S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jul-1991
Day Change Summary
Previous Current
11-Jul-1991 12-Jul-1991 Change Change % Previous Week
Open 375.73 376.97 1.24 0.3% 373.84
High 377.68 381.41 3.73 1.0% 381.41
Low 375.51 375.79 0.28 0.1% 370.92
Close 376.97 380.25 3.28 0.9% 380.25
Range 2.17 5.62 3.45 159.0% 10.49
ATR 4.07 4.18 0.11 2.7% 0.00
Volume
Daily Pivots for day following 12-Jul-1991
Classic Woodie Camarilla DeMark
R4 396.01 393.75 383.34
R3 390.39 388.13 381.80
R2 384.77 384.77 381.28
R1 382.51 382.51 380.77 383.64
PP 379.15 379.15 379.15 379.72
S1 376.89 376.89 379.73 378.02
S2 373.53 373.53 379.22
S3 367.91 371.27 378.70
S4 362.29 365.65 377.16
Weekly Pivots for week ending 12-Jul-1991
Classic Woodie Camarilla DeMark
R4 409.00 405.11 386.02
R3 398.51 394.62 383.13
R2 388.02 388.02 382.17
R1 384.13 384.13 381.21 386.08
PP 377.53 377.53 377.53 378.50
S1 373.64 373.64 379.29 375.59
S2 367.04 367.04 378.33
S3 356.55 363.15 377.37
S4 346.06 352.66 374.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 381.41 370.92 10.49 2.8% 4.63 1.2% 89% True False
10 381.41 367.98 13.43 3.5% 4.64 1.2% 91% True False
20 382.31 367.98 14.33 3.8% 4.17 1.1% 86% False False
40 389.85 367.98 21.87 5.8% 3.89 1.0% 56% False False
60 390.97 365.83 25.14 6.6% 4.02 1.1% 57% False False
80 391.26 365.58 25.68 6.8% 4.19 1.1% 57% False False
100 391.26 362.19 29.07 7.6% 4.31 1.1% 62% False False
120 391.26 327.83 63.43 16.7% 4.40 1.2% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.69
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 405.30
2.618 396.12
1.618 390.50
1.000 387.03
0.618 384.88
HIGH 381.41
0.618 379.26
0.500 378.60
0.382 377.94
LOW 375.79
0.618 372.32
1.000 370.17
1.618 366.70
2.618 361.08
4.250 351.91
Fisher Pivots for day following 12-Jul-1991
Pivot 1 day 3 day
R1 379.70 379.60
PP 379.15 378.95
S1 378.60 378.31

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

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