S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jun-1991
Day Change Summary
Previous Current
05-Jun-1991 06-Jun-1991 Change Change % Previous Week
Open 387.74 385.10 -2.64 -0.7% 377.49
High 388.23 385.85 -2.38 -0.6% 389.85
Low 384.45 383.13 -1.32 -0.3% 377.12
Close 385.09 383.63 -1.46 -0.4% 389.83
Range 3.78 2.72 -1.06 -28.0% 12.73
ATR 4.01 3.92 -0.09 -2.3% 0.00
Volume
Daily Pivots for day following 06-Jun-1991
Classic Woodie Camarilla DeMark
R4 392.36 390.72 385.13
R3 389.64 388.00 384.38
R2 386.92 386.92 384.13
R1 385.28 385.28 383.88 384.74
PP 384.20 384.20 384.20 383.94
S1 382.56 382.56 383.38 382.02
S2 381.48 381.48 383.13
S3 378.76 379.84 382.88
S4 376.04 377.12 382.13
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
5 389.85 383.13 6.72 1.8% 3.42 0.9% 7% False True
10 389.85 373.55 16.30 4.2% 3.77 1.0% 62% False False
20 389.85 365.83 24.02 6.3% 4.12 1.1% 74% False False
40 391.26 365.83 25.43 6.6% 4.12 1.1% 70% False False
60 391.26 365.58 25.68 6.7% 4.32 1.1% 70% False False
80 391.26 362.19 29.07 7.6% 4.44 1.2% 74% False False
100 391.26 311.84 79.42 20.7% 4.52 1.2% 90% False False
120 391.26 309.35 81.91 21.4% 4.37 1.1% 91% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.63
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 397.41
2.618 392.97
1.618 390.25
1.000 388.57
0.618 387.53
HIGH 385.85
0.618 384.81
0.500 384.49
0.382 384.17
LOW 383.13
0.618 381.45
1.000 380.41
1.618 378.73
2.618 376.01
4.250 371.57
Fisher Pivots for day following 06-Jun-1991
Pivot 1 day 3 day
R1 384.49 385.68
PP 384.20 385.00
S1 383.92 384.31

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

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