S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jun-1992
Day Change Summary
Previous Current
05-Jun-1992 08-Jun-1992 Change Change % Previous Week
Open 413.26 413.48 0.22 0.1% 415.35
High 413.85 413.95 0.10 0.0% 417.30
Low 410.97 412.03 1.06 0.3% 410.97
Close 413.48 413.36 -0.12 0.0% 413.48
Range 2.88 1.92 -0.96 -33.3% 6.33
ATR 3.28 3.18 -0.10 -3.0% 0.00
Volume
Daily Pivots for day following 08-Jun-1992
Classic Woodie Camarilla DeMark
R4 418.87 418.04 414.42
R3 416.95 416.12 413.89
R2 415.03 415.03 413.71
R1 414.20 414.20 413.54 413.66
PP 413.11 413.11 413.11 412.84
S1 412.28 412.28 413.18 411.74
S2 411.19 411.19 413.01
S3 409.27 410.36 412.83
S4 407.35 408.44 412.30
Weekly Pivots for week ending 05-Jun-1992
Classic Woodie Camarilla DeMark
R4 432.91 429.52 416.96
R3 426.58 423.19 415.22
R2 420.25 420.25 414.64
R1 416.86 416.86 414.06 415.39
PP 413.92 413.92 413.92 413.18
S1 410.53 410.53 412.90 409.06
S2 407.59 407.59 412.32
S3 401.26 404.20 411.74
S4 394.93 397.87 410.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417.30 410.97 6.33 1.5% 2.82 0.7% 38% False False
10 418.36 410.23 8.13 2.0% 3.24 0.8% 38% False False
20 418.75 409.85 8.90 2.2% 3.16 0.8% 39% False False
40 418.75 400.59 18.16 4.4% 3.37 0.8% 70% False False
60 418.75 392.41 26.34 6.4% 3.43 0.8% 80% False False
80 418.75 392.41 26.34 6.4% 3.51 0.8% 80% False False
100 420.85 392.41 28.44 6.9% 3.61 0.9% 74% False False
120 421.18 380.64 40.54 9.8% 3.76 0.9% 81% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 422.11
2.618 418.98
1.618 417.06
1.000 415.87
0.618 415.14
HIGH 413.95
0.618 413.22
0.500 412.99
0.382 412.76
LOW 412.03
0.618 410.84
1.000 410.11
1.618 408.92
2.618 407.00
4.250 403.87
Fisher Pivots for day following 08-Jun-1992
Pivot 1 day 3 day
R1 413.24 413.23
PP 413.11 413.10
S1 412.99 412.98

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

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