S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jul-1991
Day Change Summary
Previous Current
17-Jul-1991 18-Jul-1991 Change Change % Previous Week
Open 381.31 381.34 0.03 0.0% 373.84
High 382.86 385.37 2.51 0.7% 381.41
Low 381.13 381.18 0.05 0.0% 370.92
Close 381.18 385.37 4.19 1.1% 380.25
Range 1.73 4.19 2.46 142.2% 10.49
ATR 3.79 3.81 0.03 0.8% 0.00
Volume
Daily Pivots for day following 18-Jul-1991
Classic Woodie Camarilla DeMark
R4 396.54 395.15 387.67
R3 392.35 390.96 386.52
R2 388.16 388.16 386.14
R1 386.77 386.77 385.75 387.47
PP 383.97 383.97 383.97 384.32
S1 382.58 382.58 384.99 383.28
S2 379.78 379.78 384.60
S3 375.59 378.39 384.22
S4 371.40 374.20 383.07
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
5 385.37 375.79 9.58 2.5% 3.29 0.9% 100% True False
10 385.37 370.92 14.45 3.7% 3.73 1.0% 100% True False
20 385.37 367.98 17.39 4.5% 3.97 1.0% 100% True False
40 389.85 367.98 21.87 5.7% 3.80 1.0% 80% False False
60 389.85 365.83 24.02 6.2% 3.95 1.0% 81% False False
80 391.26 365.83 25.43 6.6% 4.15 1.1% 77% False False
100 391.26 362.19 29.07 7.5% 4.22 1.1% 80% False False
120 391.26 334.26 57.00 14.8% 4.36 1.1% 90% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 403.18
2.618 396.34
1.618 392.15
1.000 389.56
0.618 387.96
HIGH 385.37
0.618 383.77
0.500 383.28
0.382 382.78
LOW 381.18
0.618 378.59
1.000 376.99
1.618 374.40
2.618 370.21
4.250 363.37
Fisher Pivots for day following 18-Jul-1991
Pivot 1 day 3 day
R1 384.67 384.61
PP 383.97 383.85
S1 383.28 383.09

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

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