S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jul-1990
Day Change Summary
Previous Current
10-Jul-1990 11-Jul-1990 Change Change % Previous Week
Open 359.52 356.49 -3.03 -0.8% 358.02
High 359.74 361.23 1.49 0.4% 360.73
Low 356.41 356.49 0.08 0.0% 354.64
Close 356.49 361.23 4.74 1.3% 358.42
Range 3.33 4.74 1.41 42.3% 6.09
ATR 3.52 3.60 0.09 2.5% 0.00
Volume
Daily Pivots for day following 11-Jul-1990
Classic Woodie Camarilla DeMark
R4 373.87 372.29 363.84
R3 369.13 367.55 362.53
R2 364.39 364.39 362.10
R1 362.81 362.81 361.66 363.60
PP 359.65 359.65 359.65 360.05
S1 358.07 358.07 360.80 358.86
S2 354.91 354.91 360.36
S3 350.17 353.33 359.93
S4 345.43 348.59 358.62
Weekly Pivots for week ending 06-Jul-1990
Classic Woodie Camarilla DeMark
R4 376.20 373.40 361.77
R3 370.11 367.31 360.09
R2 364.02 364.02 359.54
R1 361.22 361.22 358.98 362.62
PP 357.93 357.93 357.93 358.63
S1 355.13 355.13 357.86 356.53
S2 351.84 351.84 357.30
S3 345.75 349.04 356.75
S4 339.66 342.95 355.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 361.23 354.64 6.59 1.8% 3.94 1.1% 100% True False
10 361.23 351.23 10.00 2.8% 3.19 0.9% 100% True False
20 367.09 351.23 15.86 4.4% 3.59 1.0% 63% False False
40 368.78 351.23 17.55 4.9% 3.57 1.0% 57% False False
60 368.78 327.76 41.02 11.4% 3.60 1.0% 82% False False
80 368.78 327.76 41.02 11.4% 3.48 1.0% 82% False False
100 368.78 322.10 46.68 12.9% 3.51 1.0% 84% False False
120 368.78 319.83 48.95 13.6% 3.70 1.0% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 381.38
2.618 373.64
1.618 368.90
1.000 365.97
0.618 364.16
HIGH 361.23
0.618 359.42
0.500 358.86
0.382 358.30
LOW 356.49
0.618 353.56
1.000 351.75
1.618 348.82
2.618 344.08
4.250 336.35
Fisher Pivots for day following 11-Jul-1990
Pivot 1 day 3 day
R1 360.44 360.43
PP 359.65 359.62
S1 358.86 358.82

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

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