S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jun-1992
Day Change Summary
Previous Current
02-Jun-1992 03-Jun-1992 Change Change % Previous Week
Open 417.30 413.50 -3.80 -0.9% 414.02
High 417.30 416.54 -0.76 -0.2% 418.36
Low 413.50 413.04 -0.46 -0.1% 410.23
Close 413.50 414.59 1.09 0.3% 415.35
Range 3.80 3.50 -0.30 -7.9% 8.13
ATR 3.41 3.41 0.01 0.2% 0.00
Volume
Daily Pivots for day following 03-Jun-1992
Classic Woodie Camarilla DeMark
R4 425.22 423.41 416.52
R3 421.72 419.91 415.55
R2 418.22 418.22 415.23
R1 416.41 416.41 414.91 417.32
PP 414.72 414.72 414.72 415.18
S1 412.91 412.91 414.27 413.82
S2 411.22 411.22 413.95
S3 407.72 409.41 413.63
S4 404.22 405.91 412.67
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
5 418.36 411.81 6.55 1.6% 4.03 1.0% 42% False False
10 418.36 410.23 8.13 2.0% 3.31 0.8% 54% False False
20 418.75 409.85 8.90 2.1% 3.01 0.7% 53% False False
40 418.75 392.41 26.34 6.4% 3.70 0.9% 84% False False
60 418.75 392.41 26.34 6.4% 3.51 0.8% 84% False False
80 418.75 392.41 26.34 6.4% 3.54 0.9% 84% False False
100 421.18 392.41 28.77 6.9% 3.64 0.9% 77% False False
120 421.18 377.70 43.48 10.5% 3.78 0.9% 85% 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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 431.42
2.618 425.70
1.618 422.20
1.000 420.04
0.618 418.70
HIGH 416.54
0.618 415.20
0.500 414.79
0.382 414.38
LOW 413.04
0.618 410.88
1.000 409.54
1.618 407.38
2.618 403.88
4.250 398.17
Fisher Pivots for day following 03-Jun-1992
Pivot 1 day 3 day
R1 414.79 414.87
PP 414.72 414.78
S1 414.66 414.68

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

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