S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Apr-1992
Day Change Summary
Previous Current
24-Apr-1992 27-Apr-1992 Change Change % Previous Week
Open 411.60 409.02 -2.58 -0.6% 416.05
High 412.48 409.60 -2.88 -0.7% 416.05
Low 408.74 407.64 -1.10 -0.3% 406.86
Close 409.02 408.45 -0.57 -0.1% 409.02
Range 3.74 1.96 -1.78 -47.6% 9.19
ATR 4.12 3.97 -0.15 -3.7% 0.00
Volume
Daily Pivots for day following 27-Apr-1992
Classic Woodie Camarilla DeMark
R4 414.44 413.41 409.53
R3 412.48 411.45 408.99
R2 410.52 410.52 408.81
R1 409.49 409.49 408.63 409.03
PP 408.56 408.56 408.56 408.33
S1 407.53 407.53 408.27 407.07
S2 406.60 406.60 408.09
S3 404.64 405.57 407.91
S4 402.68 403.61 407.37
Weekly Pivots for week ending 24-Apr-1992
Classic Woodie Camarilla DeMark
R4 438.21 432.81 414.07
R3 429.02 423.62 411.55
R2 419.83 419.83 410.70
R1 414.43 414.43 409.86 412.54
PP 410.64 410.64 410.64 409.70
S1 405.24 405.24 408.18 403.35
S2 401.45 401.45 407.34
S3 392.26 396.05 406.49
S4 383.07 386.86 403.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 412.48 406.86 5.62 1.4% 3.08 0.8% 28% False False
10 416.28 403.90 12.38 3.0% 4.03 1.0% 37% False False
20 416.28 392.41 23.87 5.8% 4.30 1.1% 67% False False
40 416.28 392.41 23.87 5.8% 3.61 0.9% 67% False False
60 418.08 392.41 25.67 6.3% 3.73 0.9% 62% False False
80 421.18 392.41 28.77 7.0% 3.80 0.9% 56% False False
100 421.18 374.78 46.40 11.4% 3.96 1.0% 73% False False
120 421.18 371.36 49.82 12.2% 4.08 1.0% 74% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.56
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 417.93
2.618 414.73
1.618 412.77
1.000 411.56
0.618 410.81
HIGH 409.60
0.618 408.85
0.500 408.62
0.382 408.39
LOW 407.64
0.618 406.43
1.000 405.68
1.618 404.47
2.618 402.51
4.250 399.31
Fisher Pivots for day following 27-Apr-1992
Pivot 1 day 3 day
R1 408.62 409.67
PP 408.56 409.26
S1 408.51 408.86

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

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