S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jun-1990
Day Change Summary
Previous Current
20-Jun-1990 21-Jun-1990 Change Change % Previous Week
Open 358.47 359.11 0.64 0.2% 358.71
High 359.91 360.88 0.97 0.3% 367.27
Low 357.00 357.63 0.63 0.2% 357.70
Close 359.10 360.46 1.36 0.4% 362.91
Range 2.91 3.25 0.34 11.7% 9.57
ATR 3.62 3.59 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 21-Jun-1990
Classic Woodie Camarilla DeMark
R4 369.41 368.18 362.25
R3 366.16 364.93 361.35
R2 362.91 362.91 361.06
R1 361.68 361.68 360.76 362.30
PP 359.66 359.66 359.66 359.96
S1 358.43 358.43 360.16 359.05
S2 356.41 356.41 359.86
S3 353.16 355.18 359.57
S4 349.91 351.93 358.67
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
5 363.14 356.18 6.96 1.9% 3.47 1.0% 61% False False
10 367.27 356.18 11.09 3.1% 3.90 1.1% 39% False False
20 368.78 354.32 14.46 4.0% 3.62 1.0% 42% False False
40 368.78 327.76 41.02 11.4% 3.50 1.0% 80% False False
60 368.78 327.76 41.02 11.4% 3.40 0.9% 80% False False
80 368.78 327.76 41.02 11.4% 3.39 0.9% 80% False False
100 368.78 319.83 48.95 13.6% 3.52 1.0% 83% False False
120 368.78 319.83 48.95 13.6% 3.86 1.1% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 374.69
2.618 369.39
1.618 366.14
1.000 364.13
0.618 362.89
HIGH 360.88
0.618 359.64
0.500 359.26
0.382 358.87
LOW 357.63
0.618 355.62
1.000 354.38
1.618 352.37
2.618 349.12
4.250 343.82
Fisher Pivots for day following 21-Jun-1990
Pivot 1 day 3 day
R1 360.06 359.82
PP 359.66 359.17
S1 359.26 358.53

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

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