S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-1980
Day Change Summary
Previous Current
30-Jun-1980 01-Jul-1980 Change Change % Previous Week
Open 114.61 114.64 0.03 0.0% 114.38
High 116.04 115.45 -0.59 -0.5% 117.98
Low 113.55 113.54 -0.01 0.0% 113.35
Close 114.24 114.93 0.69 0.6% 116.00
Range 2.49 1.91 -0.58 -23.3% 4.63
ATR 2.29 2.26 -0.03 -1.2% 0.00
Volume
Daily Pivots for day following 01-Jul-1980
Classic Woodie Camarilla DeMark
R4 120.37 119.56 115.98
R3 118.46 117.65 115.46
R2 116.55 116.55 115.28
R1 115.74 115.74 115.11 116.15
PP 114.64 114.64 114.64 114.84
S1 113.83 113.83 114.75 114.24
S2 112.73 112.73 114.58
S3 110.82 111.92 114.40
S4 108.91 110.01 113.88
Weekly Pivots for week ending 27-Jun-1980
Classic Woodie Camarilla DeMark
R4 129.67 127.46 118.55
R3 125.04 122.83 117.27
R2 120.41 120.41 116.85
R1 118.20 118.20 116.42 119.31
PP 115.78 115.78 115.78 116.33
S1 113.57 113.57 115.58 114.68
S2 111.15 111.15 115.15
S3 106.52 108.94 114.73
S4 101.89 104.31 113.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.98 113.54 4.44 3.9% 2.19 1.9% 31% False True
10 117.98 113.12 4.86 4.2% 2.12 1.8% 37% False False
20 118.02 110.22 7.80 6.8% 2.29 2.0% 60% False False
40 118.02 103.50 14.52 12.6% 2.17 1.9% 79% False False
60 118.02 98.95 19.07 16.6% 2.21 1.9% 84% False False
80 118.02 94.23 23.79 20.7% 2.37 2.1% 87% False False
100 120.22 94.23 25.99 22.6% 2.46 2.1% 80% False False
120 120.22 94.23 25.99 22.6% 2.45 2.1% 80% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.86
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.57
2.618 120.45
1.618 118.54
1.000 117.36
0.618 116.63
HIGH 115.45
0.618 114.72
0.500 114.50
0.382 114.27
LOW 113.54
0.618 112.36
1.000 111.63
1.618 110.45
2.618 108.54
4.250 105.42
Fisher Pivots for day following 01-Jul-1980
Pivot 1 day 3 day
R1 114.79 115.24
PP 114.64 115.13
S1 114.50 115.03

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

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