S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jun-1991
Day Change Summary
Previous Current
19-Jun-1991 20-Jun-1991 Change Change % Previous Week
Open 377.41 375.09 -2.32 -0.6% 379.43
High 378.57 376.29 -2.28 -0.6% 382.30
Low 374.36 373.87 -0.49 -0.1% 374.46
Close 375.09 375.42 0.33 0.1% 382.29
Range 4.21 2.42 -1.79 -42.5% 7.84
ATR 3.80 3.70 -0.10 -2.6% 0.00
Volume
Daily Pivots for day following 20-Jun-1991
Classic Woodie Camarilla DeMark
R4 382.45 381.36 376.75
R3 380.03 378.94 376.09
R2 377.61 377.61 375.86
R1 376.52 376.52 375.64 377.07
PP 375.19 375.19 375.19 375.47
S1 374.10 374.10 375.20 374.65
S2 372.77 372.77 374.98
S3 370.35 371.68 374.75
S4 367.93 369.26 374.09
Weekly Pivots for week ending 14-Jun-1991
Classic Woodie Camarilla DeMark
R4 403.20 400.59 386.60
R3 395.36 392.75 384.45
R2 387.52 387.52 383.73
R1 384.91 384.91 383.01 386.22
PP 379.68 379.68 379.68 380.34
S1 377.07 377.07 381.57 378.38
S2 371.84 371.84 380.85
S3 364.00 369.23 380.13
S4 356.16 361.39 377.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 382.31 373.87 8.44 2.2% 3.46 0.9% 18% False True
10 383.63 373.87 9.76 2.6% 3.55 0.9% 16% False True
20 389.85 373.55 16.30 4.3% 3.66 1.0% 11% False False
40 389.85 365.83 24.02 6.4% 3.93 1.0% 40% False False
60 391.26 365.83 25.43 6.8% 4.13 1.1% 38% False False
80 391.26 362.81 28.45 7.6% 4.26 1.1% 44% False False
100 391.26 334.26 57.00 15.2% 4.45 1.2% 72% False False
120 391.26 309.35 81.91 21.8% 4.43 1.2% 81% 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 0.77
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 386.58
2.618 382.63
1.618 380.21
1.000 378.71
0.618 377.79
HIGH 376.29
0.618 375.37
0.500 375.08
0.382 374.79
LOW 373.87
0.618 372.37
1.000 371.45
1.618 369.95
2.618 367.53
4.250 363.59
Fisher Pivots for day following 20-Jun-1991
Pivot 1 day 3 day
R1 375.31 377.85
PP 375.19 377.04
S1 375.08 376.23

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

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