S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jul-1990
Day Change Summary
Previous Current
16-Jul-1990 17-Jul-1990 Change Change % Previous Week
Open 367.31 368.94 1.63 0.4% 358.42
High 369.78 369.40 -0.38 -0.1% 369.68
Low 367.31 364.99 -2.32 -0.6% 356.41
Close 368.95 367.52 -1.43 -0.4% 367.31
Range 2.47 4.41 1.94 78.5% 13.27
ATR 3.64 3.70 0.05 1.5% 0.00
Volume
Daily Pivots for day following 17-Jul-1990
Classic Woodie Camarilla DeMark
R4 380.53 378.44 369.95
R3 376.12 374.03 368.73
R2 371.71 371.71 368.33
R1 369.62 369.62 367.92 368.46
PP 367.30 367.30 367.30 366.73
S1 365.21 365.21 367.12 364.05
S2 362.89 362.89 366.71
S3 358.48 360.80 366.31
S4 354.07 356.39 365.09
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
5 369.78 356.49 13.29 3.6% 4.14 1.1% 83% False False
10 369.78 354.64 15.14 4.1% 3.70 1.0% 85% False False
20 369.78 351.23 18.55 5.0% 3.67 1.0% 88% False False
40 369.78 351.23 18.55 5.0% 3.72 1.0% 88% False False
60 369.78 327.76 42.02 11.4% 3.59 1.0% 95% False False
80 369.78 327.76 42.02 11.4% 3.47 0.9% 95% False False
100 369.78 322.10 47.68 13.0% 3.48 0.9% 95% False False
120 369.78 319.83 49.95 13.6% 3.64 1.0% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 388.14
2.618 380.95
1.618 376.54
1.000 373.81
0.618 372.13
HIGH 369.40
0.618 367.72
0.500 367.20
0.382 366.67
LOW 364.99
0.618 362.26
1.000 360.58
1.618 357.85
2.618 353.44
4.250 346.25
Fisher Pivots for day following 17-Jul-1990
Pivot 1 day 3 day
R1 367.41 367.48
PP 367.30 367.43
S1 367.20 367.39

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

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