S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-May-1991
Day Change Summary
Previous Current
20-May-1991 21-May-1991 Change Change % Previous Week
Open 372.39 372.28 -0.11 0.0% 375.74
High 373.65 376.66 3.01 0.8% 377.02
Low 371.26 372.28 1.02 0.3% 365.83
Close 372.28 375.35 3.07 0.8% 372.39
Range 2.39 4.38 1.99 83.3% 11.19
ATR 4.33 4.34 0.00 0.1% 0.00
Volume
Daily Pivots for day following 21-May-1991
Classic Woodie Camarilla DeMark
R4 387.90 386.01 377.76
R3 383.52 381.63 376.55
R2 379.14 379.14 376.15
R1 377.25 377.25 375.75 378.20
PP 374.76 374.76 374.76 375.24
S1 372.87 372.87 374.95 373.82
S2 370.38 370.38 374.55
S3 366.00 368.49 374.15
S4 361.62 364.11 372.94
Weekly Pivots for week ending 17-May-1991
Classic Woodie Camarilla DeMark
R4 405.32 400.04 378.54
R3 394.13 388.85 375.47
R2 382.94 382.94 374.44
R1 377.66 377.66 373.42 374.71
PP 371.75 371.75 371.75 370.27
S1 366.47 366.47 371.36 363.52
S2 360.56 360.56 370.34
S3 349.37 355.28 369.31
S4 338.18 344.09 366.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376.66 365.83 10.83 2.9% 4.18 1.1% 88% True False
10 383.91 365.83 18.08 4.8% 4.57 1.2% 53% False False
20 383.91 365.83 18.08 4.8% 4.24 1.1% 53% False False
40 391.26 365.83 25.43 6.8% 4.49 1.2% 37% False False
60 391.26 362.19 29.07 7.7% 4.51 1.2% 45% False False
80 391.26 334.26 57.00 15.2% 4.64 1.2% 72% False False
100 391.26 309.35 81.91 21.8% 4.58 1.2% 81% False False
120 391.26 309.35 81.91 21.8% 4.39 1.2% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 395.28
2.618 388.13
1.618 383.75
1.000 381.04
0.618 379.37
HIGH 376.66
0.618 374.99
0.500 374.47
0.382 373.95
LOW 372.28
0.618 369.57
1.000 367.90
1.618 365.19
2.618 360.81
4.250 353.67
Fisher Pivots for day following 21-May-1991
Pivot 1 day 3 day
R1 375.06 374.58
PP 374.76 373.82
S1 374.47 373.05

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

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