S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Feb-1992
Day Change Summary
Previous Current
03-Feb-1992 04-Feb-1992 Change Change % Previous Week
Open 408.79 409.60 0.81 0.2% 415.44
High 409.95 413.85 3.90 1.0% 417.83
Low 407.45 409.28 1.83 0.4% 408.64
Close 409.53 413.85 4.32 1.1% 408.78
Range 2.50 4.57 2.07 82.8% 9.19
ATR 4.12 4.15 0.03 0.8% 0.00
Volume
Daily Pivots for day following 04-Feb-1992
Classic Woodie Camarilla DeMark
R4 426.04 424.51 416.36
R3 421.47 419.94 415.11
R2 416.90 416.90 414.69
R1 415.37 415.37 414.27 416.14
PP 412.33 412.33 412.33 412.71
S1 410.80 410.80 413.43 411.57
S2 407.76 407.76 413.01
S3 403.19 406.23 412.59
S4 398.62 401.66 411.34
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% 4.53 1.1% 62% False False
10 419.78 407.45 12.33 3.0% 4.09 1.0% 52% False False
20 421.18 407.45 13.73 3.3% 4.12 1.0% 47% False False
40 421.18 374.78 46.40 11.2% 4.22 1.0% 84% False False
60 421.18 371.36 49.82 12.0% 4.44 1.1% 85% False False
80 421.18 371.36 49.82 12.0% 4.21 1.0% 85% False False
100 421.18 371.36 49.82 12.0% 4.00 1.0% 85% False False
120 421.18 371.36 49.82 12.0% 4.00 1.0% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 433.27
2.618 425.81
1.618 421.24
1.000 418.42
0.618 416.67
HIGH 413.85
0.618 412.10
0.500 411.57
0.382 411.03
LOW 409.28
0.618 406.46
1.000 404.71
1.618 401.89
2.618 397.32
4.250 389.86
Fisher Pivots for day following 04-Feb-1992
Pivot 1 day 3 day
R1 413.09 412.78
PP 412.33 411.72
S1 411.57 410.65

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

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