S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jul-1991
Day Change Summary
Previous Current
01-Jul-1991 02-Jul-1991 Change Change % Previous Week
Open 371.19 377.92 6.73 1.8% 377.74
High 377.92 377.93 0.01 0.0% 377.74
Low 371.18 376.62 5.44 1.5% 367.98
Close 377.92 377.47 -0.45 -0.1% 371.15
Range 6.74 1.31 -5.43 -80.6% 9.76
ATR 4.16 3.95 -0.20 -4.9% 0.00
Volume
Daily Pivots for day following 02-Jul-1991
Classic Woodie Camarilla DeMark
R4 381.27 380.68 378.19
R3 379.96 379.37 377.83
R2 378.65 378.65 377.71
R1 378.06 378.06 377.59 377.70
PP 377.34 377.34 377.34 377.16
S1 376.75 376.75 377.35 376.39
S2 376.03 376.03 377.23
S3 374.72 375.44 377.11
S4 373.41 374.13 376.75
Weekly Pivots for week ending 28-Jun-1991
Classic Woodie Camarilla DeMark
R4 401.57 396.12 376.52
R3 391.81 386.36 373.83
R2 382.05 382.05 372.94
R1 376.60 376.60 372.04 374.45
PP 372.29 372.29 372.29 371.21
S1 366.84 366.84 370.26 364.69
S2 362.53 362.53 369.36
S3 352.77 357.08 368.47
S4 343.01 347.32 365.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 377.93 367.98 9.95 2.6% 4.33 1.1% 95% True False
10 378.57 367.98 10.59 2.8% 4.08 1.1% 90% False False
20 388.23 367.98 20.25 5.4% 3.81 1.0% 47% False False
40 389.85 365.83 24.02 6.4% 3.97 1.1% 48% False False
60 391.26 365.83 25.43 6.7% 4.07 1.1% 46% False False
80 391.26 365.58 25.68 6.8% 4.20 1.1% 46% False False
100 391.26 356.02 35.24 9.3% 4.37 1.2% 61% False False
120 391.26 309.35 81.91 21.7% 4.41 1.2% 83% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.66
Narrowest range in 252 trading days
Fibonacci Retracements and Extensions
4.250 383.50
2.618 381.36
1.618 380.05
1.000 379.24
0.618 378.74
HIGH 377.93
0.618 377.43
0.500 377.28
0.382 377.12
LOW 376.62
0.618 375.81
1.000 375.31
1.618 374.50
2.618 373.19
4.250 371.05
Fisher Pivots for day following 02-Jul-1991
Pivot 1 day 3 day
R1 377.41 375.97
PP 377.34 374.46
S1 377.28 372.96

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

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