S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-May-1991
Day Change Summary
Previous Current
09-May-1991 10-May-1991 Change Change % Previous Week
Open 378.51 383.26 4.75 1.3% 380.78
High 383.56 383.91 0.35 0.1% 383.91
Low 378.51 375.61 -2.90 -0.8% 375.61
Close 383.25 375.74 -7.51 -2.0% 375.74
Range 5.05 8.30 3.25 64.4% 8.30
ATR 4.18 4.48 0.29 7.0% 0.00
Volume
Daily Pivots for day following 10-May-1991
Classic Woodie Camarilla DeMark
R4 403.32 397.83 380.31
R3 395.02 389.53 378.02
R2 386.72 386.72 377.26
R1 381.23 381.23 376.50 379.83
PP 378.42 378.42 378.42 377.72
S1 372.93 372.93 374.98 371.53
S2 370.12 370.12 374.22
S3 361.82 364.63 373.46
S4 353.52 356.33 371.18
Weekly Pivots for week ending 10-May-1991
Classic Woodie Camarilla DeMark
R4 403.32 397.83 380.31
R3 395.02 389.53 378.02
R2 386.72 386.72 377.26
R1 381.23 381.23 376.50 379.83
PP 378.42 378.42 378.42 377.72
S1 372.93 372.93 374.98 371.53
S2 370.12 370.12 374.22
S3 361.82 364.63 373.46
S4 353.52 356.33 371.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 383.91 375.61 8.30 2.2% 4.58 1.2% 2% True True
10 383.91 373.01 10.90 2.9% 4.48 1.2% 25% True False
20 391.26 373.01 18.25 4.9% 4.32 1.1% 15% False False
40 391.26 365.58 25.68 6.8% 4.48 1.2% 40% False False
60 391.26 362.19 29.07 7.7% 4.60 1.2% 47% False False
80 391.26 316.17 75.09 20.0% 4.71 1.3% 79% False False
100 391.26 309.35 81.91 21.8% 4.48 1.2% 81% False False
120 391.26 309.35 81.91 21.8% 4.33 1.2% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 419.19
2.618 405.64
1.618 397.34
1.000 392.21
0.618 389.04
HIGH 383.91
0.618 380.74
0.500 379.76
0.382 378.78
LOW 375.61
0.618 370.48
1.000 367.31
1.618 362.18
2.618 353.88
4.250 340.34
Fisher Pivots for day following 10-May-1991
Pivot 1 day 3 day
R1 379.76 379.76
PP 378.42 378.42
S1 377.08 377.08

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

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