S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jan-1992
Day Change Summary
Previous Current
23-Jan-1992 24-Jan-1992 Change Change % Previous Week
Open 418.13 414.96 -3.17 -0.8% 418.86
High 419.78 417.27 -2.51 -0.6% 419.78
Low 414.36 414.29 -0.07 0.0% 411.32
Close 414.96 415.48 0.52 0.1% 415.48
Range 5.42 2.98 -2.44 -45.0% 8.46
ATR 4.45 4.35 -0.11 -2.4% 0.00
Volume
Daily Pivots for day following 24-Jan-1992
Classic Woodie Camarilla DeMark
R4 424.62 423.03 417.12
R3 421.64 420.05 416.30
R2 418.66 418.66 416.03
R1 417.07 417.07 415.75 417.87
PP 415.68 415.68 415.68 416.08
S1 414.09 414.09 415.21 414.89
S2 412.70 412.70 414.93
S3 409.72 411.11 414.66
S4 406.74 408.13 413.84
Weekly Pivots for week ending 24-Jan-1992
Classic Woodie Camarilla DeMark
R4 440.91 436.65 420.13
R3 432.45 428.19 417.81
R2 423.99 423.99 417.03
R1 419.73 419.73 416.26 417.63
PP 415.53 415.53 415.53 414.48
S1 411.27 411.27 414.70 409.17
S2 407.07 407.07 413.93
S3 398.61 402.81 413.15
S4 390.15 394.35 410.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 419.78 411.32 8.46 2.0% 4.43 1.1% 49% False False
10 421.18 411.32 9.86 2.4% 4.14 1.0% 42% False False
20 421.18 404.59 16.59 4.0% 4.35 1.0% 66% False False
40 421.18 371.36 49.82 12.0% 4.28 1.0% 89% False False
60 421.18 371.36 49.82 12.0% 4.37 1.1% 89% False False
80 421.18 371.36 49.82 12.0% 4.16 1.0% 89% False False
100 421.18 371.36 49.82 12.0% 3.93 0.9% 89% False False
120 421.18 371.36 49.82 12.0% 3.98 1.0% 89% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.49
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 429.94
2.618 425.07
1.618 422.09
1.000 420.25
0.618 419.11
HIGH 417.27
0.618 416.13
0.500 415.78
0.382 415.43
LOW 414.29
0.618 412.45
1.000 411.31
1.618 409.47
2.618 406.49
4.250 401.63
Fisher Pivots for day following 24-Jan-1992
Pivot 1 day 3 day
R1 415.78 416.14
PP 415.68 415.92
S1 415.58 415.70

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

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