S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jun-1992
Day Change Summary
Previous Current
29-May-1992 01-Jun-1992 Change Change % Previous Week
Open 416.74 415.35 -1.39 -0.3% 414.02
High 418.36 417.30 -1.06 -0.3% 418.36
Low 415.35 412.44 -2.91 -0.7% 410.23
Close 415.35 417.30 1.95 0.5% 415.35
Range 3.01 4.86 1.85 61.5% 8.13
ATR 3.26 3.38 0.11 3.5% 0.00
Volume
Daily Pivots for day following 01-Jun-1992
Classic Woodie Camarilla DeMark
R4 430.26 428.64 419.97
R3 425.40 423.78 418.64
R2 420.54 420.54 418.19
R1 418.92 418.92 417.75 419.73
PP 415.68 415.68 415.68 416.09
S1 414.06 414.06 416.85 414.87
S2 410.82 410.82 416.41
S3 405.96 409.20 415.96
S4 401.10 404.34 414.63
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 1.9% 3.65 0.9% 87% False False
10 418.36 410.13 8.23 2.0% 3.32 0.8% 87% False False
20 418.75 409.85 8.90 2.1% 3.05 0.7% 84% False False
40 418.75 392.41 26.34 6.3% 3.71 0.9% 94% False False
60 418.75 392.41 26.34 6.3% 3.47 0.8% 94% False False
80 418.75 392.41 26.34 6.3% 3.57 0.9% 94% False False
100 421.18 392.41 28.77 6.9% 3.66 0.9% 87% False False
120 421.18 374.78 46.40 11.1% 3.78 0.9% 92% 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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 437.96
2.618 430.02
1.618 425.16
1.000 422.16
0.618 420.30
HIGH 417.30
0.618 415.44
0.500 414.87
0.382 414.30
LOW 412.44
0.618 409.44
1.000 407.58
1.618 404.58
2.618 399.72
4.250 391.79
Fisher Pivots for day following 01-Jun-1992
Pivot 1 day 3 day
R1 416.49 416.56
PP 415.68 415.82
S1 414.87 415.09

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

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