S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jan-1992
Day Change Summary
Previous Current
30-Jan-1992 31-Jan-1992 Change Change % Previous Week
Open 410.34 411.65 1.31 0.3% 415.44
High 412.17 412.63 0.46 0.1% 417.83
Low 409.26 408.64 -0.62 -0.2% 408.64
Close 411.62 408.78 -2.84 -0.7% 408.78
Range 2.91 3.99 1.08 37.1% 9.19
ATR 4.27 4.25 -0.02 -0.5% 0.00
Volume
Daily Pivots for day following 31-Jan-1992
Classic Woodie Camarilla DeMark
R4 421.99 419.37 410.97
R3 418.00 415.38 409.88
R2 414.01 414.01 409.51
R1 411.39 411.39 409.15 410.71
PP 410.02 410.02 410.02 409.67
S1 407.40 407.40 408.41 406.72
S2 406.03 406.03 408.05
S3 402.04 403.41 407.68
S4 398.05 399.42 406.59
Weekly Pivots for week ending 31-Jan-1992
Classic Woodie Camarilla DeMark
R4 439.32 433.24 413.83
R3 430.13 424.05 411.31
R2 420.94 420.94 410.46
R1 414.86 414.86 409.62 413.31
PP 411.75 411.75 411.75 410.97
S1 405.67 405.67 407.94 404.12
S2 402.56 402.56 407.10
S3 393.37 396.48 406.25
S4 384.18 387.29 403.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417.83 408.64 9.19 2.2% 3.96 1.0% 2% False True
10 419.78 408.64 11.14 2.7% 4.20 1.0% 1% False True
20 421.18 408.64 12.54 3.1% 4.03 1.0% 1% False True
40 421.18 374.78 46.40 11.4% 4.30 1.1% 73% False False
60 421.18 371.36 49.82 12.2% 4.43 1.1% 75% False False
80 421.18 371.36 49.82 12.2% 4.23 1.0% 75% False False
100 421.18 371.36 49.82 12.2% 3.97 1.0% 75% False False
120 421.18 371.36 49.82 12.2% 4.00 1.0% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 429.59
2.618 423.08
1.618 419.09
1.000 416.62
0.618 415.10
HIGH 412.63
0.618 411.11
0.500 410.64
0.382 410.16
LOW 408.64
0.618 406.17
1.000 404.65
1.618 402.18
2.618 398.19
4.250 391.68
Fisher Pivots for day following 31-Jan-1992
Pivot 1 day 3 day
R1 410.64 413.24
PP 410.02 411.75
S1 409.40 410.27

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

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