S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jun-1991
Day Change Summary
Previous Current
31-May-1991 03-Jun-1991 Change Change % Previous Week
Open 386.96 389.81 2.85 0.7% 377.49
High 389.85 389.81 -0.04 0.0% 389.85
Low 385.01 386.97 1.96 0.5% 377.12
Close 389.83 388.06 -1.77 -0.5% 389.83
Range 4.84 2.84 -2.00 -41.3% 12.73
ATR 4.21 4.12 -0.10 -2.3% 0.00
Volume
Daily Pivots for day following 03-Jun-1991
Classic Woodie Camarilla DeMark
R4 396.80 395.27 389.62
R3 393.96 392.43 388.84
R2 391.12 391.12 388.58
R1 389.59 389.59 388.32 388.94
PP 388.28 388.28 388.28 387.95
S1 386.75 386.75 387.80 386.10
S2 385.44 385.44 387.54
S3 382.60 383.91 387.28
S4 379.76 381.07 386.50
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
5 389.85 377.12 12.73 3.3% 4.12 1.1% 86% False False
10 389.85 371.26 18.59 4.8% 3.71 1.0% 90% False False
20 389.85 365.83 24.02 6.2% 4.13 1.1% 93% False False
40 391.26 365.83 25.43 6.6% 4.23 1.1% 87% False False
60 391.26 365.58 25.68 6.6% 4.36 1.1% 88% False False
80 391.26 355.53 35.73 9.2% 4.58 1.2% 91% False False
100 391.26 309.35 81.91 21.1% 4.53 1.2% 96% False False
120 391.26 309.35 81.91 21.1% 4.36 1.1% 96% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 401.88
2.618 397.25
1.618 394.41
1.000 392.65
0.618 391.57
HIGH 389.81
0.618 388.73
0.500 388.39
0.382 388.05
LOW 386.97
0.618 385.21
1.000 384.13
1.618 382.37
2.618 379.53
4.250 374.90
Fisher Pivots for day following 03-Jun-1991
Pivot 1 day 3 day
R1 388.39 387.43
PP 388.28 386.80
S1 388.17 386.18

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

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