S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jan-1992
Day Change Summary
Previous Current
08-Jan-1992 09-Jan-1992 Change Change % Previous Week
Open 417.36 418.09 0.73 0.2% 406.46
High 420.23 420.50 0.27 0.1% 419.79
Low 415.02 415.85 0.83 0.2% 406.46
Close 418.10 417.61 -0.49 -0.1% 419.34
Range 5.21 4.65 -0.56 -10.7% 13.33
ATR 4.51 4.52 0.01 0.2% 0.00
Volume
Daily Pivots for day following 09-Jan-1992
Classic Woodie Camarilla DeMark
R4 431.94 429.42 420.17
R3 427.29 424.77 418.89
R2 422.64 422.64 418.46
R1 420.12 420.12 418.04 419.06
PP 417.99 417.99 417.99 417.45
S1 415.47 415.47 417.18 414.41
S2 413.34 413.34 416.76
S3 408.69 410.82 416.33
S4 404.04 406.17 415.05
Weekly Pivots for week ending 03-Jan-1992
Classic Woodie Camarilla DeMark
R4 455.19 450.59 426.67
R3 441.86 437.26 423.01
R2 428.53 428.53 421.78
R1 423.93 423.93 420.56 426.23
PP 415.20 415.20 415.20 416.35
S1 410.60 410.60 418.12 412.90
S2 401.87 401.87 416.90
S3 388.54 397.27 415.67
S4 375.21 383.94 412.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 420.50 415.02 5.48 1.3% 3.75 0.9% 47% True False
10 420.50 399.31 21.19 5.1% 4.69 1.1% 86% True False
20 420.50 374.78 45.72 10.9% 4.47 1.1% 94% True False
40 420.50 371.36 49.14 11.8% 4.72 1.1% 94% True False
60 420.50 371.36 49.14 11.8% 4.29 1.0% 94% True False
80 420.50 371.36 49.14 11.8% 3.99 1.0% 94% True False
100 420.50 371.36 49.14 11.8% 3.98 1.0% 94% True False
120 420.50 371.36 49.14 11.8% 3.86 0.9% 94% True 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 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 440.26
2.618 432.67
1.618 428.02
1.000 425.15
0.618 423.37
HIGH 420.50
0.618 418.72
0.500 418.18
0.382 417.63
LOW 415.85
0.618 412.98
1.000 411.20
1.618 408.33
2.618 403.68
4.250 396.09
Fisher Pivots for day following 09-Jan-1992
Pivot 1 day 3 day
R1 418.18 417.76
PP 417.99 417.71
S1 417.80 417.66

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

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