S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jun-1990
Day Change Summary
Previous Current
26-Jun-1990 27-Jun-1990 Change Change % Previous Week
Open 352.32 352.06 -0.26 -0.1% 362.91
High 356.09 355.89 -0.20 -0.1% 363.20
Low 351.85 351.23 -0.62 -0.2% 355.31
Close 352.06 355.14 3.08 0.9% 355.43
Range 4.24 4.66 0.42 9.9% 7.89
ATR 3.97 4.01 0.05 1.3% 0.00
Volume
Daily Pivots for day following 27-Jun-1990
Classic Woodie Camarilla DeMark
R4 368.07 366.26 357.70
R3 363.41 361.60 356.42
R2 358.75 358.75 355.99
R1 356.94 356.94 355.57 357.85
PP 354.09 354.09 354.09 354.54
S1 352.28 352.28 354.71 353.19
S2 349.43 349.43 354.29
S3 344.77 347.62 353.86
S4 340.11 342.96 352.58
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
5 363.20 351.23 11.97 3.4% 4.91 1.4% 33% False True
10 364.90 351.23 13.67 3.8% 4.19 1.2% 29% False True
20 368.78 351.23 17.55 4.9% 3.98 1.1% 22% False True
40 368.78 332.15 36.63 10.3% 3.70 1.0% 63% False False
60 368.78 327.76 41.02 11.6% 3.57 1.0% 67% False False
80 368.78 327.76 41.02 11.6% 3.50 1.0% 67% False False
100 368.78 322.10 46.68 13.1% 3.56 1.0% 71% False False
120 368.78 319.83 48.95 13.8% 3.86 1.1% 72% 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 0.89
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 375.70
2.618 368.09
1.618 363.43
1.000 360.55
0.618 358.77
HIGH 355.89
0.618 354.11
0.500 353.56
0.382 353.01
LOW 351.23
0.618 348.35
1.000 346.57
1.618 343.69
2.618 339.03
4.250 331.43
Fisher Pivots for day following 27-Jun-1990
Pivot 1 day 3 day
R1 354.61 354.70
PP 354.09 354.26
S1 353.56 353.82

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

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