S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-May-1992
Day Change Summary
Previous Current
08-May-1992 11-May-1992 Change Change % Previous Week
Open 415.87 416.05 0.18 0.0% 412.54
High 416.85 418.75 1.90 0.5% 418.53
Low 414.41 416.05 1.64 0.4% 412.54
Close 416.05 418.49 2.44 0.6% 416.05
Range 2.44 2.70 0.26 10.7% 5.99
ATR 3.41 3.36 -0.05 -1.5% 0.00
Volume
Daily Pivots for day following 11-May-1992
Classic Woodie Camarilla DeMark
R4 425.86 424.88 419.98
R3 423.16 422.18 419.23
R2 420.46 420.46 418.99
R1 419.48 419.48 418.74 419.97
PP 417.76 417.76 417.76 418.01
S1 416.78 416.78 418.24 417.27
S2 415.06 415.06 418.00
S3 412.36 414.08 417.75
S4 409.66 411.38 417.01
Weekly Pivots for week ending 08-May-1992
Classic Woodie Camarilla DeMark
R4 433.68 430.85 419.34
R3 427.69 424.86 417.70
R2 421.70 421.70 417.15
R1 418.87 418.87 416.60 420.29
PP 415.71 415.71 415.71 416.41
S1 412.88 412.88 415.50 414.30
S2 409.72 409.72 414.95
S3 403.73 406.89 414.40
S4 397.74 400.90 412.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.75 414.41 4.34 1.0% 1.87 0.4% 94% True False
10 418.75 406.33 12.42 3.0% 2.95 0.7% 98% True False
20 418.75 403.90 14.85 3.5% 3.49 0.8% 98% True False
40 418.75 392.41 26.34 6.3% 3.61 0.9% 99% True False
60 418.75 392.41 26.34 6.3% 3.57 0.9% 99% True False
80 419.78 392.41 27.37 6.5% 3.69 0.9% 95% False False
100 421.18 380.64 40.54 9.7% 3.89 0.9% 93% False False
120 421.18 371.36 49.82 11.9% 3.95 0.9% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 430.23
2.618 425.82
1.618 423.12
1.000 421.45
0.618 420.42
HIGH 418.75
0.618 417.72
0.500 417.40
0.382 417.08
LOW 416.05
0.618 414.38
1.000 413.35
1.618 411.68
2.618 408.98
4.250 404.58
Fisher Pivots for day following 11-May-1992
Pivot 1 day 3 day
R1 418.13 417.85
PP 417.76 417.22
S1 417.40 416.58

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

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