S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jan-1992
Day Change Summary
Previous Current
28-Jan-1992 29-Jan-1992 Change Change % Previous Week
Open 414.98 414.96 -0.02 0.0% 418.86
High 416.41 417.83 1.42 0.3% 419.78
Low 414.54 409.17 -5.37 -1.3% 411.32
Close 414.96 410.34 -4.62 -1.1% 415.48
Range 1.87 8.66 6.79 363.1% 8.46
ATR 4.04 4.37 0.33 8.2% 0.00
Volume
Daily Pivots for day following 29-Jan-1992
Classic Woodie Camarilla DeMark
R4 438.43 433.04 415.10
R3 429.77 424.38 412.72
R2 421.11 421.11 411.93
R1 415.72 415.72 411.13 414.09
PP 412.45 412.45 412.45 411.63
S1 407.06 407.06 409.55 405.43
S2 403.79 403.79 408.75
S3 395.13 398.40 407.96
S4 386.47 389.74 405.58
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
5 419.78 409.17 10.61 2.6% 4.26 1.0% 11% False True
10 420.85 409.17 11.68 2.8% 4.40 1.1% 10% False True
20 421.18 409.17 12.01 2.9% 4.18 1.0% 10% False True
40 421.18 374.78 46.40 11.3% 4.25 1.0% 77% False False
60 421.18 371.36 49.82 12.1% 4.43 1.1% 78% False False
80 421.18 371.36 49.82 12.1% 4.20 1.0% 78% False False
100 421.18 371.36 49.82 12.1% 3.97 1.0% 78% False False
120 421.18 371.36 49.82 12.1% 3.99 1.0% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 454.64
2.618 440.50
1.618 431.84
1.000 426.49
0.618 423.18
HIGH 417.83
0.618 414.52
0.500 413.50
0.382 412.48
LOW 409.17
0.618 403.82
1.000 400.51
1.618 395.16
2.618 386.50
4.250 372.37
Fisher Pivots for day following 29-Jan-1992
Pivot 1 day 3 day
R1 413.50 413.50
PP 412.45 412.45
S1 411.39 411.39

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

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