S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jul-1990
Day Change Summary
Previous Current
20-Jul-1990 23-Jul-1990 Change Change % Previous Week
Open 365.32 361.61 -3.71 -1.0% 367.31
High 366.64 361.61 -5.03 -1.4% 369.78
Low 361.58 350.09 -11.49 -3.2% 361.29
Close 361.61 355.31 -6.30 -1.7% 361.61
Range 5.06 11.52 6.46 127.7% 8.49
ATR 3.87 4.42 0.55 14.1% 0.00
Volume
Daily Pivots for day following 23-Jul-1990
Classic Woodie Camarilla DeMark
R4 390.23 384.29 361.65
R3 378.71 372.77 358.48
R2 367.19 367.19 357.42
R1 361.25 361.25 356.37 358.46
PP 355.67 355.67 355.67 354.28
S1 349.73 349.73 354.25 346.94
S2 344.15 344.15 353.20
S3 332.63 338.21 352.14
S4 321.11 326.69 348.97
Weekly Pivots for week ending 20-Jul-1990
Classic Woodie Camarilla DeMark
R4 389.70 384.14 366.28
R3 381.21 375.65 363.94
R2 372.72 372.72 363.17
R1 367.16 367.16 362.39 365.70
PP 364.23 364.23 364.23 363.49
S1 358.67 358.67 360.83 357.21
S2 355.74 355.74 360.05
S3 347.25 350.18 359.28
S4 338.76 341.69 356.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 369.40 350.09 19.31 5.4% 5.92 1.7% 27% False True
10 369.78 350.09 19.69 5.5% 4.92 1.4% 27% False True
20 369.78 350.09 19.69 5.5% 4.09 1.2% 27% False True
40 369.78 350.09 19.69 5.5% 4.01 1.1% 27% False True
60 369.78 327.76 42.02 11.8% 3.78 1.1% 66% False False
80 369.78 327.76 42.02 11.8% 3.64 1.0% 66% False False
100 369.78 327.76 42.02 11.8% 3.57 1.0% 66% False False
120 369.78 322.10 47.68 13.4% 3.64 1.0% 70% 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 0.38
Widest range in 191 trading days
Fibonacci Retracements and Extensions
4.250 410.57
2.618 391.77
1.618 380.25
1.000 373.13
0.618 368.73
HIGH 361.61
0.618 357.21
0.500 355.85
0.382 354.49
LOW 350.09
0.618 342.97
1.000 338.57
1.618 331.45
2.618 319.93
4.250 301.13
Fisher Pivots for day following 23-Jul-1990
Pivot 1 day 3 day
R1 355.85 358.37
PP 355.67 357.35
S1 355.49 356.33

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

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