S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Aug-1991
Day Change Summary
Previous Current
07-Aug-1991 08-Aug-1991 Change Change % Previous Week
Open 390.62 390.56 -0.06 0.0% 380.93
High 391.59 391.80 0.21 0.1% 389.56
Low 389.86 388.15 -1.71 -0.4% 380.45
Close 390.56 389.32 -1.24 -0.3% 387.18
Range 1.73 3.65 1.92 111.0% 9.11
ATR 3.29 3.32 0.03 0.8% 0.00
Volume
Daily Pivots for day following 08-Aug-1991
Classic Woodie Camarilla DeMark
R4 400.71 398.66 391.33
R3 397.06 395.01 390.32
R2 393.41 393.41 389.99
R1 391.36 391.36 389.65 390.56
PP 389.76 389.76 389.76 389.36
S1 387.71 387.71 388.99 386.91
S2 386.11 386.11 388.65
S3 382.46 384.06 388.32
S4 378.81 380.41 387.31
Weekly Pivots for week ending 02-Aug-1991
Classic Woodie Camarilla DeMark
R4 413.06 409.23 392.19
R3 403.95 400.12 389.69
R2 394.84 394.84 388.85
R1 391.01 391.01 388.02 392.93
PP 385.73 385.73 385.73 386.69
S1 381.90 381.90 386.34 383.82
S2 376.62 376.62 385.51
S3 367.51 372.79 384.67
S4 358.40 363.68 382.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391.80 384.29 7.51 1.9% 3.62 0.9% 67% True False
10 391.80 379.81 11.99 3.1% 2.96 0.8% 79% True False
20 391.80 375.79 16.01 4.1% 3.08 0.8% 85% True False
40 391.80 367.98 23.82 6.1% 3.53 0.9% 90% True False
60 391.80 365.83 25.97 6.7% 3.64 0.9% 90% True False
80 391.80 365.83 25.97 6.7% 3.77 1.0% 90% True False
100 391.80 365.58 26.22 6.7% 3.96 1.0% 91% True False
120 391.80 362.19 29.61 7.6% 4.08 1.0% 92% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 407.31
2.618 401.36
1.618 397.71
1.000 395.45
0.618 394.06
HIGH 391.80
0.618 390.41
0.500 389.98
0.382 389.54
LOW 388.15
0.618 385.89
1.000 384.50
1.618 382.24
2.618 378.59
4.250 372.64
Fisher Pivots for day following 08-Aug-1991
Pivot 1 day 3 day
R1 389.98 388.90
PP 389.76 388.47
S1 389.54 388.05

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

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