S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-May-1992
Day Change Summary
Previous Current
19-May-1992 20-May-1992 Change Change % Previous Week
Open 412.82 416.37 3.55 0.9% 416.05
High 416.51 416.83 0.32 0.1% 418.75
Low 412.26 415.37 3.11 0.8% 409.85
Close 416.37 415.39 -0.98 -0.2% 410.09
Range 4.25 1.46 -2.79 -65.6% 8.90
ATR 3.41 3.27 -0.14 -4.1% 0.00
Volume
Daily Pivots for day following 20-May-1992
Classic Woodie Camarilla DeMark
R4 420.24 419.28 416.19
R3 418.78 417.82 415.79
R2 417.32 417.32 415.66
R1 416.36 416.36 415.52 416.11
PP 415.86 415.86 415.86 415.74
S1 414.90 414.90 415.26 414.65
S2 414.40 414.40 415.12
S3 412.94 413.44 414.99
S4 411.48 411.98 414.59
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
5 416.83 409.85 6.98 1.7% 3.38 0.8% 79% True False
10 418.75 409.85 8.90 2.1% 2.86 0.7% 62% False False
20 418.75 406.33 12.42 3.0% 3.10 0.7% 73% False False
40 418.75 392.41 26.34 6.3% 3.69 0.9% 87% False False
60 418.75 392.41 26.34 6.3% 3.46 0.8% 87% False False
80 418.75 392.41 26.34 6.3% 3.61 0.9% 87% False False
100 421.18 392.41 28.77 6.9% 3.76 0.9% 80% False False
120 421.18 371.36 49.82 12.0% 3.84 0.9% 88% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 423.04
2.618 420.65
1.618 419.19
1.000 418.29
0.618 417.73
HIGH 416.83
0.618 416.27
0.500 416.10
0.382 415.93
LOW 415.37
0.618 414.47
1.000 413.91
1.618 413.01
2.618 411.55
4.250 409.17
Fisher Pivots for day following 20-May-1992
Pivot 1 day 3 day
R1 416.10 414.75
PP 415.86 414.12
S1 415.63 413.48

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

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