S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jun-1990
Day Change Summary
Previous Current
15-Jun-1990 18-Jun-1990 Change Change % Previous Week
Open 362.89 362.91 0.02 0.0% 358.71
High 363.14 362.91 -0.23 -0.1% 367.27
Low 360.71 356.88 -3.83 -1.1% 357.70
Close 362.91 356.88 -6.03 -1.7% 362.91
Range 2.43 6.03 3.60 148.1% 9.57
ATR 3.57 3.75 0.18 4.9% 0.00
Volume
Daily Pivots for day following 18-Jun-1990
Classic Woodie Camarilla DeMark
R4 376.98 372.96 360.20
R3 370.95 366.93 358.54
R2 364.92 364.92 357.99
R1 360.90 360.90 357.43 359.90
PP 358.89 358.89 358.89 358.39
S1 354.87 354.87 356.33 353.87
S2 352.86 352.86 355.77
S3 346.83 348.84 355.22
S4 340.80 342.81 353.56
Weekly Pivots for week ending 15-Jun-1990
Classic Woodie Camarilla DeMark
R4 391.34 386.69 368.17
R3 381.77 377.12 365.54
R2 372.20 372.20 364.66
R1 367.55 367.55 363.79 369.88
PP 362.63 362.63 362.63 363.79
S1 357.98 357.98 362.03 360.31
S2 353.06 353.06 361.16
S3 343.49 348.41 360.28
S4 333.92 338.84 357.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 367.27 356.88 10.39 2.9% 4.08 1.1% 0% False True
10 368.78 356.88 11.90 3.3% 4.00 1.1% 0% False True
20 368.78 353.78 15.00 4.2% 3.77 1.1% 21% False False
40 368.78 327.76 41.02 11.5% 3.55 1.0% 71% False False
60 368.78 327.76 41.02 11.5% 3.40 1.0% 71% False False
80 368.78 322.10 46.68 13.1% 3.43 1.0% 75% False False
100 368.78 319.83 48.95 13.7% 3.63 1.0% 76% False False
120 368.78 319.83 48.95 13.7% 3.84 1.1% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 388.54
2.618 378.70
1.618 372.67
1.000 368.94
0.618 366.64
HIGH 362.91
0.618 360.61
0.500 359.90
0.382 359.18
LOW 356.88
0.618 353.15
1.000 350.85
1.618 347.12
2.618 341.09
4.250 331.25
Fisher Pivots for day following 18-Jun-1990
Pivot 1 day 3 day
R1 359.90 360.89
PP 358.89 359.55
S1 357.89 358.22

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

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