S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jun-1990
Day Change Summary
Previous Current
08-Jun-1990 11-Jun-1990 Change Change % Previous Week
Open 363.15 358.71 -4.44 -1.2% 363.16
High 363.49 361.63 -1.86 -0.5% 368.78
Low 357.68 357.70 0.02 0.0% 357.68
Close 358.71 361.63 2.92 0.8% 358.71
Range 5.81 3.93 -1.88 -32.4% 11.10
ATR 3.57 3.60 0.03 0.7% 0.00
Volume
Daily Pivots for day following 11-Jun-1990
Classic Woodie Camarilla DeMark
R4 372.11 370.80 363.79
R3 368.18 366.87 362.71
R2 364.25 364.25 362.35
R1 362.94 362.94 361.99 363.60
PP 360.32 360.32 360.32 360.65
S1 359.01 359.01 361.27 359.67
S2 356.39 356.39 360.91
S3 352.46 355.08 360.55
S4 348.53 351.15 359.47
Weekly Pivots for week ending 08-Jun-1990
Classic Woodie Camarilla DeMark
R4 395.02 387.97 364.82
R3 383.92 376.87 361.76
R2 372.82 372.82 360.75
R1 365.77 365.77 359.73 363.75
PP 361.72 361.72 361.72 360.71
S1 354.67 354.67 357.69 352.65
S2 350.62 350.62 356.68
S3 339.52 343.57 355.66
S4 328.42 332.47 352.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 368.78 357.68 11.10 3.1% 3.91 1.1% 36% False False
10 368.78 354.56 14.22 3.9% 3.73 1.0% 50% False False
20 368.78 351.95 16.83 4.7% 3.58 1.0% 58% False False
40 368.78 327.76 41.02 11.3% 3.53 1.0% 83% False False
60 368.78 327.76 41.02 11.3% 3.41 0.9% 83% False False
80 368.78 322.10 46.68 12.9% 3.45 1.0% 85% False False
100 368.78 319.83 48.95 13.5% 3.71 1.0% 85% False False
120 368.78 319.83 48.95 13.5% 3.77 1.0% 85% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 378.33
2.618 371.92
1.618 367.99
1.000 365.56
0.618 364.06
HIGH 361.63
0.618 360.13
0.500 359.67
0.382 359.20
LOW 357.70
0.618 355.27
1.000 353.77
1.618 351.34
2.618 347.41
4.250 341.00
Fisher Pivots for day following 11-Jun-1990
Pivot 1 day 3 day
R1 360.98 361.80
PP 360.32 361.74
S1 359.67 361.69

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

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