S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jan-1992
Day Change Summary
Previous Current
20-Jan-1992 21-Jan-1992 Change Change % Previous Week
Open 418.86 416.36 -2.50 -0.6% 415.05
High 418.86 416.39 -2.47 -0.6% 421.18
Low 415.80 411.32 -4.48 -1.1% 413.54
Close 416.36 412.64 -3.72 -0.9% 418.86
Range 3.06 5.07 2.01 65.7% 7.64
ATR 4.22 4.28 0.06 1.4% 0.00
Volume
Daily Pivots for day following 21-Jan-1992
Classic Woodie Camarilla DeMark
R4 428.66 425.72 415.43
R3 423.59 420.65 414.03
R2 418.52 418.52 413.57
R1 415.58 415.58 413.10 414.52
PP 413.45 413.45 413.45 412.92
S1 410.51 410.51 412.18 409.45
S2 408.38 408.38 411.71
S3 403.31 405.44 411.25
S4 398.24 400.37 409.85
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
5 421.18 411.32 9.86 2.4% 3.89 0.9% 13% False True
10 421.18 411.32 9.86 2.4% 4.16 1.0% 13% False True
20 421.18 386.96 34.22 8.3% 4.70 1.1% 75% False False
40 421.18 371.36 49.82 12.1% 4.31 1.0% 83% False False
60 421.18 371.36 49.82 12.1% 4.36 1.1% 83% False False
80 421.18 371.36 49.82 12.1% 4.11 1.0% 83% False False
100 421.18 371.36 49.82 12.1% 3.89 0.9% 83% False False
120 421.18 371.36 49.82 12.1% 3.93 1.0% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 437.94
2.618 429.66
1.618 424.59
1.000 421.46
0.618 419.52
HIGH 416.39
0.618 414.45
0.500 413.86
0.382 413.26
LOW 411.32
0.618 408.19
1.000 406.25
1.618 403.12
2.618 398.05
4.250 389.77
Fisher Pivots for day following 21-Jan-1992
Pivot 1 day 3 day
R1 413.86 415.39
PP 413.45 414.47
S1 413.05 413.56

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

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