S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-1992
Day Change Summary
Previous Current
14-Jan-1992 15-Jan-1992 Change Change % Previous Week
Open 414.34 420.45 6.11 1.5% 419.31
High 420.44 421.18 0.74 0.2% 420.50
Low 414.32 418.79 4.47 1.1% 413.31
Close 420.44 420.77 0.33 0.1% 415.10
Range 6.12 2.39 -3.73 -60.9% 7.19
ATR 4.44 4.29 -0.15 -3.3% 0.00
Volume
Daily Pivots for day following 15-Jan-1992
Classic Woodie Camarilla DeMark
R4 427.42 426.48 422.08
R3 425.03 424.09 421.43
R2 422.64 422.64 421.21
R1 421.70 421.70 420.99 422.17
PP 420.25 420.25 420.25 420.48
S1 419.31 419.31 420.55 419.78
S2 417.86 417.86 420.33
S3 415.47 416.92 420.11
S4 413.08 414.53 419.46
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
5 421.18 413.31 7.87 1.9% 3.86 0.9% 95% True False
10 421.18 411.04 10.14 2.4% 3.96 0.9% 96% True False
20 421.18 380.64 40.54 9.6% 4.53 1.1% 99% True False
40 421.18 371.36 49.82 11.8% 4.47 1.1% 99% True False
60 421.18 371.36 49.82 11.8% 4.32 1.0% 99% True False
80 421.18 371.36 49.82 11.8% 4.05 1.0% 99% True False
100 421.18 371.36 49.82 11.8% 3.84 0.9% 99% True False
120 421.18 371.36 49.82 11.8% 3.87 0.9% 99% 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 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 431.34
2.618 427.44
1.618 425.05
1.000 423.57
0.618 422.66
HIGH 421.18
0.618 420.27
0.500 419.99
0.382 419.70
LOW 418.79
0.618 417.31
1.000 416.40
1.618 414.92
2.618 412.53
4.250 408.63
Fisher Pivots for day following 15-Jan-1992
Pivot 1 day 3 day
R1 420.51 419.63
PP 420.25 418.50
S1 419.99 417.36

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

View Archives - Comment on this page... - Back to Index of Symbols