S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jun-1991
Day Change Summary
Previous Current
20-Jun-1991 21-Jun-1991 Change Change % Previous Week
Open 375.09 375.43 0.34 0.1% 381.47
High 376.29 377.75 1.46 0.4% 382.31
Low 373.87 375.33 1.46 0.4% 373.87
Close 375.42 377.69 2.27 0.6% 377.69
Range 2.42 2.42 0.00 0.0% 8.44
ATR 3.70 3.61 -0.09 -2.5% 0.00
Volume
Daily Pivots for day following 21-Jun-1991
Classic Woodie Camarilla DeMark
R4 384.18 383.36 379.02
R3 381.76 380.94 378.36
R2 379.34 379.34 378.13
R1 378.52 378.52 377.91 378.93
PP 376.92 376.92 376.92 377.13
S1 376.10 376.10 377.47 376.51
S2 374.50 374.50 377.25
S3 372.08 373.68 377.02
S4 369.66 371.26 376.36
Weekly Pivots for week ending 21-Jun-1991
Classic Woodie Camarilla DeMark
R4 403.28 398.92 382.33
R3 394.84 390.48 380.01
R2 386.40 386.40 379.24
R1 382.04 382.04 378.46 380.00
PP 377.96 377.96 377.96 376.94
S1 373.60 373.60 376.92 371.56
S2 369.52 369.52 376.14
S3 361.08 365.16 375.37
S4 352.64 356.72 373.05
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% 3.01 0.8% 45% False False
10 382.31 373.87 8.44 2.2% 3.30 0.9% 45% False False
20 389.85 373.87 15.98 4.2% 3.55 0.9% 24% False False
40 389.85 365.83 24.02 6.4% 3.88 1.0% 49% False False
60 391.26 365.83 25.43 6.7% 4.11 1.1% 47% False False
80 391.26 363.73 27.53 7.3% 4.22 1.1% 51% False False
100 391.26 335.69 55.57 14.7% 4.45 1.2% 76% False False
120 391.26 309.35 81.91 21.7% 4.43 1.2% 83% False False
Crabel Price Patterns
NR False
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 0.78
Fibonacci Retracements and Extensions
4.250 388.04
2.618 384.09
1.618 381.67
1.000 380.17
0.618 379.25
HIGH 377.75
0.618 376.83
0.500 376.54
0.382 376.25
LOW 375.33
0.618 373.83
1.000 372.91
1.618 371.41
2.618 368.99
4.250 365.05
Fisher Pivots for day following 21-Jun-1991
Pivot 1 day 3 day
R1 377.31 377.20
PP 376.92 376.71
S1 376.54 376.22

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

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