S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-1991
Day Change Summary
Previous Current
26-Jul-1991 29-Jul-1991 Change Change % Previous Week
Open 380.91 380.93 0.02 0.0% 384.23
High 381.76 383.15 1.39 0.4% 384.86
Low 379.81 380.45 0.64 0.2% 378.15
Close 380.93 383.14 2.21 0.6% 380.93
Range 1.95 2.70 0.75 38.5% 6.71
ATR 3.48 3.42 -0.06 -1.6% 0.00
Volume
Daily Pivots for day following 29-Jul-1991
Classic Woodie Camarilla DeMark
R4 390.35 389.44 384.63
R3 387.65 386.74 383.88
R2 384.95 384.95 383.64
R1 384.04 384.04 383.39 384.50
PP 382.25 382.25 382.25 382.47
S1 381.34 381.34 382.89 381.80
S2 379.55 379.55 382.65
S3 376.85 378.64 382.40
S4 374.15 375.94 381.66
Weekly Pivots for week ending 26-Jul-1991
Classic Woodie Camarilla DeMark
R4 401.44 397.90 384.62
R3 394.73 391.19 382.78
R2 388.02 388.02 382.16
R1 384.48 384.48 381.55 382.90
PP 381.31 381.31 381.31 380.52
S1 377.77 377.77 380.31 376.19
S2 374.60 374.60 379.70
S3 367.89 371.06 379.08
S4 361.18 364.35 377.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 384.86 378.15 6.71 1.8% 3.05 0.8% 74% False False
10 385.83 378.15 7.68 2.0% 2.82 0.7% 65% False False
20 385.83 370.92 14.91 3.9% 3.55 0.9% 82% False False
40 389.81 367.98 21.83 5.7% 3.62 0.9% 69% False False
60 389.85 365.83 24.02 6.3% 3.78 1.0% 72% False False
80 391.26 365.83 25.43 6.6% 3.98 1.0% 68% False False
100 391.26 365.58 25.68 6.7% 4.05 1.1% 68% False False
120 391.26 349.58 41.68 10.9% 4.30 1.1% 81% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 394.63
2.618 390.22
1.618 387.52
1.000 385.85
0.618 384.82
HIGH 383.15
0.618 382.12
0.500 381.80
0.382 381.48
LOW 380.45
0.618 378.78
1.000 377.75
1.618 376.08
2.618 373.38
4.250 368.98
Fisher Pivots for day following 29-Jul-1991
Pivot 1 day 3 day
R1 382.69 382.31
PP 382.25 381.48
S1 381.80 380.65

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

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