S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-May-1992
Day Change Summary
Previous Current
18-May-1992 19-May-1992 Change Change % Previous Week
Open 410.13 412.82 2.69 0.7% 416.05
High 413.34 416.51 3.17 0.8% 418.75
Low 410.13 412.26 2.13 0.5% 409.85
Close 412.81 416.37 3.56 0.9% 410.09
Range 3.21 4.25 1.04 32.4% 8.90
ATR 3.34 3.41 0.06 1.9% 0.00
Volume
Daily Pivots for day following 19-May-1992
Classic Woodie Camarilla DeMark
R4 427.80 426.33 418.71
R3 423.55 422.08 417.54
R2 419.30 419.30 417.15
R1 417.83 417.83 416.76 418.57
PP 415.05 415.05 415.05 415.41
S1 413.58 413.58 415.98 414.32
S2 410.80 410.80 415.59
S3 406.55 409.33 415.20
S4 402.30 405.08 414.03
Weekly Pivots for week ending 15-May-1992
Classic Woodie Camarilla DeMark
R4 439.60 433.74 414.99
R3 430.70 424.84 412.54
R2 421.80 421.80 411.72
R1 415.94 415.94 410.91 414.42
PP 412.90 412.90 412.90 412.14
S1 407.04 407.04 409.27 405.52
S2 404.00 404.00 408.46
S3 395.10 398.14 407.64
S4 386.20 389.24 405.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417.04 409.85 7.19 1.7% 3.33 0.8% 91% False False
10 418.75 409.85 8.90 2.1% 2.72 0.7% 73% False False
20 418.75 406.33 12.42 3.0% 3.13 0.8% 81% False False
40 418.75 392.41 26.34 6.3% 3.74 0.9% 91% False False
60 418.75 392.41 26.34 6.3% 3.51 0.8% 91% False False
80 418.75 392.41 26.34 6.3% 3.62 0.9% 91% False False
100 421.18 392.41 28.77 6.9% 3.77 0.9% 83% False False
120 421.18 371.36 49.82 12.0% 3.84 0.9% 90% 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 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 434.57
2.618 427.64
1.618 423.39
1.000 420.76
0.618 419.14
HIGH 416.51
0.618 414.89
0.500 414.39
0.382 413.88
LOW 412.26
0.618 409.63
1.000 408.01
1.618 405.38
2.618 401.13
4.250 394.20
Fisher Pivots for day following 19-May-1992
Pivot 1 day 3 day
R1 415.71 415.31
PP 415.05 414.24
S1 414.39 413.18

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

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