S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jul-1991
Day Change Summary
Previous Current
16-Jul-1991 17-Jul-1991 Change Change % Previous Week
Open 382.39 381.31 -1.08 -0.3% 373.84
High 382.94 382.86 -0.08 0.0% 381.41
Low 380.80 381.13 0.33 0.1% 370.92
Close 381.53 381.18 -0.35 -0.1% 380.25
Range 2.14 1.73 -0.41 -19.2% 10.49
ATR 3.94 3.79 -0.16 -4.0% 0.00
Volume
Daily Pivots for day following 17-Jul-1991
Classic Woodie Camarilla DeMark
R4 386.91 385.78 382.13
R3 385.18 384.05 381.66
R2 383.45 383.45 381.50
R1 382.32 382.32 381.34 382.02
PP 381.72 381.72 381.72 381.58
S1 380.59 380.59 381.02 380.29
S2 379.99 379.99 380.86
S3 378.26 378.86 380.70
S4 376.53 377.13 380.23
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
5 383.00 375.51 7.49 2.0% 2.88 0.8% 76% False False
10 383.00 370.92 12.08 3.2% 3.85 1.0% 85% False False
20 383.00 367.98 15.02 3.9% 3.97 1.0% 88% False False
40 389.85 367.98 21.87 5.7% 3.81 1.0% 60% False False
60 389.85 365.83 24.02 6.3% 3.94 1.0% 64% False False
80 391.26 365.83 25.43 6.7% 4.14 1.1% 60% False False
100 391.26 362.19 29.07 7.6% 4.23 1.1% 65% False False
120 391.26 334.20 57.06 15.0% 4.35 1.1% 82% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 390.21
2.618 387.39
1.618 385.66
1.000 384.59
0.618 383.93
HIGH 382.86
0.618 382.20
0.500 382.00
0.382 381.79
LOW 381.13
0.618 380.06
1.000 379.40
1.618 378.33
2.618 376.60
4.250 373.78
Fisher Pivots for day following 17-Jul-1991
Pivot 1 day 3 day
R1 382.00 381.62
PP 381.72 381.47
S1 381.45 381.33

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

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