S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Aug-1991
Day Change Summary
Previous Current
31-Jul-1991 01-Aug-1991 Change Change % Previous Week
Open 386.67 387.81 1.14 0.3% 384.23
High 387.81 387.95 0.14 0.0% 384.86
Low 386.19 386.48 0.29 0.1% 378.15
Close 387.81 387.11 -0.70 -0.2% 380.93
Range 1.62 1.47 -0.15 -9.3% 6.71
ATR 3.32 3.19 -0.13 -4.0% 0.00
Volume
Daily Pivots for day following 01-Aug-1991
Classic Woodie Camarilla DeMark
R4 391.59 390.82 387.92
R3 390.12 389.35 387.51
R2 388.65 388.65 387.38
R1 387.88 387.88 387.24 387.53
PP 387.18 387.18 387.18 387.01
S1 386.41 386.41 386.98 386.06
S2 385.71 385.71 386.84
S3 384.24 384.94 386.71
S4 382.77 383.47 386.30
Weekly Pivots for week ending 26-Jul-1991
Classic Woodie Camarilla DeMark
R4 401.44 397.90 384.62
R3 394.73 391.19 382.78
R2 388.02 388.02 382.16
R1 384.48 384.48 381.55 382.90
PP 381.31 381.31 381.31 380.52
S1 377.77 377.77 380.31 376.19
S2 374.60 374.60 379.70
S3 367.89 371.06 379.08
S4 361.18 364.35 377.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 387.95 379.81 8.14 2.1% 2.30 0.6% 90% True False
10 387.95 378.15 9.80 2.5% 2.70 0.7% 91% True False
20 387.95 370.92 17.03 4.4% 3.22 0.8% 95% True False
40 387.95 367.98 19.97 5.2% 3.55 0.9% 96% True False
60 389.85 365.83 24.02 6.2% 3.75 1.0% 89% False False
80 391.26 365.83 25.43 6.6% 3.85 1.0% 84% False False
100 391.26 365.58 25.68 6.6% 4.03 1.0% 84% False False
120 391.26 359.32 31.94 8.3% 4.20 1.1% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 394.20
2.618 391.80
1.618 390.33
1.000 389.42
0.618 388.86
HIGH 387.95
0.618 387.39
0.500 387.22
0.382 387.04
LOW 386.48
0.618 385.57
1.000 385.01
1.618 384.10
2.618 382.63
4.250 380.23
Fisher Pivots for day following 01-Aug-1991
Pivot 1 day 3 day
R1 387.22 386.59
PP 387.18 386.07
S1 387.15 385.55

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

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