S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jul-1991
Day Change Summary
Previous Current
10-Jul-1991 11-Jul-1991 Change Change % Previous Week
Open 376.15 375.73 -0.42 -0.1% 371.19
High 380.35 377.68 -2.67 -0.7% 377.93
Low 375.20 375.51 0.31 0.1% 371.18
Close 375.74 376.97 1.23 0.3% 374.10
Range 5.15 2.17 -2.98 -57.9% 6.75
ATR 4.22 4.07 -0.15 -3.5% 0.00
Volume
Daily Pivots for day following 11-Jul-1991
Classic Woodie Camarilla DeMark
R4 383.23 382.27 378.16
R3 381.06 380.10 377.57
R2 378.89 378.89 377.37
R1 377.93 377.93 377.17 378.41
PP 376.72 376.72 376.72 376.96
S1 375.76 375.76 376.77 376.24
S2 374.55 374.55 376.57
S3 372.38 373.59 376.37
S4 370.21 371.42 375.78
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
5 380.35 370.92 9.43 2.5% 4.18 1.1% 64% False False
10 380.35 367.98 12.37 3.3% 4.36 1.2% 73% False False
20 382.31 367.98 14.33 3.8% 3.98 1.1% 63% False False
40 389.85 365.83 24.02 6.4% 3.91 1.0% 46% False False
60 391.26 365.83 25.43 6.7% 4.00 1.1% 44% False False
80 391.26 365.58 25.68 6.8% 4.19 1.1% 44% False False
100 391.26 362.19 29.07 7.7% 4.28 1.1% 51% False False
120 391.26 327.83 63.43 16.8% 4.38 1.2% 77% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 386.90
2.618 383.36
1.618 381.19
1.000 379.85
0.618 379.02
HIGH 377.68
0.618 376.85
0.500 376.60
0.382 376.34
LOW 375.51
0.618 374.17
1.000 373.34
1.618 372.00
2.618 369.83
4.250 366.29
Fisher Pivots for day following 11-Jul-1991
Pivot 1 day 3 day
R1 376.85 377.78
PP 376.72 377.51
S1 376.60 377.24

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

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