S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jul-1991
Day Change Summary
Previous Current
23-Jul-1991 24-Jul-1991 Change Change % Previous Week
Open 382.88 379.70 -3.18 -0.8% 380.24
High 384.86 380.46 -4.40 -1.1% 385.83
Low 379.39 378.29 -1.10 -0.3% 380.24
Close 379.42 378.64 -0.78 -0.2% 384.20
Range 5.47 2.17 -3.30 -60.3% 5.59
ATR 3.76 3.65 -0.11 -3.0% 0.00
Volume
Daily Pivots for day following 24-Jul-1991
Classic Woodie Camarilla DeMark
R4 385.64 384.31 379.83
R3 383.47 382.14 379.24
R2 381.30 381.30 379.04
R1 379.97 379.97 378.84 379.55
PP 379.13 379.13 379.13 378.92
S1 377.80 377.80 378.44 377.38
S2 376.96 376.96 378.24
S3 374.79 375.63 378.04
S4 372.62 373.46 377.45
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
5 385.83 378.29 7.54 2.0% 3.34 0.9% 5% False True
10 385.83 375.51 10.32 2.7% 3.11 0.8% 30% False False
20 385.83 367.98 17.85 4.7% 3.85 1.0% 60% False False
40 389.85 367.98 21.87 5.8% 3.75 1.0% 49% False False
60 389.85 365.83 24.02 6.3% 3.86 1.0% 53% False False
80 391.26 365.83 25.43 6.7% 4.08 1.1% 50% False False
100 391.26 365.58 25.68 6.8% 4.14 1.1% 51% False False
120 391.26 340.37 50.89 13.4% 4.37 1.2% 75% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 389.68
2.618 386.14
1.618 383.97
1.000 382.63
0.618 381.80
HIGH 380.46
0.618 379.63
0.500 379.38
0.382 379.12
LOW 378.29
0.618 376.95
1.000 376.12
1.618 374.78
2.618 372.61
4.250 369.07
Fisher Pivots for day following 24-Jul-1991
Pivot 1 day 3 day
R1 379.38 381.58
PP 379.13 380.60
S1 378.89 379.62

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

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