S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Apr-1992
Day Change Summary
Previous Current
03-Apr-1992 06-Apr-1992 Change Change % Previous Week
Open 400.50 401.54 1.04 0.3% 403.50
High 401.59 405.93 4.34 1.1% 405.21
Low 398.21 401.52 3.31 0.8% 398.21
Close 401.55 405.59 4.04 1.0% 401.55
Range 3.38 4.41 1.03 30.5% 7.00
ATR 3.29 3.37 0.08 2.4% 0.00
Volume
Daily Pivots for day following 06-Apr-1992
Classic Woodie Camarilla DeMark
R4 417.58 415.99 408.02
R3 413.17 411.58 406.80
R2 408.76 408.76 406.40
R1 407.17 407.17 405.99 407.97
PP 404.35 404.35 404.35 404.74
S1 402.76 402.76 405.19 403.56
S2 399.94 399.94 404.78
S3 395.53 398.35 404.38
S4 391.12 393.94 403.16
Weekly Pivots for week ending 03-Apr-1992
Classic Woodie Camarilla DeMark
R4 422.66 419.10 405.40
R3 415.66 412.10 403.48
R2 408.66 408.66 402.83
R1 405.10 405.10 402.19 403.38
PP 401.66 401.66 401.66 400.80
S1 398.10 398.10 400.91 396.38
S2 394.66 394.66 400.27
S3 387.66 391.10 399.63
S4 380.66 384.10 397.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 405.93 398.21 7.72 1.9% 3.98 1.0% 96% True False
10 411.43 398.21 13.22 3.3% 3.47 0.9% 56% False False
20 411.43 398.21 13.22 3.3% 3.12 0.8% 56% False False
40 418.08 398.21 19.87 4.9% 3.38 0.8% 37% False False
60 421.18 398.21 22.97 5.7% 3.61 0.9% 32% False False
80 421.18 377.70 43.48 10.7% 3.82 0.9% 64% False False
100 421.18 371.36 49.82 12.3% 4.05 1.0% 69% False False
120 421.18 371.36 49.82 12.3% 3.94 1.0% 69% 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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 424.67
2.618 417.48
1.618 413.07
1.000 410.34
0.618 408.66
HIGH 405.93
0.618 404.25
0.500 403.73
0.382 403.20
LOW 401.52
0.618 398.79
1.000 397.11
1.618 394.38
2.618 389.97
4.250 382.78
Fisher Pivots for day following 06-Apr-1992
Pivot 1 day 3 day
R1 404.97 404.42
PP 404.35 403.24
S1 403.73 402.07

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

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