S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jul-1991
Day Change Summary
Previous Current
09-Jul-1991 10-Jul-1991 Change Change % Previous Week
Open 378.06 376.15 -1.91 -0.5% 371.19
High 378.58 380.35 1.77 0.5% 377.93
Low 375.37 375.20 -0.17 0.0% 371.18
Close 376.11 375.74 -0.37 -0.1% 374.10
Range 3.21 5.15 1.94 60.4% 6.75
ATR 4.15 4.22 0.07 1.7% 0.00
Volume
Daily Pivots for day following 10-Jul-1991
Classic Woodie Camarilla DeMark
R4 392.55 389.29 378.57
R3 387.40 384.14 377.16
R2 382.25 382.25 376.68
R1 378.99 378.99 376.21 378.05
PP 377.10 377.10 377.10 376.62
S1 373.84 373.84 375.27 372.90
S2 371.95 371.95 374.80
S3 366.80 368.69 374.32
S4 361.65 363.54 372.91
Weekly Pivots for week ending 05-Jul-1991
Classic Woodie Camarilla DeMark
R4 394.65 391.13 377.81
R3 387.90 384.38 375.96
R2 381.15 381.15 375.34
R1 377.63 377.63 374.72 379.39
PP 374.40 374.40 374.40 375.29
S1 370.88 370.88 373.48 372.64
S2 367.65 367.65 372.86
S3 360.90 364.13 372.24
S4 354.15 357.38 370.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 380.35 370.92 9.43 2.5% 4.82 1.3% 51% True False
10 380.35 367.98 12.37 3.3% 4.58 1.2% 63% True False
20 382.31 367.98 14.33 3.8% 4.20 1.1% 54% False False
40 389.85 365.83 24.02 6.4% 4.01 1.1% 41% False False
60 391.26 365.83 25.43 6.8% 4.09 1.1% 39% False False
80 391.26 365.58 25.68 6.8% 4.22 1.1% 40% False False
100 391.26 362.19 29.07 7.7% 4.31 1.1% 47% False False
120 391.26 327.08 64.18 17.1% 4.40 1.2% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 402.24
2.618 393.83
1.618 388.68
1.000 385.50
0.618 383.53
HIGH 380.35
0.618 378.38
0.500 377.78
0.382 377.17
LOW 375.20
0.618 372.02
1.000 370.05
1.618 366.87
2.618 361.72
4.250 353.31
Fisher Pivots for day following 10-Jul-1991
Pivot 1 day 3 day
R1 377.78 375.71
PP 377.10 375.67
S1 376.42 375.64

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

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