152.99
R1 154.95 154.95 152.62 154.28
PP 153.60 153.60 153.60 153.26
S1 150.90 150.90 151.88 150.23
S2 149.55 149.55 151.51
S3 145.50 146.85 151.14
S4 141.45 142.80 150.02
Weekly Pivots for week ending 29-Jun-1984
Classic Woodie Camarilla DeMark
R4 163.16 161.54 155.03
R3 159.79 158.17 154.11
R2 156.42 156.42 153.80
R1 154.80 154.80 153.49 153.93
PP 153.05 153.05 153.05 152.61
S1 151.43 151.43 152.87 150.56
S2 149.68 149.68 152.56
S3 146.31 148.06 152.25
S4 142.94 144.69 151.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.30 151.62 4.68 3.1% 1.66 1.1% 13% True False
10 156.30 151.30 5.00 3.3% 1.48 1.0% 19% True False
20 156.30 148.53 7.77 5.1% 1.65 1.1% 48% True False
40 160.45 148.53 11.92 7.8% 1.69 1.1% 31% False False
60 162.11 148.53 13.58 8.9% 1.66 1.1% 27% False False
80 162.11 148.53 13.58 8.9% 1.60 1.1% 27% False False
100 162.11 148.53 13.58 8.9% 1.69 1.1% 27% False False
120 167.65 148.53 19.12 12.6% 1.71 1.1% 19% 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 0.33
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 173.51
2.618 166.90
1.618 162.85
1.000 160.35
0.618 158.80
HIGH 156.30
0.618 154.75
0.500 154.28
0.382 153.80
LOW 152.25
0.618 149.75
1.000 148.20
1.618 145.70
2.618 141.65
4.250 135.04
Fisher Pivots for day following 04-Jul-1984
Pivot 1 day 3 day
R1 154.28 154.28
PP 153.60 153.60
S1 152.93 152.93

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

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