S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Feb-1992
Day Change Summary
Previous Current
27-Feb-1992 28-Feb-1992 Change Change % Previous Week
Open 415.35 413.86 -1.49 -0.4% 411.46
High 415.99 416.07 0.08 0.0% 416.07
Low 413.47 411.80 -1.67 -0.4% 408.02
Close 413.86 412.70 -1.16 -0.3% 412.70
Range 2.52 4.27 1.75 69.4% 8.05
ATR 4.05 4.07 0.02 0.4% 0.00
Volume
Daily Pivots for day following 28-Feb-1992
Classic Woodie Camarilla DeMark
R4 426.33 423.79 415.05
R3 422.06 419.52 413.87
R2 417.79 417.79 413.48
R1 415.25 415.25 413.09 414.39
PP 413.52 413.52 413.52 413.09
S1 410.98 410.98 412.31 410.12
S2 409.25 409.25 411.92
S3 404.98 406.71 411.53
S4 400.71 402.44 410.35
Weekly Pivots for week ending 28-Feb-1992
Classic Woodie Camarilla DeMark
R4 436.41 432.61 417.13
R3 428.36 424.56 414.91
R2 420.31 420.31 414.18
R1 416.51 416.51 413.44 418.41
PP 412.26 412.26 412.26 413.22
S1 408.46 408.46 411.96 410.36
S2 404.21 404.21 411.22
S3 396.16 400.41 410.49
S4 388.11 392.36 408.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 416.07 408.02 8.05 2.0% 3.70 0.9% 58% True False
10 416.07 406.34 9.73 2.4% 4.04 1.0% 65% True False
20 418.08 406.34 11.74 2.8% 3.98 1.0% 54% False False
40 421.18 406.34 14.84 3.6% 4.00 1.0% 43% False False
60 421.18 374.78 46.40 11.2% 4.19 1.0% 82% False False
80 421.18 371.36 49.82 12.1% 4.31 1.0% 83% False False
100 421.18 371.36 49.82 12.1% 4.16 1.0% 83% False False
120 421.18 371.36 49.82 12.1% 3.98 1.0% 83% 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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 434.22
2.618 427.25
1.618 422.98
1.000 420.34
0.618 418.71
HIGH 416.07
0.618 414.44
0.500 413.94
0.382 413.43
LOW 411.80
0.618 409.16
1.000 407.53
1.618 404.89
2.618 400.62
4.250 393.65
Fisher Pivots for day following 28-Feb-1992
Pivot 1 day 3 day
R1 413.94 413.28
PP 413.52 413.08
S1 413.11 412.89

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

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