S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Dec-1992
Day Change Summary
Previous Current
28-Dec-1992 29-Dec-1992 Change Change % Previous Week
Open 439.77 439.15 -0.62 -0.1% 441.26
High 439.77 442.65 2.88 0.7% 441.64
Low 437.26 437.60 0.34 0.1% 438.25
Close 439.15 437.98 -1.17 -0.3% 439.77
Range 2.51 5.05 2.54 101.2% 3.39
ATR 2.69 2.86 0.17 6.3% 0.00
Volume
Daily Pivots for day following 29-Dec-1992
Classic Woodie Camarilla DeMark
R4 454.56 451.32 440.76
R3 449.51 446.27 439.37
R2 444.46 444.46 438.91
R1 441.22 441.22 438.44 440.32
PP 439.41 439.41 439.41 438.96
S1 436.17 436.17 437.52 435.27
S2 434.36 434.36 437.05
S3 429.31 431.12 436.59
S4 424.26 426.07 435.20
Weekly Pivots for week ending 25-Dec-1992
Classic Woodie Camarilla DeMark
R4 450.06 448.30 441.63
R3 446.67 444.91 440.70
R2 443.28 443.28 440.39
R1 441.52 441.52 440.08 440.71
PP 439.89 439.89 439.89 439.48
S1 438.13 438.13 439.46 437.32
S2 436.50 436.50 439.15
S3 433.11 434.74 438.84
S4 429.72 431.35 437.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 442.65 437.26 5.39 1.2% 2.76 0.6% 13% True False
10 442.65 430.88 11.77 2.7% 3.03 0.7% 60% True False
20 442.65 428.61 14.04 3.2% 2.77 0.6% 67% True False
40 442.65 415.58 27.07 6.2% 2.79 0.6% 83% True False
60 442.65 396.80 45.85 10.5% 3.19 0.7% 90% True False
80 442.65 396.80 45.85 10.5% 3.22 0.7% 90% True False
100 442.65 396.80 45.85 10.5% 3.18 0.7% 90% True False
120 442.65 396.80 45.85 10.5% 3.14 0.7% 90% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 464.11
2.618 455.87
1.618 450.82
1.000 447.70
0.618 445.77
HIGH 442.65
0.618 440.72
0.500 440.13
0.382 439.53
LOW 437.60
0.618 434.48
1.000 432.55
1.618 429.43
2.618 424.38
4.250 416.14
Fisher Pivots for day following 29-Dec-1992
Pivot 1 day 3 day
R1 440.13 439.96
PP 439.41 439.30
S1 438.70 438.64

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

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