S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jan-1992
Day Change Summary
Previous Current
17-Jan-1992 20-Jan-1992 Change Change % Previous Week
Open 418.20 418.86 0.66 0.2% 415.05
High 419.45 418.86 -0.59 -0.1% 421.18
Low 416.00 415.80 -0.20 0.0% 413.54
Close 418.86 416.36 -2.50 -0.6% 418.86
Range 3.45 3.06 -0.39 -11.3% 7.64
ATR 4.31 4.22 -0.09 -2.1% 0.00
Volume
Daily Pivots for day following 20-Jan-1992
Classic Woodie Camarilla DeMark
R4 426.19 424.33 418.04
R3 423.13 421.27 417.20
R2 420.07 420.07 416.92
R1 418.21 418.21 416.64 417.61
PP 417.01 417.01 417.01 416.71
S1 415.15 415.15 416.08 414.55
S2 413.95 413.95 415.80
S3 410.89 412.09 415.52
S4 407.83 409.03 414.68
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
5 421.18 414.32 6.86 1.6% 4.10 1.0% 30% False False
10 421.18 413.31 7.87 1.9% 3.93 0.9% 39% False False
20 421.18 382.52 38.66 9.3% 4.73 1.1% 88% False False
40 421.18 371.36 49.82 12.0% 4.28 1.0% 90% False False
60 421.18 371.36 49.82 12.0% 4.35 1.0% 90% False False
80 421.18 371.36 49.82 12.0% 4.09 1.0% 90% False False
100 421.18 371.36 49.82 12.0% 3.88 0.9% 90% False False
120 421.18 371.36 49.82 12.0% 3.90 0.9% 90% 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 0.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 431.87
2.618 426.87
1.618 423.81
1.000 421.92
0.618 420.75
HIGH 418.86
0.618 417.69
0.500 417.33
0.382 416.97
LOW 415.80
0.618 413.91
1.000 412.74
1.618 410.85
2.618 407.79
4.250 402.80
Fisher Pivots for day following 20-Jan-1992
Pivot 1 day 3 day
R1 417.33 418.11
PP 417.01 417.53
S1 416.68 416.94

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

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