S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Feb-1992
Day Change Summary
Previous Current
11-Feb-1992 12-Feb-1992 Change Change % Previous Week
Open 413.77 413.76 -0.01 0.0% 408.79
High 414.38 418.08 3.70 0.9% 416.17
Low 412.24 413.36 1.12 0.3% 407.45
Close 413.76 417.13 3.37 0.8% 411.09
Range 2.14 4.72 2.58 120.6% 8.72
ATR 3.95 4.01 0.05 1.4% 0.00
Volume
Daily Pivots for day following 12-Feb-1992
Classic Woodie Camarilla DeMark
R4 430.35 428.46 419.73
R3 425.63 423.74 418.43
R2 420.91 420.91 418.00
R1 419.02 419.02 417.56 419.97
PP 416.19 416.19 416.19 416.66
S1 414.30 414.30 416.70 415.25
S2 411.47 411.47 416.26
S3 406.75 409.58 415.83
S4 402.03 404.86 414.53
Weekly Pivots for week ending 07-Feb-1992
Classic Woodie Camarilla DeMark
R4 437.73 433.13 415.89
R3 429.01 424.41 413.49
R2 420.29 420.29 412.69
R1 415.69 415.69 411.89 417.99
PP 411.57 411.57 411.57 412.72
S1 406.97 406.97 410.29 409.27
S2 402.85 402.85 409.49
S3 394.13 398.25 408.69
S4 385.41 389.53 406.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.08 408.04 10.04 2.4% 3.89 0.9% 91% True False
10 418.08 407.45 10.63 2.5% 3.64 0.9% 91% True False
20 420.85 407.45 13.40 3.2% 4.02 1.0% 72% False False
40 421.18 380.64 40.54 9.7% 4.27 1.0% 90% False False
60 421.18 371.36 49.82 11.9% 4.32 1.0% 92% False False
80 421.18 371.36 49.82 11.9% 4.24 1.0% 92% False False
100 421.18 371.36 49.82 11.9% 4.04 1.0% 92% False False
120 421.18 371.36 49.82 11.9% 3.87 0.9% 92% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.74
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 438.14
2.618 430.44
1.618 425.72
1.000 422.80
0.618 421.00
HIGH 418.08
0.618 416.28
0.500 415.72
0.382 415.16
LOW 413.36
0.618 410.44
1.000 408.64
1.618 405.72
2.618 401.00
4.250 393.30
Fisher Pivots for day following 12-Feb-1992
Pivot 1 day 3 day
R1 416.66 416.28
PP 416.19 415.43
S1 415.72 414.58

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

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