S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jun-1991
Day Change Summary
Previous Current
26-Jun-1991 27-Jun-1991 Change Change % Previous Week
Open 370.63 371.59 0.96 0.3% 381.47
High 372.73 374.40 1.67 0.4% 382.31
Low 368.34 371.59 3.25 0.9% 373.87
Close 371.58 374.40 2.82 0.8% 377.69
Range 4.39 2.81 -1.58 -36.0% 8.44
ATR 3.84 3.77 -0.07 -1.9% 0.00
Volume
Daily Pivots for day following 27-Jun-1991
Classic Woodie Camarilla DeMark
R4 381.89 380.96 375.95
R3 379.08 378.15 375.17
R2 376.27 376.27 374.92
R1 375.34 375.34 374.66 375.81
PP 373.46 373.46 373.46 373.70
S1 372.53 372.53 374.14 373.00
S2 370.65 370.65 373.88
S3 367.84 369.72 373.63
S4 365.03 366.91 372.85
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
5 377.75 368.34 9.41 2.5% 3.94 1.1% 64% False False
10 382.31 368.34 13.97 3.7% 3.70 1.0% 43% False False
20 389.85 368.34 21.51 5.7% 3.61 1.0% 28% False False
40 389.85 365.83 24.02 6.4% 3.79 1.0% 36% False False
60 391.26 365.83 25.43 6.8% 4.09 1.1% 34% False False
80 391.26 365.58 25.68 6.9% 4.16 1.1% 34% False False
100 391.26 347.21 44.05 11.8% 4.44 1.2% 62% False False
120 391.26 309.35 81.91 21.9% 4.43 1.2% 79% False False
Crabel Price Patterns
NR True
NR4 True
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 1.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 386.34
2.618 381.76
1.618 378.95
1.000 377.21
0.618 376.14
HIGH 374.40
0.618 373.33
0.500 373.00
0.382 372.66
LOW 371.59
0.618 369.85
1.000 368.78
1.618 367.04
2.618 364.23
4.250 359.65
Fisher Pivots for day following 27-Jun-1991
Pivot 1 day 3 day
R1 373.93 373.39
PP 373.46 372.38
S1 373.00 371.37

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

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