S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jan-1992
Day Change Summary
Previous Current
09-Jan-1992 10-Jan-1992 Change Change % Previous Week
Open 418.09 417.62 -0.47 -0.1% 419.31
High 420.50 417.62 -2.88 -0.7% 420.50
Low 415.85 413.31 -2.54 -0.6% 413.31
Close 417.61 415.10 -2.51 -0.6% 415.10
Range 4.65 4.31 -0.34 -7.3% 7.19
ATR 4.52 4.50 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 10-Jan-1992
Classic Woodie Camarilla DeMark
R4 428.27 426.00 417.47
R3 423.96 421.69 416.29
R2 419.65 419.65 415.89
R1 417.38 417.38 415.50 416.36
PP 415.34 415.34 415.34 414.84
S1 413.07 413.07 414.70 412.05
S2 411.03 411.03 414.31
S3 406.72 408.76 413.91
S4 402.41 404.45 412.73
Weekly Pivots for week ending 10-Jan-1992
Classic Woodie Camarilla DeMark
R4 437.87 433.68 419.05
R3 430.68 426.49 417.08
R2 423.49 423.49 416.42
R1 419.30 419.30 415.76 417.80
PP 416.30 416.30 416.30 415.56
S1 412.11 412.11 414.44 410.61
S2 409.11 409.11 413.78
S3 401.92 404.92 413.12
S4 394.73 397.73 411.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 420.50 413.31 7.19 1.7% 3.89 0.9% 25% False True
10 420.50 404.59 15.91 3.8% 4.56 1.1% 66% False False
20 420.50 377.70 42.80 10.3% 4.45 1.1% 87% False False
40 420.50 371.36 49.14 11.8% 4.72 1.1% 89% False False
60 420.50 371.36 49.14 11.8% 4.27 1.0% 89% False False
80 420.50 371.36 49.14 11.8% 4.02 1.0% 89% False False
100 420.50 371.36 49.14 11.8% 3.91 0.9% 89% False False
120 420.50 371.36 49.14 11.8% 3.87 0.9% 89% False 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 3 trading days
Fibonacci Retracements and Extensions
4.250 435.94
2.618 428.90
1.618 424.59
1.000 421.93
0.618 420.28
HIGH 417.62
0.618 415.97
0.500 415.47
0.382 414.96
LOW 413.31
0.618 410.65
1.000 409.00
1.618 406.34
2.618 402.03
4.250 394.99
Fisher Pivots for day following 10-Jan-1992
Pivot 1 day 3 day
R1 415.47 416.91
PP 415.34 416.30
S1 415.22 415.70

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

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