S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jul-1991
Day Change Summary
Previous Current
19-Jul-1991 22-Jul-1991 Change Change % Previous Week
Open 385.38 384.23 -1.15 -0.3% 380.24
High 385.83 384.55 -1.28 -0.3% 385.83
Low 383.65 381.84 -1.81 -0.5% 380.24
Close 384.20 382.88 -1.32 -0.3% 384.20
Range 2.18 2.71 0.53 24.3% 5.59
ATR 3.70 3.63 -0.07 -1.9% 0.00
Volume
Daily Pivots for day following 22-Jul-1991
Classic Woodie Camarilla DeMark
R4 391.22 389.76 384.37
R3 388.51 387.05 383.63
R2 385.80 385.80 383.38
R1 384.34 384.34 383.13 383.72
PP 383.09 383.09 383.09 382.78
S1 381.63 381.63 382.63 381.01
S2 380.38 380.38 382.38
S3 377.67 378.92 382.13
S4 374.96 376.21 381.39
Weekly Pivots for week ending 19-Jul-1991
Classic Woodie Camarilla DeMark
R4 400.19 397.79 387.27
R3 394.60 392.20 385.74
R2 389.01 389.01 385.22
R1 386.61 386.61 384.71 387.81
PP 383.42 383.42 383.42 384.03
S1 381.02 381.02 383.69 382.22
S2 377.83 377.83 383.18
S3 372.24 375.43 382.66
S4 366.65 369.84 381.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 385.83 380.80 5.03 1.3% 2.59 0.7% 41% False False
10 385.83 375.20 10.63 2.8% 3.19 0.8% 72% False False
20 385.83 367.98 17.85 4.7% 3.97 1.0% 83% False False
40 389.85 367.98 21.87 5.7% 3.76 1.0% 68% False False
60 389.85 365.83 24.02 6.3% 3.91 1.0% 71% False False
80 391.26 365.83 25.43 6.6% 4.07 1.1% 67% False False
100 391.26 363.73 27.53 7.2% 4.17 1.1% 70% False False
120 391.26 335.69 55.57 14.5% 4.37 1.1% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 396.07
2.618 391.64
1.618 388.93
1.000 387.26
0.618 386.22
HIGH 384.55
0.618 383.51
0.500 383.20
0.382 382.88
LOW 381.84
0.618 380.17
1.000 379.13
1.618 377.46
2.618 374.75
4.250 370.32
Fisher Pivots for day following 22-Jul-1991
Pivot 1 day 3 day
R1 383.20 383.51
PP 383.09 383.30
S1 382.99 383.09

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

View Archives - Comment on this page... - Back to Index of Symbols