S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Aug-1991
Day Change Summary
Previous Current
01-Aug-1991 02-Aug-1991 Change Change % Previous Week
Open 387.81 387.14 -0.67 -0.2% 380.93
High 387.95 389.56 1.61 0.4% 389.56
Low 386.48 386.05 -0.43 -0.1% 380.45
Close 387.11 387.18 0.07 0.0% 387.18
Range 1.47 3.51 2.04 138.8% 9.11
ATR 3.19 3.21 0.02 0.7% 0.00
Volume
Daily Pivots for day following 02-Aug-1991
Classic Woodie Camarilla DeMark
R4 398.13 396.16 389.11
R3 394.62 392.65 388.15
R2 391.11 391.11 387.82
R1 389.14 389.14 387.50 390.13
PP 387.60 387.60 387.60 388.09
S1 385.63 385.63 386.86 386.62
S2 384.09 384.09 386.54
S3 380.58 382.12 386.21
S4 377.07 378.61 385.25
Weekly Pivots for week ending 02-Aug-1991
Classic Woodie Camarilla DeMark
R4 413.06 409.23 392.19
R3 403.95 400.12 389.69
R2 394.84 394.84 388.85
R1 391.01 391.01 388.02 392.93
PP 385.73 385.73 385.73 386.69
S1 381.90 381.90 386.34 383.82
S2 376.62 376.62 385.51
S3 367.51 372.79 384.67
S4 358.40 363.68 382.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 389.56 380.45 9.11 2.4% 2.61 0.7% 74% True False
10 389.56 378.15 11.41 2.9% 2.84 0.7% 79% True False
20 389.56 370.92 18.64 4.8% 3.23 0.8% 87% True False
40 389.56 367.98 21.58 5.6% 3.57 0.9% 89% 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% 4.02 1.0% 84% False False
120 391.26 362.19 29.07 7.5% 4.15 1.1% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 404.48
2.618 398.75
1.618 395.24
1.000 393.07
0.618 391.73
HIGH 389.56
0.618 388.22
0.500 387.81
0.382 387.39
LOW 386.05
0.618 383.88
1.000 382.54
1.618 380.37
2.618 376.86
4.250 371.13
Fisher Pivots for day following 02-Aug-1991
Pivot 1 day 3 day
R1 387.81 387.81
PP 387.60 387.60
S1 387.39 387.39

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

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