S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Feb-1992
Day Change Summary
Previous Current
31-Jan-1992 03-Feb-1992 Change Change % Previous Week
Open 411.65 408.79 -2.86 -0.7% 415.44
High 412.63 409.95 -2.68 -0.6% 417.83
Low 408.64 407.45 -1.19 -0.3% 408.64
Close 408.78 409.53 0.75 0.2% 408.78
Range 3.99 2.50 -1.49 -37.3% 9.19
ATR 4.25 4.12 -0.12 -2.9% 0.00
Volume
Daily Pivots for day following 03-Feb-1992
Classic Woodie Camarilla DeMark
R4 416.48 415.50 410.91
R3 413.98 413.00 410.22
R2 411.48 411.48 409.99
R1 410.50 410.50 409.76 410.99
PP 408.98 408.98 408.98 409.22
S1 408.00 408.00 409.30 408.49
S2 406.48 406.48 409.07
S3 403.98 405.50 408.84
S4 401.48 403.00 408.16
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
5 417.83 407.45 10.38 2.5% 3.99 1.0% 20% False True
10 419.78 407.45 12.33 3.0% 4.14 1.0% 17% False True
20 421.18 407.45 13.73 3.4% 4.03 1.0% 15% False True
40 421.18 374.78 46.40 11.3% 4.28 1.0% 75% False False
60 421.18 371.36 49.82 12.2% 4.43 1.1% 77% False False
80 421.18 371.36 49.82 12.2% 4.21 1.0% 77% False False
100 421.18 371.36 49.82 12.2% 3.98 1.0% 77% False False
120 421.18 371.36 49.82 12.2% 3.99 1.0% 77% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 1.00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 420.58
2.618 416.50
1.618 414.00
1.000 412.45
0.618 411.50
HIGH 409.95
0.618 409.00
0.500 408.70
0.382 408.41
LOW 407.45
0.618 405.91
1.000 404.95
1.618 403.41
2.618 400.91
4.250 396.83
Fisher Pivots for day following 03-Feb-1992
Pivot 1 day 3 day
R1 409.25 410.04
PP 408.98 409.87
S1 408.70 409.70

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

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