S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jun-1992
Day Change Summary
Previous Current
03-Jun-1992 04-Jun-1992 Change Change % Previous Week
Open 413.50 414.60 1.10 0.3% 414.02
High 416.54 414.98 -1.56 -0.4% 418.36
Low 413.04 412.97 -0.07 0.0% 410.23
Close 414.59 413.26 -1.33 -0.3% 415.35
Range 3.50 2.01 -1.49 -42.6% 8.13
ATR 3.41 3.31 -0.10 -2.9% 0.00
Volume
Daily Pivots for day following 04-Jun-1992
Classic Woodie Camarilla DeMark
R4 419.77 418.52 414.37
R3 417.76 416.51 413.81
R2 415.75 415.75 413.63
R1 414.50 414.50 413.44 414.12
PP 413.74 413.74 413.74 413.55
S1 412.49 412.49 413.08 412.11
S2 411.73 411.73 412.89
S3 409.72 410.48 412.71
S4 407.71 408.47 412.15
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
5 418.36 412.44 5.92 1.4% 3.44 0.8% 14% False False
10 418.36 410.23 8.13 2.0% 3.36 0.8% 37% False False
20 418.75 409.85 8.90 2.2% 3.11 0.8% 38% False False
40 418.75 392.41 26.34 6.4% 3.55 0.9% 79% False False
60 418.75 392.41 26.34 6.4% 3.47 0.8% 79% False False
80 418.75 392.41 26.34 6.4% 3.53 0.9% 79% False False
100 421.18 392.41 28.77 7.0% 3.65 0.9% 72% False False
120 421.18 380.64 40.54 9.8% 3.76 0.9% 80% 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 0.49
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 423.52
2.618 420.24
1.618 418.23
1.000 416.99
0.618 416.22
HIGH 414.98
0.618 414.21
0.500 413.98
0.382 413.74
LOW 412.97
0.618 411.73
1.000 410.96
1.618 409.72
2.618 407.71
4.250 404.43
Fisher Pivots for day following 04-Jun-1992
Pivot 1 day 3 day
R1 413.98 415.14
PP 413.74 414.51
S1 413.50 413.89

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

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