S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jun-1990
Day Change Summary
Previous Current
21-Jun-1990 22-Jun-1990 Change Change % Previous Week
Open 359.11 360.47 1.36 0.4% 362.91
High 360.88 363.20 2.32 0.6% 363.20
Low 357.63 355.31 -2.32 -0.6% 355.31
Close 360.46 355.43 -5.03 -1.4% 355.43
Range 3.25 7.89 4.64 142.8% 7.89
ATR 3.59 3.90 0.31 8.5% 0.00
Volume
Daily Pivots for day following 22-Jun-1990
Classic Woodie Camarilla DeMark
R4 381.65 376.43 359.77
R3 373.76 368.54 357.60
R2 365.87 365.87 356.88
R1 360.65 360.65 356.15 359.32
PP 357.98 357.98 357.98 357.31
S1 352.76 352.76 354.71 351.43
S2 350.09 350.09 353.98
S3 342.20 344.87 353.26
S4 334.31 336.98 351.09
Weekly Pivots for week ending 22-Jun-1990
Classic Woodie Camarilla DeMark
R4 381.65 376.43 359.77
R3 373.76 368.54 357.60
R2 365.87 365.87 356.88
R1 360.65 360.65 356.15 359.32
PP 357.98 357.98 357.98 357.31
S1 352.76 352.76 354.71 351.43
S2 350.09 350.09 353.98
S3 342.20 344.87 353.26
S4 334.31 336.98 351.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 363.20 355.31 7.89 2.2% 4.56 1.3% 2% True True
10 367.27 355.31 11.96 3.4% 4.11 1.2% 1% False True
20 368.78 354.32 14.46 4.1% 3.93 1.1% 8% False False
40 368.78 327.76 41.02 11.5% 3.62 1.0% 67% False False
60 368.78 327.76 41.02 11.5% 3.50 1.0% 67% False False
80 368.78 327.76 41.02 11.5% 3.45 1.0% 67% False False
100 368.78 322.10 46.68 13.1% 3.54 1.0% 71% False False
120 368.78 319.83 48.95 13.8% 3.86 1.1% 73% 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 0.89
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 396.73
2.618 383.86
1.618 375.97
1.000 371.09
0.618 368.08
HIGH 363.20
0.618 360.19
0.500 359.26
0.382 358.32
LOW 355.31
0.618 350.43
1.000 347.42
1.618 342.54
2.618 334.65
4.250 321.78
Fisher Pivots for day following 22-Jun-1990
Pivot 1 day 3 day
R1 359.26 359.26
PP 357.98 357.98
S1 356.71 356.71

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

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