S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Aug-1991
Day Change Summary
Previous Current
02-Aug-1991 05-Aug-1991 Change Change % Previous Week
Open 387.14 387.17 0.03 0.0% 380.93
High 389.56 387.17 -2.39 -0.6% 389.56
Low 386.05 384.48 -1.57 -0.4% 380.45
Close 387.18 385.06 -2.12 -0.5% 387.18
Range 3.51 2.69 -0.82 -23.4% 9.11
ATR 3.21 3.17 -0.04 -1.1% 0.00
Volume
Daily Pivots for day following 05-Aug-1991
Classic Woodie Camarilla DeMark
R4 393.64 392.04 386.54
R3 390.95 389.35 385.80
R2 388.26 388.26 385.55
R1 386.66 386.66 385.31 386.12
PP 385.57 385.57 385.57 385.30
S1 383.97 383.97 384.81 383.43
S2 382.88 382.88 384.57
S3 380.19 381.28 384.32
S4 377.50 378.59 383.58
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
5 389.56 383.15 6.41 1.7% 2.61 0.7% 30% False False
10 389.56 378.15 11.41 3.0% 2.83 0.7% 61% False False
20 389.56 375.20 14.36 3.7% 3.01 0.8% 69% False False
40 389.56 367.98 21.58 5.6% 3.52 0.9% 79% False False
60 389.85 365.83 24.02 6.2% 3.71 1.0% 80% False False
80 391.26 365.83 25.43 6.6% 3.81 1.0% 76% False False
100 391.26 365.58 25.68 6.7% 4.00 1.0% 76% False False
120 391.26 362.19 29.07 7.5% 4.13 1.1% 79% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 398.60
2.618 394.21
1.618 391.52
1.000 389.86
0.618 388.83
HIGH 387.17
0.618 386.14
0.500 385.83
0.382 385.51
LOW 384.48
0.618 382.82
1.000 381.79
1.618 380.13
2.618 377.44
4.250 373.05
Fisher Pivots for day following 05-Aug-1991
Pivot 1 day 3 day
R1 385.83 387.02
PP 385.57 386.37
S1 385.32 385.71

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

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