S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jul-1991
Day Change Summary
Previous Current
03-Jul-1991 05-Jul-1991 Change Change % Previous Week
Open 377.47 372.60 -4.87 -1.3% 371.19
High 377.47 375.51 -1.96 -0.5% 377.93
Low 372.08 372.17 0.09 0.0% 371.18
Close 373.33 374.10 0.77 0.2% 374.10
Range 5.39 3.34 -2.05 -38.0% 6.75
ATR 4.06 4.01 -0.05 -1.3% 0.00
Volume
Daily Pivots for day following 05-Jul-1991
Classic Woodie Camarilla DeMark
R4 383.95 382.36 375.94
R3 380.61 379.02 375.02
R2 377.27 377.27 374.71
R1 375.68 375.68 374.41 376.48
PP 373.93 373.93 373.93 374.32
S1 372.34 372.34 373.79 373.14
S2 370.59 370.59 373.49
S3 367.25 369.00 373.18
S4 363.91 365.66 372.26
Weekly Pivots for week ending 05-Jul-1991
Classic Woodie Camarilla DeMark
R4 394.65 391.13 377.81
R3 387.90 384.38 375.96
R2 381.15 381.15 375.34
R1 377.63 377.63 374.72 379.39
PP 374.40 374.40 374.40 375.29
S1 370.88 370.88 373.48 372.64
S2 367.65 367.65 372.86
S3 360.90 364.13 372.24
S4 354.15 357.38 370.39
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% 4.64 1.2% 62% False False
10 377.93 367.98 9.95 2.7% 4.29 1.1% 62% False False
20 383.63 367.98 15.65 4.2% 3.92 1.0% 39% False False
40 389.85 365.83 24.02 6.4% 4.02 1.1% 34% False False
60 391.26 365.83 25.43 6.8% 4.05 1.1% 33% False False
80 391.26 365.58 25.68 6.9% 4.22 1.1% 33% False False
100 391.26 362.19 29.07 7.8% 4.33 1.2% 41% False False
120 391.26 311.84 79.42 21.2% 4.42 1.2% 78% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 389.71
2.618 384.25
1.618 380.91
1.000 378.85
0.618 377.57
HIGH 375.51
0.618 374.23
0.500 373.84
0.382 373.45
LOW 372.17
0.618 370.11
1.000 368.83
1.618 366.77
2.618 363.43
4.250 357.98
Fisher Pivots for day following 05-Jul-1991
Pivot 1 day 3 day
R1 374.01 375.01
PP 373.93 374.70
S1 373.84 374.40

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

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