S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jun-1991
Day Change Summary
Previous Current
04-Jun-1991 05-Jun-1991 Change Change % Previous Week
Open 388.06 387.74 -0.32 -0.1% 377.49
High 388.06 388.23 0.17 0.0% 389.85
Low 385.14 384.45 -0.69 -0.2% 377.12
Close 387.74 385.09 -2.65 -0.7% 389.83
Range 2.92 3.78 0.86 29.5% 12.73
ATR 4.03 4.01 -0.02 -0.4% 0.00
Volume
Daily Pivots for day following 05-Jun-1991
Classic Woodie Camarilla DeMark
R4 397.26 394.96 387.17
R3 393.48 391.18 386.13
R2 389.70 389.70 385.78
R1 387.40 387.40 385.44 386.66
PP 385.92 385.92 385.92 385.56
S1 383.62 383.62 384.74 382.88
S2 382.14 382.14 384.40
S3 378.36 379.84 384.05
S4 374.58 376.06 383.01
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
5 389.85 382.50 7.35 1.9% 4.01 1.0% 35% False False
10 389.85 373.55 16.30 4.2% 3.71 1.0% 71% False False
20 389.85 365.83 24.02 6.2% 4.14 1.1% 80% False False
40 391.26 365.83 25.43 6.6% 4.15 1.1% 76% False False
60 391.26 365.58 25.68 6.7% 4.35 1.1% 76% False False
80 391.26 359.32 31.94 8.3% 4.52 1.2% 81% False False
100 391.26 309.35 81.91 21.3% 4.55 1.2% 92% False False
120 391.26 309.35 81.91 21.3% 4.36 1.1% 92% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 404.30
2.618 398.13
1.618 394.35
1.000 392.01
0.618 390.57
HIGH 388.23
0.618 386.79
0.500 386.34
0.382 385.89
LOW 384.45
0.618 382.11
1.000 380.67
1.618 378.33
2.618 374.55
4.250 368.39
Fisher Pivots for day following 05-Jun-1991
Pivot 1 day 3 day
R1 386.34 387.13
PP 385.92 386.45
S1 385.51 385.77

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

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