S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-May-1992
Day Change Summary
Previous Current
12-May-1992 13-May-1992 Change Change % Previous Week
Open 418.49 416.29 -2.20 -0.5% 412.54
High 418.68 417.04 -1.64 -0.4% 418.53
Low 414.69 415.86 1.17 0.3% 412.54
Close 416.29 416.45 0.16 0.0% 416.05
Range 3.99 1.18 -2.81 -70.4% 5.99
ATR 3.41 3.25 -0.16 -4.7% 0.00
Volume
Daily Pivots for day following 13-May-1992
Classic Woodie Camarilla DeMark
R4 419.99 419.40 417.10
R3 418.81 418.22 416.77
R2 417.63 417.63 416.67
R1 417.04 417.04 416.56 417.34
PP 416.45 416.45 416.45 416.60
S1 415.86 415.86 416.34 416.16
S2 415.27 415.27 416.23
S3 414.09 414.68 416.13
S4 412.91 413.50 415.80
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% 2.34 0.6% 47% False False
10 418.75 409.87 8.88 2.1% 2.81 0.7% 74% False False
20 418.75 406.33 12.42 3.0% 3.25 0.8% 81% False False
40 418.75 392.41 26.34 6.3% 3.58 0.9% 91% False False
60 418.75 392.41 26.34 6.3% 3.50 0.8% 91% False False
80 419.78 392.41 27.37 6.6% 3.67 0.9% 88% False False
100 421.18 382.52 38.66 9.3% 3.88 0.9% 88% False False
120 421.18 371.36 49.82 12.0% 3.87 0.9% 91% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 422.06
2.618 420.13
1.618 418.95
1.000 418.22
0.618 417.77
HIGH 417.04
0.618 416.59
0.500 416.45
0.382 416.31
LOW 415.86
0.618 415.13
1.000 414.68
1.618 413.95
2.618 412.77
4.250 410.85
Fisher Pivots for day following 13-May-1992
Pivot 1 day 3 day
R1 416.45 416.72
PP 416.45 416.63
S1 416.45 416.54

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

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