S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jun-1990
Day Change Summary
Previous Current
11-Jun-1990 12-Jun-1990 Change Change % Previous Week
Open 358.71 361.63 2.92 0.8% 363.16
High 361.63 367.27 5.64 1.6% 368.78
Low 357.70 361.15 3.45 1.0% 357.68
Close 361.63 366.25 4.62 1.3% 358.71
Range 3.93 6.12 2.19 55.7% 11.10
ATR 3.60 3.78 0.18 5.0% 0.00
Volume
Daily Pivots for day following 12-Jun-1990
Classic Woodie Camarilla DeMark
R4 383.25 380.87 369.62
R3 377.13 374.75 367.93
R2 371.01 371.01 367.37
R1 368.63 368.63 366.81 369.82
PP 364.89 364.89 364.89 365.49
S1 362.51 362.51 365.69 363.70
S2 358.77 358.77 365.13
S3 352.65 356.39 364.57
S4 346.53 350.27 362.88
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
5 367.27 357.68 9.59 2.6% 4.48 1.2% 89% True False
10 368.78 357.68 11.10 3.0% 3.73 1.0% 77% False False
20 368.78 351.95 16.83 4.6% 3.56 1.0% 85% False False
40 368.78 327.76 41.02 11.2% 3.61 1.0% 94% False False
60 368.78 327.76 41.02 11.2% 3.45 0.9% 94% False False
80 368.78 322.10 46.68 12.7% 3.48 1.0% 95% False False
100 368.78 319.83 48.95 13.4% 3.73 1.0% 95% False False
120 368.78 319.83 48.95 13.4% 3.79 1.0% 95% 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 0.62
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 393.28
2.618 383.29
1.618 377.17
1.000 373.39
0.618 371.05
HIGH 367.27
0.618 364.93
0.500 364.21
0.382 363.49
LOW 361.15
0.618 357.37
1.000 355.03
1.618 351.25
2.618 345.13
4.250 335.14
Fisher Pivots for day following 12-Jun-1990
Pivot 1 day 3 day
R1 365.57 364.99
PP 364.89 363.73
S1 364.21 362.48

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

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