S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jun-1991
Day Change Summary
Previous Current
21-Jun-1991 24-Jun-1991 Change Change % Previous Week
Open 375.43 377.74 2.31 0.6% 381.47
High 377.75 377.74 -0.01 0.0% 382.31
Low 375.33 370.73 -4.60 -1.2% 373.87
Close 377.69 370.94 -6.75 -1.8% 377.69
Range 2.42 7.01 4.59 189.7% 8.44
ATR 3.61 3.85 0.24 6.7% 0.00
Volume
Daily Pivots for day following 24-Jun-1991
Classic Woodie Camarilla DeMark
R4 394.17 389.56 374.80
R3 387.16 382.55 372.87
R2 380.15 380.15 372.23
R1 375.54 375.54 371.58 374.34
PP 373.14 373.14 373.14 372.54
S1 368.53 368.53 370.30 367.33
S2 366.13 366.13 369.65
S3 359.12 361.52 369.01
S4 352.11 354.51 367.08
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
5 381.83 370.73 11.10 3.0% 3.98 1.1% 2% False True
10 382.31 370.73 11.58 3.1% 3.82 1.0% 2% False True
20 389.85 370.73 19.12 5.2% 3.75 1.0% 1% False True
40 389.85 365.83 24.02 6.5% 3.97 1.1% 21% False False
60 391.26 365.83 25.43 6.9% 4.19 1.1% 20% False False
80 391.26 363.73 27.53 7.4% 4.26 1.1% 26% False False
100 391.26 340.37 50.89 13.7% 4.47 1.2% 60% False False
120 391.26 309.35 81.91 22.1% 4.45 1.2% 75% 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 0.74
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 407.53
2.618 396.09
1.618 389.08
1.000 384.75
0.618 382.07
HIGH 377.74
0.618 375.06
0.500 374.24
0.382 373.41
LOW 370.73
0.618 366.40
1.000 363.72
1.618 359.39
2.618 352.38
4.250 340.94
Fisher Pivots for day following 24-Jun-1991
Pivot 1 day 3 day
R1 374.24 374.24
PP 373.14 373.14
S1 372.04 372.04

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

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