S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-May-1991
Day Change Summary
Previous Current
03-May-1991 06-May-1991 Change Change % Previous Week
Open 380.52 380.78 0.26 0.1% 379.01
High 381.00 380.78 -0.22 -0.1% 382.14
Low 378.82 377.86 -0.96 -0.3% 373.01
Close 380.80 380.08 -0.72 -0.2% 380.80
Range 2.18 2.92 0.74 33.9% 9.13
ATR 4.34 4.24 -0.10 -2.3% 0.00
Volume
Daily Pivots for day following 06-May-1991
Classic Woodie Camarilla DeMark
R4 388.33 387.13 381.69
R3 385.41 384.21 380.88
R2 382.49 382.49 380.62
R1 381.29 381.29 380.35 380.43
PP 379.57 379.57 379.57 379.15
S1 378.37 378.37 379.81 377.51
S2 376.65 376.65 379.54
S3 373.73 375.45 379.28
S4 370.81 372.53 378.47
Weekly Pivots for week ending 03-May-1991
Classic Woodie Camarilla DeMark
R4 406.04 402.55 385.82
R3 396.91 393.42 383.31
R2 387.78 387.78 382.47
R1 384.29 384.29 381.64 386.04
PP 378.65 378.65 378.65 379.52
S1 375.16 375.16 379.96 376.91
S2 369.52 369.52 379.13
S3 360.39 366.03 378.29
S4 351.26 356.90 375.78
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% 3.49 0.9% 77% False False
10 383.55 373.01 10.54 2.8% 3.95 1.0% 67% False False
20 391.26 371.21 20.05 5.3% 4.27 1.1% 44% False False
40 391.26 365.58 25.68 6.8% 4.44 1.2% 56% False False
60 391.26 356.02 35.24 9.3% 4.64 1.2% 68% False False
80 391.26 309.35 81.91 21.6% 4.63 1.2% 86% False False
100 391.26 309.35 81.91 21.6% 4.41 1.2% 86% False False
120 391.26 309.35 81.91 21.6% 4.29 1.1% 86% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 393.19
2.618 388.42
1.618 385.50
1.000 383.70
0.618 382.58
HIGH 380.78
0.618 379.66
0.500 379.32
0.382 378.98
LOW 377.86
0.618 376.06
1.000 374.94
1.618 373.14
2.618 370.22
4.250 365.45
Fisher Pivots for day following 06-May-1991
Pivot 1 day 3 day
R1 379.83 380.05
PP 379.57 380.03
S1 379.32 380.00

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

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