S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Feb-1992
Day Change Summary
Previous Current
20-Feb-1992 21-Feb-1992 Change Change % Previous Week
Open 408.26 413.90 5.64 1.4% 412.48
High 413.90 414.26 0.36 0.1% 414.26
Low 408.26 409.72 1.46 0.4% 406.34
Close 413.90 411.43 -2.47 -0.6% 411.43
Range 5.64 4.54 -1.10 -19.5% 7.92
ATR 4.19 4.22 0.02 0.6% 0.00
Volume
Daily Pivots for day following 21-Feb-1992
Classic Woodie Camarilla DeMark
R4 425.42 422.97 413.93
R3 420.88 418.43 412.68
R2 416.34 416.34 412.26
R1 413.89 413.89 411.85 412.85
PP 411.80 411.80 411.80 411.28
S1 409.35 409.35 411.01 408.31
S2 407.26 407.26 410.60
S3 402.72 404.81 410.18
S4 398.18 400.27 408.93
Weekly Pivots for week ending 21-Feb-1992
Classic Woodie Camarilla DeMark
R4 434.44 430.85 415.79
R3 426.52 422.93 413.61
R2 418.60 418.60 412.88
R1 415.01 415.01 412.16 412.85
PP 410.68 410.68 410.68 409.59
S1 407.09 407.09 410.70 404.93
S2 402.76 402.76 409.98
S3 394.84 399.17 409.25
S4 386.92 391.25 407.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 414.26 406.34 7.92 1.9% 4.38 1.1% 64% True False
10 418.08 406.34 11.74 2.9% 4.44 1.1% 43% False False
20 418.08 406.34 11.74 2.9% 3.99 1.0% 43% False False
40 421.18 399.31 21.87 5.3% 4.24 1.0% 55% False False
60 421.18 371.36 49.82 12.1% 4.25 1.0% 80% False False
80 421.18 371.36 49.82 12.1% 4.30 1.0% 80% False False
100 421.18 371.36 49.82 12.1% 4.12 1.0% 80% False False
120 421.18 371.36 49.82 12.1% 3.97 1.0% 80% False False
Crabel Price Patterns
NR True
NR4 False
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 433.56
2.618 426.15
1.618 421.61
1.000 418.80
0.618 417.07
HIGH 414.26
0.618 412.53
0.500 411.99
0.382 411.45
LOW 409.72
0.618 406.91
1.000 405.18
1.618 402.37
2.618 397.83
4.250 390.43
Fisher Pivots for day following 21-Feb-1992
Pivot 1 day 3 day
R1 411.99 411.09
PP 411.80 410.74
S1 411.62 410.40

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

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