S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jul-1990
Day Change Summary
Previous Current
11-Jul-1990 12-Jul-1990 Change Change % Previous Week
Open 356.49 361.23 4.74 1.3% 358.02
High 361.23 365.46 4.23 1.2% 360.73
Low 356.49 360.57 4.08 1.1% 354.64
Close 361.23 365.44 4.21 1.2% 358.42
Range 4.74 4.89 0.15 3.2% 6.09
ATR 3.60 3.69 0.09 2.6% 0.00
Volume
Daily Pivots for day following 12-Jul-1990
Classic Woodie Camarilla DeMark
R4 378.49 376.86 368.13
R3 373.60 371.97 366.78
R2 368.71 368.71 366.34
R1 367.08 367.08 365.89 367.90
PP 363.82 363.82 363.82 364.23
S1 362.19 362.19 364.99 363.01
S2 358.93 358.93 364.54
S3 354.04 357.30 364.10
S4 349.15 352.41 362.75
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
5 365.46 354.64 10.82 3.0% 3.86 1.1% 100% True False
10 365.46 354.64 10.82 3.0% 3.22 0.9% 100% True False
20 365.46 351.23 14.23 3.9% 3.70 1.0% 100% True False
40 368.78 351.23 17.55 4.8% 3.64 1.0% 81% False False
60 368.78 327.76 41.02 11.2% 3.63 1.0% 92% False False
80 368.78 327.76 41.02 11.2% 3.48 1.0% 92% False False
100 368.78 322.10 46.68 12.8% 3.52 1.0% 93% False False
120 368.78 319.83 48.95 13.4% 3.72 1.0% 93% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 386.24
2.618 378.26
1.618 373.37
1.000 370.35
0.618 368.48
HIGH 365.46
0.618 363.59
0.500 363.02
0.382 362.44
LOW 360.57
0.618 357.55
1.000 355.68
1.618 352.66
2.618 347.77
4.250 339.79
Fisher Pivots for day following 12-Jul-1990
Pivot 1 day 3 day
R1 364.63 363.94
PP 363.82 362.44
S1 363.02 360.94

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

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