S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-May-1991
Day Change Summary
Previous Current
06-May-1991 07-May-1991 Change Change % Previous Week
Open 380.78 380.08 -0.70 -0.2% 379.01
High 380.78 380.91 0.13 0.0% 382.14
Low 377.86 377.31 -0.55 -0.1% 373.01
Close 380.08 377.32 -2.76 -0.7% 380.80
Range 2.92 3.60 0.68 23.3% 9.13
ATR 4.24 4.20 -0.05 -1.1% 0.00
Volume
Daily Pivots for day following 07-May-1991
Classic Woodie Camarilla DeMark
R4 389.31 386.92 379.30
R3 385.71 383.32 378.31
R2 382.11 382.11 377.98
R1 379.72 379.72 377.65 379.12
PP 378.51 378.51 378.51 378.21
S1 376.12 376.12 376.99 375.52
S2 374.91 374.91 376.66
S3 371.31 372.52 376.33
S4 367.71 368.92 375.34
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
5 382.14 375.27 6.87 1.8% 3.24 0.9% 30% False False
10 383.02 373.01 10.01 2.7% 3.92 1.0% 43% False False
20 391.26 371.21 20.05 5.3% 4.16 1.1% 30% False False
40 391.26 365.58 25.68 6.8% 4.46 1.2% 46% False False
60 391.26 359.32 31.94 8.5% 4.65 1.2% 56% False False
80 391.26 309.35 81.91 21.7% 4.66 1.2% 83% False False
100 391.26 309.35 81.91 21.7% 4.40 1.2% 83% False False
120 391.26 309.35 81.91 21.7% 4.30 1.1% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 396.21
2.618 390.33
1.618 386.73
1.000 384.51
0.618 383.13
HIGH 380.91
0.618 379.53
0.500 379.11
0.382 378.69
LOW 377.31
0.618 375.09
1.000 373.71
1.618 371.49
2.618 367.89
4.250 362.01
Fisher Pivots for day following 07-May-1991
Pivot 1 day 3 day
R1 379.11 379.16
PP 378.51 378.54
S1 377.92 377.93

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

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