S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jun-1991
Day Change Summary
Previous Current
24-Jun-1991 25-Jun-1991 Change Change % Previous Week
Open 377.74 370.94 -6.80 -1.8% 381.47
High 377.74 372.62 -5.12 -1.4% 382.31
Low 370.73 369.56 -1.17 -0.3% 373.87
Close 370.94 370.66 -0.28 -0.1% 377.69
Range 7.01 3.06 -3.95 -56.3% 8.44
ATR 3.85 3.80 -0.06 -1.5% 0.00
Volume
Daily Pivots for day following 25-Jun-1991
Classic Woodie Camarilla DeMark
R4 380.13 378.45 372.34
R3 377.07 375.39 371.50
R2 374.01 374.01 371.22
R1 372.33 372.33 370.94 371.64
PP 370.95 370.95 370.95 370.60
S1 369.27 369.27 370.38 368.58
S2 367.89 367.89 370.10
S3 364.83 366.21 369.82
S4 361.77 363.15 368.98
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
5 378.57 369.56 9.01 2.4% 3.82 1.0% 12% False True
10 382.31 369.56 12.75 3.4% 3.82 1.0% 9% False True
20 389.85 369.56 20.29 5.5% 3.65 1.0% 5% False True
40 389.85 365.83 24.02 6.5% 3.86 1.0% 20% False False
60 391.26 365.83 25.43 6.9% 4.16 1.1% 19% False False
80 391.26 365.58 25.68 6.9% 4.21 1.1% 20% 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% 4.44 1.2% 75% 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 0.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 385.63
2.618 380.63
1.618 377.57
1.000 375.68
0.618 374.51
HIGH 372.62
0.618 371.45
0.500 371.09
0.382 370.73
LOW 369.56
0.618 367.67
1.000 366.50
1.618 364.61
2.618 361.55
4.250 356.56
Fisher Pivots for day following 25-Jun-1991
Pivot 1 day 3 day
R1 371.09 373.66
PP 370.95 372.66
S1 370.80 371.66

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

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