S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-May-1991
Day Change Summary
Previous Current
14-May-1991 15-May-1991 Change Change % Previous Week
Open 375.51 371.55 -3.96 -1.1% 380.78
High 376.76 372.47 -4.29 -1.1% 383.91
Low 370.82 365.83 -4.99 -1.3% 375.61
Close 371.62 368.57 -3.05 -0.8% 375.74
Range 5.94 6.64 0.70 11.8% 8.30
ATR 4.44 4.60 0.16 3.5% 0.00
Volume
Daily Pivots for day following 15-May-1991
Classic Woodie Camarilla DeMark
R4 388.88 385.36 372.22
R3 382.24 378.72 370.40
R2 375.60 375.60 369.79
R1 372.08 372.08 369.18 370.52
PP 368.96 368.96 368.96 368.18
S1 365.44 365.44 367.96 363.88
S2 362.32 362.32 367.35
S3 355.68 358.80 366.74
S4 349.04 352.16 364.92
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
5 383.91 365.83 18.08 4.9% 5.67 1.5% 15% False True
10 383.91 365.83 18.08 4.9% 4.24 1.2% 15% False True
20 390.97 365.83 25.14 6.8% 4.29 1.2% 11% False True
40 391.26 365.58 25.68 7.0% 4.49 1.2% 12% False False
60 391.26 362.19 29.07 7.9% 4.59 1.2% 22% False False
80 391.26 327.83 63.43 17.2% 4.65 1.3% 64% False False
100 391.26 309.35 81.91 22.2% 4.53 1.2% 72% False False
120 391.26 309.35 81.91 22.2% 4.38 1.2% 72% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 400.69
2.618 389.85
1.618 383.21
1.000 379.11
0.618 376.57
HIGH 372.47
0.618 369.93
0.500 369.15
0.382 368.37
LOW 365.83
0.618 361.73
1.000 359.19
1.618 355.09
2.618 348.45
4.250 337.61
Fisher Pivots for day following 15-May-1991
Pivot 1 day 3 day
R1 369.15 371.43
PP 368.96 370.47
S1 368.76 369.52

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

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