S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jan-1992
Day Change Summary
Previous Current
10-Jan-1992 13-Jan-1992 Change Change % Previous Week
Open 417.62 415.05 -2.57 -0.6% 419.31
High 417.62 415.36 -2.26 -0.5% 420.50
Low 413.31 413.54 0.23 0.1% 413.31
Close 415.10 414.34 -0.76 -0.2% 415.10
Range 4.31 1.82 -2.49 -57.8% 7.19
ATR 4.50 4.31 -0.19 -4.3% 0.00
Volume
Daily Pivots for day following 13-Jan-1992
Classic Woodie Camarilla DeMark
R4 419.87 418.93 415.34
R3 418.05 417.11 414.84
R2 416.23 416.23 414.67
R1 415.29 415.29 414.51 414.85
PP 414.41 414.41 414.41 414.20
S1 413.47 413.47 414.17 413.03
S2 412.59 412.59 414.01
S3 410.77 411.65 413.84
S4 408.95 409.83 413.34
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% 3.75 0.9% 14% False False
10 420.50 406.46 14.04 3.4% 4.54 1.1% 56% False False
20 420.50 380.64 39.86 9.6% 4.35 1.0% 85% False False
40 420.50 371.36 49.14 11.9% 4.68 1.1% 87% False False
60 420.50 371.36 49.14 11.9% 4.25 1.0% 87% False False
80 420.50 371.36 49.14 11.9% 4.01 1.0% 87% False False
100 420.50 371.36 49.14 11.9% 3.89 0.9% 87% False False
120 420.50 371.36 49.14 11.9% 3.84 0.9% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 423.10
2.618 420.12
1.618 418.30
1.000 417.18
0.618 416.48
HIGH 415.36
0.618 414.66
0.500 414.45
0.382 414.24
LOW 413.54
0.618 412.42
1.000 411.72
1.618 410.60
2.618 408.78
4.250 405.81
Fisher Pivots for day following 13-Jan-1992
Pivot 1 day 3 day
R1 414.45 416.91
PP 414.41 416.05
S1 414.38 415.20

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

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