S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-May-1992
Day Change Summary
Previous Current
28-May-1992 29-May-1992 Change Change % Previous Week
Open 412.17 416.74 4.57 1.1% 414.02
High 416.77 418.36 1.59 0.4% 418.36
Low 411.81 415.35 3.54 0.9% 410.23
Close 416.74 415.35 -1.39 -0.3% 415.35
Range 4.96 3.01 -1.95 -39.3% 8.13
ATR 3.28 3.26 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 29-May-1992
Classic Woodie Camarilla DeMark
R4 425.38 423.38 417.01
R3 422.37 420.37 416.18
R2 419.36 419.36 415.90
R1 417.36 417.36 415.63 416.86
PP 416.35 416.35 416.35 416.10
S1 414.35 414.35 415.07 413.85
S2 413.34 413.34 414.80
S3 410.33 411.34 414.52
S4 407.32 408.33 413.69
Weekly Pivots for week ending 29-May-1992
Classic Woodie Camarilla DeMark
R4 439.04 435.32 419.82
R3 430.91 427.19 417.59
R2 422.78 422.78 416.84
R1 419.06 419.06 416.10 420.92
PP 414.65 414.65 414.65 415.58
S1 410.93 410.93 414.60 412.79
S2 406.52 406.52 413.86
S3 398.39 402.80 413.11
S4 390.26 394.67 410.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.36 410.23 8.13 2.0% 3.12 0.8% 63% True False
10 418.36 409.85 8.51 2.0% 3.17 0.8% 65% True False
20 418.75 409.85 8.90 2.1% 3.08 0.7% 62% False False
40 418.75 392.41 26.34 6.3% 3.72 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% 3.55 0.9% 87% False False
100 421.18 392.41 28.77 6.9% 3.66 0.9% 80% False False
120 421.18 374.78 46.40 11.2% 3.77 0.9% 87% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 431.15
2.618 426.24
1.618 423.23
1.000 421.37
0.618 420.22
HIGH 418.36
0.618 417.21
0.500 416.86
0.382 416.50
LOW 415.35
0.618 413.49
1.000 412.34
1.618 410.48
2.618 407.47
4.250 402.56
Fisher Pivots for day following 29-May-1992
Pivot 1 day 3 day
R1 416.86 415.14
PP 416.35 414.92
S1 415.85 414.71

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

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