S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-1991
Day Change Summary
Previous Current
28-Jun-1991 01-Jul-1991 Change Change % Previous Week
Open 373.74 371.19 -2.55 -0.7% 377.74
High 374.40 377.92 3.52 0.9% 377.74
Low 367.98 371.18 3.20 0.9% 367.98
Close 371.15 377.92 6.77 1.8% 371.15
Range 6.42 6.74 0.32 5.0% 9.76
ATR 3.96 4.16 0.20 5.1% 0.00
Volume
Daily Pivots for day following 01-Jul-1991
Classic Woodie Camarilla DeMark
R4 395.89 393.65 381.63
R3 389.15 386.91 379.77
R2 382.41 382.41 379.16
R1 380.17 380.17 378.54 381.29
PP 375.67 375.67 375.67 376.24
S1 373.43 373.43 377.30 374.55
S2 368.93 368.93 376.68
S3 362.19 366.69 376.07
S4 355.45 359.95 374.21
Weekly Pivots for week ending 28-Jun-1991
Classic Woodie Camarilla DeMark
R4 401.57 396.12 376.52
R3 391.81 386.36 373.83
R2 382.05 382.05 372.94
R1 376.60 376.60 372.04 374.45
PP 372.29 372.29 372.29 371.21
S1 366.84 366.84 370.26 364.69
S2 362.53 362.53 369.36
S3 352.77 357.08 368.47
S4 343.01 347.32 365.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 377.92 367.98 9.94 2.6% 4.68 1.2% 100% True False
10 381.83 367.98 13.85 3.7% 4.33 1.1% 72% False False
20 388.23 367.98 20.25 5.4% 3.89 1.0% 49% False False
40 389.85 365.83 24.02 6.4% 4.01 1.1% 50% False False
60 391.26 365.83 25.43 6.7% 4.11 1.1% 48% False False
80 391.26 365.58 25.68 6.8% 4.24 1.1% 48% False False
100 391.26 355.53 35.73 9.5% 4.44 1.2% 63% False False
120 391.26 309.35 81.91 21.7% 4.43 1.2% 84% 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 0.83
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 406.57
2.618 395.57
1.618 388.83
1.000 384.66
0.618 382.09
HIGH 377.92
0.618 375.35
0.500 374.55
0.382 373.75
LOW 371.18
0.618 367.01
1.000 364.44
1.618 360.27
2.618 353.53
4.250 342.54
Fisher Pivots for day following 01-Jul-1991
Pivot 1 day 3 day
R1 376.80 376.26
PP 375.67 374.61
S1 374.55 372.95

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

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