S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jun-1991
Day Change Summary
Previous Current
11-Jun-1991 12-Jun-1991 Change Change % Previous Week
Open 378.57 381.05 2.48 0.7% 389.81
High 381.63 381.05 -0.58 -0.2% 389.81
Low 378.57 374.46 -4.11 -1.1% 378.76
Close 381.05 376.64 -4.41 -1.2% 379.43
Range 3.06 6.59 3.53 115.4% 11.05
ATR 3.78 3.98 0.20 5.3% 0.00
Volume
Daily Pivots for day following 12-Jun-1991
Classic Woodie Camarilla DeMark
R4 397.15 393.49 380.26
R3 390.56 386.90 378.45
R2 383.97 383.97 377.85
R1 380.31 380.31 377.24 378.85
PP 377.38 377.38 377.38 376.65
S1 373.72 373.72 376.04 372.26
S2 370.79 370.79 375.43
S3 364.20 367.13 374.83
S4 357.61 360.54 373.02
Weekly Pivots for week ending 07-Jun-1991
Classic Woodie Camarilla DeMark
R4 415.82 408.67 385.51
R3 404.77 397.62 382.47
R2 393.72 393.72 381.46
R1 386.57 386.57 380.44 384.62
PP 382.67 382.67 382.67 381.69
S1 375.52 375.52 378.42 373.57
S2 371.62 371.62 377.40
S3 360.57 364.47 376.39
S4 349.52 353.42 373.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 385.85 374.46 11.39 3.0% 3.81 1.0% 19% False True
10 389.85 374.46 15.39 4.1% 3.91 1.0% 14% False True
20 389.85 365.83 24.02 6.4% 3.85 1.0% 45% False False
40 391.26 365.83 25.43 6.8% 4.01 1.1% 43% False False
60 391.26 365.58 25.68 6.8% 4.26 1.1% 43% False False
80 391.26 362.19 29.07 7.7% 4.36 1.2% 50% False False
100 391.26 327.83 63.43 16.8% 4.46 1.2% 77% False False
120 391.26 309.35 81.91 21.7% 4.40 1.2% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 409.06
2.618 398.30
1.618 391.71
1.000 387.64
0.618 385.12
HIGH 381.05
0.618 378.53
0.500 377.76
0.382 376.98
LOW 374.46
0.618 370.39
1.000 367.87
1.618 363.80
2.618 357.21
4.250 346.45
Fisher Pivots for day following 12-Jun-1991
Pivot 1 day 3 day
R1 377.76 378.05
PP 377.38 377.58
S1 377.01 377.11

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

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