S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-May-1991
Day Change Summary
Previous Current
21-May-1991 22-May-1991 Change Change % Previous Week
Open 372.28 375.35 3.07 0.8% 375.74
High 376.66 376.50 -0.16 0.0% 377.02
Low 372.28 374.40 2.12 0.6% 365.83
Close 375.35 376.19 0.84 0.2% 372.39
Range 4.38 2.10 -2.28 -52.1% 11.19
ATR 4.34 4.18 -0.16 -3.7% 0.00
Volume
Daily Pivots for day following 22-May-1991
Classic Woodie Camarilla DeMark
R4 382.00 381.19 377.35
R3 379.90 379.09 376.77
R2 377.80 377.80 376.58
R1 376.99 376.99 376.38 377.40
PP 375.70 375.70 375.70 375.90
S1 374.89 374.89 376.00 375.30
S2 373.60 373.60 375.81
S3 371.50 372.79 375.61
S4 369.40 370.69 375.04
Weekly Pivots for week ending 17-May-1991
Classic Woodie Camarilla DeMark
R4 405.32 400.04 378.54
R3 394.13 388.85 375.47
R2 382.94 382.94 374.44
R1 377.66 377.66 373.42 374.71
PP 371.75 371.75 371.75 370.27
S1 366.47 366.47 371.36 363.52
S2 360.56 360.56 370.34
S3 349.37 355.28 369.31
S4 338.18 344.09 366.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376.66 368.57 8.09 2.2% 3.28 0.9% 94% False False
10 383.91 365.83 18.08 4.8% 4.47 1.2% 57% False False
20 383.91 365.83 18.08 4.8% 4.20 1.1% 57% False False
40 391.26 365.83 25.43 6.8% 4.37 1.2% 41% False False
60 391.26 362.81 28.45 7.6% 4.46 1.2% 47% False False
80 391.26 334.26 57.00 15.2% 4.65 1.2% 74% False False
100 391.26 309.35 81.91 21.8% 4.59 1.2% 82% False False
120 391.26 309.35 81.91 21.8% 4.38 1.2% 82% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 385.43
2.618 382.00
1.618 379.90
1.000 378.60
0.618 377.80
HIGH 376.50
0.618 375.70
0.500 375.45
0.382 375.20
LOW 374.40
0.618 373.10
1.000 372.30
1.618 371.00
2.618 368.90
4.250 365.48
Fisher Pivots for day following 22-May-1991
Pivot 1 day 3 day
R1 375.94 375.45
PP 375.70 374.70
S1 375.45 373.96

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

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