S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-May-1991
Day Change Summary
Previous Current
01-May-1991 02-May-1991 Change Change % Previous Week
Open 375.35 380.29 4.94 1.3% 384.19
High 380.46 382.14 1.68 0.4% 384.19
Low 375.27 379.82 4.55 1.2% 376.77
Close 380.29 380.52 0.23 0.1% 379.02
Range 5.19 2.32 -2.87 -55.3% 7.42
ATR 4.68 4.51 -0.17 -3.6% 0.00
Volume
Daily Pivots for day following 02-May-1991
Classic Woodie Camarilla DeMark
R4 387.79 386.47 381.80
R3 385.47 384.15 381.16
R2 383.15 383.15 380.95
R1 381.83 381.83 380.73 382.49
PP 380.83 380.83 380.83 381.16
S1 379.51 379.51 380.31 380.17
S2 378.51 378.51 380.09
S3 376.19 377.19 379.88
S4 373.87 374.87 379.24
Weekly Pivots for week ending 26-Apr-1991
Classic Woodie Camarilla DeMark
R4 402.25 398.06 383.10
R3 394.83 390.64 381.06
R2 387.41 387.41 380.38
R1 383.22 383.22 379.70 381.61
PP 379.99 379.99 379.99 379.19
S1 375.80 375.80 378.34 374.19
S2 372.57 372.57 377.66
S3 365.15 368.38 376.98
S4 357.73 360.96 374.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 382.14 373.01 9.13 2.4% 4.60 1.2% 82% True False
10 388.46 373.01 15.45 4.1% 4.30 1.1% 49% False False
20 391.26 371.21 20.05 5.3% 4.57 1.2% 46% False False
40 391.26 365.58 25.68 6.7% 4.46 1.2% 58% False False
60 391.26 349.58 41.68 11.0% 4.83 1.3% 74% False False
80 391.26 309.35 81.91 21.5% 4.73 1.2% 87% False False
100 391.26 309.35 81.91 21.5% 4.42 1.2% 87% False False
120 391.26 307.61 83.65 22.0% 4.35 1.1% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.66
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 392.00
2.618 388.21
1.618 385.89
1.000 384.46
0.618 383.57
HIGH 382.14
0.618 381.25
0.500 380.98
0.382 380.71
LOW 379.82
0.618 378.39
1.000 377.50
1.618 376.07
2.618 373.75
4.250 369.96
Fisher Pivots for day following 02-May-1991
Pivot 1 day 3 day
R1 380.98 379.54
PP 380.83 378.56
S1 380.67 377.58

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

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