S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Aug-1991
Day Change Summary
Previous Current
05-Aug-1991 06-Aug-1991 Change Change % Previous Week
Open 387.17 385.06 -2.11 -0.5% 380.93
High 387.17 390.80 3.63 0.9% 389.56
Low 384.48 384.29 -0.19 0.0% 380.45
Close 385.06 390.62 5.56 1.4% 387.18
Range 2.69 6.51 3.82 142.0% 9.11
ATR 3.17 3.41 0.24 7.5% 0.00
Volume
Daily Pivots for day following 06-Aug-1991
Classic Woodie Camarilla DeMark
R4 408.10 405.87 394.20
R3 401.59 399.36 392.41
R2 395.08 395.08 391.81
R1 392.85 392.85 391.22 393.97
PP 388.57 388.57 388.57 389.13
S1 386.34 386.34 390.02 387.46
S2 382.06 382.06 389.43
S3 375.55 379.83 388.83
S4 369.04 373.32 387.04
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
5 390.80 384.29 6.51 1.7% 3.16 0.8% 97% True True
10 390.80 378.15 12.65 3.2% 2.94 0.8% 99% True False
20 390.80 375.20 15.60 4.0% 3.17 0.8% 99% True False
40 390.80 367.98 22.82 5.8% 3.64 0.9% 99% True False
60 390.80 365.83 24.97 6.4% 3.69 0.9% 99% True False
80 391.26 365.83 25.43 6.5% 3.84 1.0% 97% False False
100 391.26 365.58 25.68 6.6% 4.00 1.0% 98% False False
120 391.26 362.19 29.07 7.4% 4.14 1.1% 98% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 418.47
2.618 407.84
1.618 401.33
1.000 397.31
0.618 394.82
HIGH 390.80
0.618 388.31
0.500 387.55
0.382 386.78
LOW 384.29
0.618 380.27
1.000 377.78
1.618 373.76
2.618 367.25
4.250 356.62
Fisher Pivots for day following 06-Aug-1991
Pivot 1 day 3 day
R1 389.60 389.60
PP 388.57 388.57
S1 387.55 387.55

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

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