S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Apr-1992
Day Change Summary
Previous Current
01-Apr-1992 02-Apr-1992 Change Change % Previous Week
Open 403.67 404.17 0.50 0.1% 411.29
High 404.50 404.63 0.13 0.0% 411.43
Low 400.75 399.28 -1.47 -0.4% 402.87
Close 404.23 400.50 -3.73 -0.9% 403.50
Range 3.75 5.35 1.60 42.7% 8.56
ATR 3.12 3.28 0.16 5.1% 0.00
Volume
Daily Pivots for day following 02-Apr-1992
Classic Woodie Camarilla DeMark
R4 417.52 414.36 403.44
R3 412.17 409.01 401.97
R2 406.82 406.82 401.48
R1 403.66 403.66 400.99 402.57
PP 401.47 401.47 401.47 400.92
S1 398.31 398.31 400.01 397.22
S2 396.12 396.12 399.52
S3 390.77 392.96 399.03
S4 385.42 387.61 397.56
Weekly Pivots for week ending 27-Mar-1992
Classic Woodie Camarilla DeMark
R4 431.61 426.12 408.21
R3 423.05 417.56 405.85
R2 414.49 414.49 405.07
R1 409.00 409.00 404.28 407.47
PP 405.93 405.93 405.93 405.17
S1 400.44 400.44 402.72 398.91
S2 397.37 397.37 401.93
S3 388.81 391.88 401.15
S4 380.25 383.32 398.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 407.86 399.28 8.58 2.1% 3.68 0.9% 14% False True
10 411.43 399.28 12.15 3.0% 3.21 0.8% 10% False True
20 411.43 399.28 12.15 3.0% 3.00 0.7% 10% False True
40 418.08 399.28 18.80 4.7% 3.44 0.9% 6% False True
60 421.18 399.28 21.90 5.5% 3.63 0.9% 6% False True
80 421.18 374.78 46.40 11.6% 3.82 1.0% 55% False False
100 421.18 371.36 49.82 12.4% 4.03 1.0% 58% False False
120 421.18 371.36 49.82 12.4% 3.96 1.0% 58% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 427.37
2.618 418.64
1.618 413.29
1.000 409.98
0.618 407.94
HIGH 404.63
0.618 402.59
0.500 401.96
0.382 401.32
LOW 399.28
0.618 395.97
1.000 393.93
1.618 390.62
2.618 385.27
4.250 376.54
Fisher Pivots for day following 02-Apr-1992
Pivot 1 day 3 day
R1 401.96 402.25
PP 401.47 401.66
S1 400.99 401.08

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

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