S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jan-1992
Day Change Summary
Previous Current
29-Jan-1992 30-Jan-1992 Change Change % Previous Week
Open 414.96 410.34 -4.62 -1.1% 418.86
High 417.83 412.17 -5.66 -1.4% 419.78
Low 409.17 409.26 0.09 0.0% 411.32
Close 410.34 411.62 1.28 0.3% 415.48
Range 8.66 2.91 -5.75 -66.4% 8.46
ATR 4.37 4.27 -0.10 -2.4% 0.00
Volume
Daily Pivots for day following 30-Jan-1992
Classic Woodie Camarilla DeMark
R4 419.75 418.59 413.22
R3 416.84 415.68 412.42
R2 413.93 413.93 412.15
R1 412.77 412.77 411.89 413.35
PP 411.02 411.02 411.02 411.31
S1 409.86 409.86 411.35 410.44
S2 408.11 408.11 411.09
S3 405.20 406.95 410.82
S4 402.29 404.04 410.02
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
5 417.83 409.17 8.66 2.1% 3.76 0.9% 28% False False
10 419.78 409.17 10.61 2.6% 4.14 1.0% 23% False False
20 421.18 409.17 12.01 2.9% 4.02 1.0% 20% False False
40 421.18 374.78 46.40 11.3% 4.29 1.0% 79% False False
60 421.18 371.36 49.82 12.1% 4.43 1.1% 81% False False
80 421.18 371.36 49.82 12.1% 4.21 1.0% 81% False False
100 421.18 371.36 49.82 12.1% 3.98 1.0% 81% False False
120 421.18 371.36 49.82 12.1% 3.99 1.0% 81% 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 0.91
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 424.54
2.618 419.79
1.618 416.88
1.000 415.08
0.618 413.97
HIGH 412.17
0.618 411.06
0.500 410.72
0.382 410.37
LOW 409.26
0.618 407.46
1.000 406.35
1.618 404.55
2.618 401.64
4.250 396.89
Fisher Pivots for day following 30-Jan-1992
Pivot 1 day 3 day
R1 411.32 413.50
PP 411.02 412.87
S1 410.72 412.25

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

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