S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-May-1992
Day Change Summary
Previous Current
20-May-1992 21-May-1992 Change Change % Previous Week
Open 416.37 415.40 -0.97 -0.2% 416.05
High 416.83 415.41 -1.42 -0.3% 418.75
Low 415.37 411.57 -3.80 -0.9% 409.85
Close 415.39 412.60 -2.79 -0.7% 410.09
Range 1.46 3.84 2.38 163.0% 8.90
ATR 3.27 3.31 0.04 1.3% 0.00
Volume
Daily Pivots for day following 21-May-1992
Classic Woodie Camarilla DeMark
R4 424.71 422.50 414.71
R3 420.87 418.66 413.66
R2 417.03 417.03 413.30
R1 414.82 414.82 412.95 414.01
PP 413.19 413.19 413.19 412.79
S1 410.98 410.98 412.25 410.17
S2 409.35 409.35 411.90
S3 405.51 407.14 411.54
S4 401.67 403.30 410.49
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% 3.21 0.8% 39% False False
10 418.75 409.85 8.90 2.2% 3.11 0.8% 31% False False
20 418.75 406.33 12.42 3.0% 3.06 0.7% 50% False False
40 418.75 392.41 26.34 6.4% 3.73 0.9% 77% False False
60 418.75 392.41 26.34 6.4% 3.44 0.8% 77% False False
80 418.75 392.41 26.34 6.4% 3.64 0.9% 77% False False
100 421.18 392.41 28.77 7.0% 3.72 0.9% 70% False False
120 421.18 371.36 49.82 12.1% 3.85 0.9% 83% 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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 431.73
2.618 425.46
1.618 421.62
1.000 419.25
0.618 417.78
HIGH 415.41
0.618 413.94
0.500 413.49
0.382 413.04
LOW 411.57
0.618 409.20
1.000 407.73
1.618 405.36
2.618 401.52
4.250 395.25
Fisher Pivots for day following 21-May-1992
Pivot 1 day 3 day
R1 413.49 414.20
PP 413.19 413.67
S1 412.90 413.13

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

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