S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jul-1991
Day Change Summary
Previous Current
22-Jul-1991 23-Jul-1991 Change Change % Previous Week
Open 384.23 382.88 -1.35 -0.4% 380.24
High 384.55 384.86 0.31 0.1% 385.83
Low 381.84 379.39 -2.45 -0.6% 380.24
Close 382.88 379.42 -3.46 -0.9% 384.20
Range 2.71 5.47 2.76 101.8% 5.59
ATR 3.63 3.76 0.13 3.6% 0.00
Volume
Daily Pivots for day following 23-Jul-1991
Classic Woodie Camarilla DeMark
R4 397.63 394.00 382.43
R3 392.16 388.53 380.92
R2 386.69 386.69 380.42
R1 383.06 383.06 379.92 382.14
PP 381.22 381.22 381.22 380.77
S1 377.59 377.59 378.92 376.67
S2 375.75 375.75 378.42
S3 370.28 372.12 377.92
S4 364.81 366.65 376.41
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
5 385.83 379.39 6.44 1.7% 3.26 0.9% 0% False True
10 385.83 375.20 10.63 2.8% 3.41 0.9% 40% False False
20 385.83 367.98 17.85 4.7% 3.89 1.0% 64% False False
40 389.85 367.98 21.87 5.8% 3.82 1.0% 52% False False
60 389.85 365.83 24.02 6.3% 3.94 1.0% 57% False False
80 391.26 365.83 25.43 6.7% 4.12 1.1% 53% False False
100 391.26 363.73 27.53 7.3% 4.18 1.1% 57% False False
120 391.26 340.37 50.89 13.4% 4.38 1.2% 77% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 408.11
2.618 399.18
1.618 393.71
1.000 390.33
0.618 388.24
HIGH 384.86
0.618 382.77
0.500 382.13
0.382 381.48
LOW 379.39
0.618 376.01
1.000 373.92
1.618 370.54
2.618 365.07
4.250 356.14
Fisher Pivots for day following 23-Jul-1991
Pivot 1 day 3 day
R1 382.13 382.61
PP 381.22 381.55
S1 380.32 380.48

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

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