S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jul-1990
Day Change Summary
Previous Current
13-Jul-1990 16-Jul-1990 Change Change % Previous Week
Open 365.47 367.31 1.84 0.5% 358.42
High 369.68 369.78 0.10 0.0% 369.68
Low 365.47 367.31 1.84 0.5% 356.41
Close 367.31 368.95 1.64 0.4% 367.31
Range 4.21 2.47 -1.74 -41.3% 13.27
ATR 3.73 3.64 -0.09 -2.4% 0.00
Volume
Daily Pivots for day following 16-Jul-1990
Classic Woodie Camarilla DeMark
R4 376.09 374.99 370.31
R3 373.62 372.52 369.63
R2 371.15 371.15 369.40
R1 370.05 370.05 369.18 370.60
PP 368.68 368.68 368.68 368.96
S1 367.58 367.58 368.72 368.13
S2 366.21 366.21 368.50
S3 363.74 365.11 368.27
S4 361.27 362.64 367.59
Weekly Pivots for week ending 13-Jul-1990
Classic Woodie Camarilla DeMark
R4 404.28 399.06 374.61
R3 391.01 385.79 370.96
R2 377.74 377.74 369.74
R1 372.52 372.52 368.53 375.13
PP 364.47 364.47 364.47 365.77
S1 359.25 359.25 366.09 361.86
S2 351.20 351.20 364.88
S3 337.93 345.98 363.66
S4 324.66 332.71 360.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 369.78 356.41 13.37 3.6% 3.93 1.1% 94% True False
10 369.78 354.64 15.14 4.1% 3.46 0.9% 95% True False
20 369.78 351.23 18.55 5.0% 3.75 1.0% 96% True False
40 369.78 351.23 18.55 5.0% 3.66 1.0% 96% True False
60 369.78 327.76 42.02 11.4% 3.60 1.0% 98% True False
80 369.78 327.76 42.02 11.4% 3.49 0.9% 98% True False
100 369.78 322.10 47.68 12.9% 3.49 0.9% 98% True False
120 369.78 319.83 49.95 13.5% 3.66 1.0% 98% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 380.28
2.618 376.25
1.618 373.78
1.000 372.25
0.618 371.31
HIGH 369.78
0.618 368.84
0.500 368.55
0.382 368.25
LOW 367.31
0.618 365.78
1.000 364.84
1.618 363.31
2.618 360.84
4.250 356.81
Fisher Pivots for day following 16-Jul-1990
Pivot 1 day 3 day
R1 368.82 367.69
PP 368.68 366.43
S1 368.55 365.18

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

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