S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jul-1990
Day Change Summary
Previous Current
03-Jul-1990 05-Jul-1990 Change Change % Previous Week
Open 359.54 360.16 0.62 0.2% 355.43
High 360.73 360.16 -0.57 -0.2% 359.09
Low 359.44 354.86 -4.58 -1.3% 351.23
Close 360.16 355.68 -4.48 -1.2% 358.02
Range 1.29 5.30 4.01 310.9% 7.86
ATR 3.46 3.60 0.13 3.8% 0.00
Volume
Daily Pivots for day following 05-Jul-1990
Classic Woodie Camarilla DeMark
R4 372.80 369.54 358.60
R3 367.50 364.24 357.14
R2 362.20 362.20 356.65
R1 358.94 358.94 356.17 357.92
PP 356.90 356.90 356.90 356.39
S1 353.64 353.64 355.19 352.62
S2 351.60 351.60 354.71
S3 346.30 348.34 354.22
S4 341.00 343.04 352.77
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
5 360.73 354.86 5.87 1.7% 2.58 0.7% 14% False True
10 363.20 351.23 11.97 3.4% 3.74 1.1% 37% False False
20 367.27 351.23 16.04 4.5% 3.88 1.1% 28% False False
40 368.78 340.90 27.88 7.8% 3.70 1.0% 53% False False
60 368.78 327.76 41.02 11.5% 3.52 1.0% 68% False False
80 368.78 327.76 41.02 11.5% 3.45 1.0% 68% False False
100 368.78 322.10 46.68 13.1% 3.50 1.0% 72% False False
120 368.78 319.83 48.95 13.8% 3.76 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 382.69
2.618 374.04
1.618 368.74
1.000 365.46
0.618 363.44
HIGH 360.16
0.618 358.14
0.500 357.51
0.382 356.88
LOW 354.86
0.618 351.58
1.000 349.56
1.618 346.28
2.618 340.98
4.250 332.34
Fisher Pivots for day following 05-Jul-1990
Pivot 1 day 3 day
R1 357.51 357.80
PP 356.90 357.09
S1 356.29 356.39

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

View Archives - Comment on this page... - Back to Index of Symbols