S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jan-1992
Day Change Summary
Previous Current
16-Jan-1992 17-Jan-1992 Change Change % Previous Week
Open 420.77 418.20 -2.57 -0.6% 415.05
High 420.85 419.45 -1.40 -0.3% 421.18
Low 415.37 416.00 0.63 0.2% 413.54
Close 418.21 418.86 0.65 0.2% 418.86
Range 5.48 3.45 -2.03 -37.0% 7.64
ATR 4.38 4.31 -0.07 -1.5% 0.00
Volume
Daily Pivots for day following 17-Jan-1992
Classic Woodie Camarilla DeMark
R4 428.45 427.11 420.76
R3 425.00 423.66 419.81
R2 421.55 421.55 419.49
R1 420.21 420.21 419.18 420.88
PP 418.10 418.10 418.10 418.44
S1 416.76 416.76 418.54 417.43
S2 414.65 414.65 418.23
S3 411.20 413.31 417.91
S4 407.75 409.86 416.96
Weekly Pivots for week ending 17-Jan-1992
Classic Woodie Camarilla DeMark
R4 440.78 437.46 423.06
R3 433.14 429.82 420.96
R2 425.50 425.50 420.26
R1 422.18 422.18 419.56 423.84
PP 417.86 417.86 417.86 418.69
S1 414.54 414.54 418.16 416.20
S2 410.22 410.22 417.46
S3 402.58 406.90 416.76
S4 394.94 399.26 414.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421.18 413.54 7.64 1.8% 3.85 0.9% 70% False False
10 421.18 413.31 7.87 1.9% 3.87 0.9% 71% False False
20 421.18 380.64 40.54 9.7% 4.72 1.1% 94% False False
40 421.18 371.36 49.82 11.9% 4.30 1.0% 95% False False
60 421.18 371.36 49.82 11.9% 4.34 1.0% 95% False False
80 421.18 371.36 49.82 11.9% 4.08 1.0% 95% False False
100 421.18 371.36 49.82 11.9% 3.87 0.9% 95% False False
120 421.18 371.36 49.82 11.9% 3.90 0.9% 95% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 434.11
2.618 428.48
1.618 425.03
1.000 422.90
0.618 421.58
HIGH 419.45
0.618 418.13
0.500 417.73
0.382 417.32
LOW 416.00
0.618 413.87
1.000 412.55
1.618 410.42
2.618 406.97
4.250 401.34
Fisher Pivots for day following 17-Jan-1992
Pivot 1 day 3 day
R1 418.48 418.67
PP 418.10 418.47
S1 417.73 418.28

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

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