S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jun-1992
Day Change Summary
Previous Current
10-Jun-1992 11-Jun-1992 Change Change % Previous Week
Open 410.06 407.25 -2.81 -0.7% 415.35
High 410.10 409.05 -1.05 -0.3% 417.30
Low 406.81 406.11 -0.70 -0.2% 410.97
Close 407.25 409.05 1.80 0.4% 413.48
Range 3.29 2.94 -0.35 -10.6% 6.33
ATR 3.26 3.24 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 11-Jun-1992
Classic Woodie Camarilla DeMark
R4 416.89 415.91 410.67
R3 413.95 412.97 409.86
R2 411.01 411.01 409.59
R1 410.03 410.03 409.32 410.52
PP 408.07 408.07 408.07 408.32
S1 407.09 407.09 408.78 407.58
S2 405.13 405.13 408.51
S3 402.19 404.15 408.24
S4 399.25 401.21 407.43
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
5 413.95 406.11 7.84 1.9% 3.06 0.7% 38% False True
10 418.36 406.11 12.25 3.0% 3.25 0.8% 24% False True
20 418.36 406.11 12.25 3.0% 3.29 0.8% 24% False True
40 418.75 406.11 12.64 3.1% 3.27 0.8% 23% False True
60 418.75 392.41 26.34 6.4% 3.49 0.9% 63% False False
80 418.75 392.41 26.34 6.4% 3.45 0.8% 63% False False
100 419.78 392.41 27.37 6.7% 3.59 0.9% 61% False False
120 421.18 382.52 38.66 9.5% 3.78 0.9% 69% 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 0.66
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 421.55
2.618 416.75
1.618 413.81
1.000 411.99
0.618 410.87
HIGH 409.05
0.618 407.93
0.500 407.58
0.382 407.23
LOW 406.11
0.618 404.29
1.000 403.17
1.618 401.35
2.618 398.41
4.250 393.62
Fisher Pivots for day following 11-Jun-1992
Pivot 1 day 3 day
R1 408.56 409.84
PP 408.07 409.57
S1 407.58 409.31

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

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