S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jul-1991
Day Change Summary
Previous Current
02-Jul-1991 03-Jul-1991 Change Change % Previous Week
Open 377.92 377.47 -0.45 -0.1% 377.74
High 377.93 377.47 -0.46 -0.1% 377.74
Low 376.62 372.08 -4.54 -1.2% 367.98
Close 377.47 373.33 -4.14 -1.1% 371.15
Range 1.31 5.39 4.08 311.5% 9.76
ATR 3.95 4.06 0.10 2.6% 0.00
Volume
Daily Pivots for day following 03-Jul-1991
Classic Woodie Camarilla DeMark
R4 390.46 387.29 376.29
R3 385.07 381.90 374.81
R2 379.68 379.68 374.32
R1 376.51 376.51 373.82 375.40
PP 374.29 374.29 374.29 373.74
S1 371.12 371.12 372.84 370.01
S2 368.90 368.90 372.34
S3 363.51 365.73 371.85
S4 358.12 360.34 370.37
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
5 377.93 367.98 9.95 2.7% 4.53 1.2% 54% False False
10 377.93 367.98 9.95 2.7% 4.20 1.1% 54% False False
20 385.85 367.98 17.87 4.8% 3.89 1.0% 30% False False
40 389.85 365.83 24.02 6.4% 4.01 1.1% 31% False False
60 391.26 365.83 25.43 6.8% 4.06 1.1% 29% False False
80 391.26 365.58 25.68 6.9% 4.24 1.1% 30% False False
100 391.26 359.32 31.94 8.6% 4.39 1.2% 44% False False
120 391.26 309.35 81.91 21.9% 4.44 1.2% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 400.38
2.618 391.58
1.618 386.19
1.000 382.86
0.618 380.80
HIGH 377.47
0.618 375.41
0.500 374.78
0.382 374.14
LOW 372.08
0.618 368.75
1.000 366.69
1.618 363.36
2.618 357.97
4.250 349.17
Fisher Pivots for day following 03-Jul-1991
Pivot 1 day 3 day
R1 374.78 374.56
PP 374.29 374.15
S1 373.81 373.74

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

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