S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Aug-1991
Day Change Summary
Previous Current
06-Aug-1991 07-Aug-1991 Change Change % Previous Week
Open 385.06 390.62 5.56 1.4% 380.93
High 390.80 391.59 0.79 0.2% 389.56
Low 384.29 389.86 5.57 1.4% 380.45
Close 390.62 390.56 -0.06 0.0% 387.18
Range 6.51 1.73 -4.78 -73.4% 9.11
ATR 3.41 3.29 -0.12 -3.5% 0.00
Volume
Daily Pivots for day following 07-Aug-1991
Classic Woodie Camarilla DeMark
R4 395.86 394.94 391.51
R3 394.13 393.21 391.04
R2 392.40 392.40 390.88
R1 391.48 391.48 390.72 391.08
PP 390.67 390.67 390.67 390.47
S1 389.75 389.75 390.40 389.35
S2 388.94 388.94 390.24
S3 387.21 388.02 390.08
S4 385.48 386.29 389.61
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
5 391.59 384.29 7.30 1.9% 3.18 0.8% 86% True False
10 391.59 378.15 13.44 3.4% 2.89 0.7% 92% True False
20 391.59 375.51 16.08 4.1% 3.00 0.8% 94% True False
40 391.59 367.98 23.61 6.0% 3.60 0.9% 96% True False
60 391.59 365.83 25.76 6.6% 3.67 0.9% 96% True False
80 391.59 365.83 25.76 6.6% 3.82 1.0% 96% True False
100 391.59 365.58 26.01 6.7% 3.97 1.0% 96% True False
120 391.59 362.19 29.40 7.5% 4.10 1.0% 96% True False
Crabel Price Patterns
NR True
NR4 True
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 0.56
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 398.94
2.618 396.12
1.618 394.39
1.000 393.32
0.618 392.66
HIGH 391.59
0.618 390.93
0.500 390.73
0.382 390.52
LOW 389.86
0.618 388.79
1.000 388.13
1.618 387.06
2.618 385.33
4.250 382.51
Fisher Pivots for day following 07-Aug-1991
Pivot 1 day 3 day
R1 390.73 389.69
PP 390.67 388.81
S1 390.62 387.94

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

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