S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jul-1991
Day Change Summary
Previous Current
15-Jul-1991 16-Jul-1991 Change Change % Previous Week
Open 380.24 382.39 2.15 0.6% 373.84
High 383.00 382.94 -0.06 0.0% 381.41
Low 380.24 380.80 0.56 0.1% 370.92
Close 382.39 381.53 -0.86 -0.2% 380.25
Range 2.76 2.14 -0.62 -22.5% 10.49
ATR 4.08 3.94 -0.14 -3.4% 0.00
Volume
Daily Pivots for day following 16-Jul-1991
Classic Woodie Camarilla DeMark
R4 388.18 386.99 382.71
R3 386.04 384.85 382.12
R2 383.90 383.90 381.92
R1 382.71 382.71 381.73 382.24
PP 381.76 381.76 381.76 381.52
S1 380.57 380.57 381.33 380.10
S2 379.62 379.62 381.14
S3 377.48 378.43 380.94
S4 375.34 376.29 380.35
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
5 383.00 375.20 7.80 2.0% 3.57 0.9% 81% False False
10 383.00 370.92 12.08 3.2% 3.81 1.0% 88% False False
20 383.00 367.98 15.02 3.9% 4.07 1.1% 90% False False
40 389.85 367.98 21.87 5.7% 3.82 1.0% 62% False False
60 389.85 365.83 24.02 6.3% 3.98 1.0% 65% False False
80 391.26 365.58 25.68 6.7% 4.15 1.1% 62% False False
100 391.26 362.19 29.07 7.6% 4.28 1.1% 67% False False
120 391.26 330.19 61.07 16.0% 4.38 1.1% 84% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 392.04
2.618 388.54
1.618 386.40
1.000 385.08
0.618 384.26
HIGH 382.94
0.618 382.12
0.500 381.87
0.382 381.62
LOW 380.80
0.618 379.48
1.000 378.66
1.618 377.34
2.618 375.20
4.250 371.71
Fisher Pivots for day following 16-Jul-1991
Pivot 1 day 3 day
R1 381.87 380.82
PP 381.76 380.11
S1 381.64 379.40

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

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