S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jul-1991
Day Change Summary
Previous Current
29-Jul-1991 30-Jul-1991 Change Change % Previous Week
Open 380.93 383.41 2.48 0.7% 384.23
High 383.15 386.92 3.77 1.0% 384.86
Low 380.45 383.15 2.70 0.7% 378.15
Close 383.14 386.69 3.55 0.9% 380.93
Range 2.70 3.77 1.07 39.6% 6.71
ATR 3.42 3.45 0.03 0.7% 0.00
Volume
Daily Pivots for day following 30-Jul-1991
Classic Woodie Camarilla DeMark
R4 396.90 395.56 388.76
R3 393.13 391.79 387.73
R2 389.36 389.36 387.38
R1 388.02 388.02 387.04 388.69
PP 385.59 385.59 385.59 385.92
S1 384.25 384.25 386.34 384.92
S2 381.82 381.82 386.00
S3 378.05 380.48 385.65
S4 374.28 376.71 384.62
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
5 386.92 378.15 8.77 2.3% 2.71 0.7% 97% True False
10 386.92 378.15 8.77 2.3% 2.99 0.8% 97% True False
20 386.92 370.92 16.00 4.1% 3.40 0.9% 99% True False
40 388.23 367.98 20.25 5.2% 3.64 0.9% 92% False False
60 389.85 365.83 24.02 6.2% 3.80 1.0% 87% False False
80 391.26 365.83 25.43 6.6% 3.94 1.0% 82% False False
100 391.26 365.58 25.68 6.6% 4.07 1.1% 82% False False
120 391.26 355.53 35.73 9.2% 4.27 1.1% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 402.94
2.618 396.79
1.618 393.02
1.000 390.69
0.618 389.25
HIGH 386.92
0.618 385.48
0.500 385.04
0.382 384.59
LOW 383.15
0.618 380.82
1.000 379.38
1.618 377.05
2.618 373.28
4.250 367.13
Fisher Pivots for day following 30-Jul-1991
Pivot 1 day 3 day
R1 386.14 385.58
PP 385.59 384.47
S1 385.04 383.37

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

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