S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-May-1991
Day Change Summary
Previous Current
30-May-1991 31-May-1991 Change Change % Previous Week
Open 382.79 386.96 4.17 1.1% 377.49
High 388.17 389.85 1.68 0.4% 389.85
Low 382.50 385.01 2.51 0.7% 377.12
Close 386.96 389.83 2.87 0.7% 389.83
Range 5.67 4.84 -0.83 -14.6% 12.73
ATR 4.17 4.21 0.05 1.2% 0.00
Volume
Daily Pivots for day following 31-May-1991
Classic Woodie Camarilla DeMark
R4 402.75 401.13 392.49
R3 397.91 396.29 391.16
R2 393.07 393.07 390.72
R1 391.45 391.45 390.27 392.26
PP 388.23 388.23 388.23 388.64
S1 386.61 386.61 389.39 387.42
S2 383.39 383.39 388.94
S3 378.55 381.77 388.50
S4 373.71 376.93 387.17
Weekly Pivots for week ending 31-May-1991
Classic Woodie Camarilla DeMark
R4 423.79 419.54 396.83
R3 411.06 406.81 393.33
R2 398.33 398.33 392.16
R1 394.08 394.08 391.00 396.21
PP 385.60 385.60 385.60 386.66
S1 381.35 381.35 388.66 383.48
S2 372.87 372.87 387.50
S3 360.14 368.62 386.33
S4 347.41 355.89 382.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 389.85 374.97 14.88 3.8% 4.18 1.1% 100% True False
10 389.85 369.44 20.41 5.2% 3.79 1.0% 100% True False
20 389.85 365.83 24.02 6.2% 4.09 1.1% 100% True False
40 391.26 365.83 25.43 6.5% 4.33 1.1% 94% False False
60 391.26 365.58 25.68 6.6% 4.34 1.1% 94% False False
80 391.26 349.58 41.68 10.7% 4.65 1.2% 97% False False
100 391.26 309.35 81.91 21.0% 4.60 1.2% 98% False False
120 391.26 309.35 81.91 21.0% 4.36 1.1% 98% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 410.42
2.618 402.52
1.618 397.68
1.000 394.69
0.618 392.84
HIGH 389.85
0.618 388.00
0.500 387.43
0.382 386.86
LOW 385.01
0.618 382.02
1.000 380.17
1.618 377.18
2.618 372.34
4.250 364.44
Fisher Pivots for day following 31-May-1991
Pivot 1 day 3 day
R1 389.03 388.42
PP 388.23 387.02
S1 387.43 385.61

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

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