S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jul-1990
Day Change Summary
Previous Current
02-Jul-1990 03-Jul-1990 Change Change % Previous Week
Open 358.02 359.54 1.52 0.4% 355.43
High 359.58 360.73 1.15 0.3% 359.09
Low 357.54 359.44 1.90 0.5% 351.23
Close 359.54 360.16 0.62 0.2% 358.02
Range 2.04 1.29 -0.75 -36.8% 7.86
ATR 3.63 3.46 -0.17 -4.6% 0.00
Volume
Daily Pivots for day following 03-Jul-1990
Classic Woodie Camarilla DeMark
R4 363.98 363.36 360.87
R3 362.69 362.07 360.51
R2 361.40 361.40 360.40
R1 360.78 360.78 360.28 361.09
PP 360.11 360.11 360.11 360.27
S1 359.49 359.49 360.04 359.80
S2 358.82 358.82 359.92
S3 357.53 358.20 359.81
S4 356.24 356.91 359.45
Weekly Pivots for week ending 29-Jun-1990
Classic Woodie Camarilla DeMark
R4 379.69 376.72 362.34
R3 371.83 368.86 360.18
R2 363.97 363.97 359.46
R1 361.00 361.00 358.74 362.49
PP 356.11 356.11 356.11 356.86
S1 353.14 353.14 357.30 354.63
S2 348.25 348.25 356.58
S3 340.39 345.28 355.86
S4 332.53 337.42 353.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 360.73 351.23 9.50 2.6% 2.45 0.7% 94% True False
10 363.20 351.23 11.97 3.3% 3.50 1.0% 75% False False
20 367.27 351.23 16.04 4.5% 3.72 1.0% 56% False False
40 368.78 340.17 28.61 7.9% 3.61 1.0% 70% False False
60 368.78 327.76 41.02 11.4% 3.46 1.0% 79% False False
80 368.78 327.76 41.02 11.4% 3.42 0.9% 79% False False
100 368.78 322.10 46.68 13.0% 3.47 1.0% 82% False False
120 368.78 319.83 48.95 13.6% 3.79 1.1% 82% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Narrowest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 366.21
2.618 364.11
1.618 362.82
1.000 362.02
0.618 361.53
HIGH 360.73
0.618 360.24
0.500 360.09
0.382 359.93
LOW 359.44
0.618 358.64
1.000 358.15
1.618 357.35
2.618 356.06
4.250 353.96
Fisher Pivots for day following 03-Jul-1990
Pivot 1 day 3 day
R1 360.14 359.78
PP 360.11 359.40
S1 360.09 359.02

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

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