S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jun-1992
Day Change Summary
Previous Current
11-Jun-1992 12-Jun-1992 Change Change % Previous Week
Open 407.25 409.05 1.80 0.4% 413.48
High 409.05 411.86 2.81 0.7% 413.95
Low 406.11 409.05 2.94 0.7% 406.11
Close 409.05 409.76 0.71 0.2% 409.76
Range 2.94 2.81 -0.13 -4.4% 7.84
ATR 3.24 3.21 -0.03 -0.9% 0.00
Volume
Daily Pivots for day following 12-Jun-1992
Classic Woodie Camarilla DeMark
R4 418.65 417.02 411.31
R3 415.84 414.21 410.53
R2 413.03 413.03 410.28
R1 411.40 411.40 410.02 412.22
PP 410.22 410.22 410.22 410.63
S1 408.59 408.59 409.50 409.41
S2 407.41 407.41 409.24
S3 404.60 405.78 408.99
S4 401.79 402.97 408.21
Weekly Pivots for week ending 12-Jun-1992
Classic Woodie Camarilla DeMark
R4 433.46 429.45 414.07
R3 425.62 421.61 411.92
R2 417.78 417.78 411.20
R1 413.77 413.77 410.48 411.86
PP 409.94 409.94 409.94 408.98
S1 405.93 405.93 409.04 404.02
S2 402.10 402.10 408.32
S3 394.26 398.09 407.60
S4 386.42 390.25 405.45
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% 3.04 0.7% 47% False False
10 417.30 406.11 11.19 2.7% 3.23 0.8% 33% False False
20 418.36 406.11 12.25 3.0% 3.20 0.8% 30% False False
40 418.75 406.11 12.64 3.1% 3.24 0.8% 29% False False
60 418.75 392.41 26.34 6.4% 3.49 0.9% 66% False False
80 418.75 392.41 26.34 6.4% 3.45 0.8% 66% False False
100 419.78 392.41 27.37 6.7% 3.57 0.9% 63% False False
120 421.18 386.96 34.22 8.4% 3.76 0.9% 67% False False
Crabel Price Patterns
NR True
NR4 True
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 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 423.80
2.618 419.22
1.618 416.41
1.000 414.67
0.618 413.60
HIGH 411.86
0.618 410.79
0.500 410.46
0.382 410.12
LOW 409.05
0.618 407.31
1.000 406.24
1.618 404.50
2.618 401.69
4.250 397.11
Fisher Pivots for day following 12-Jun-1992
Pivot 1 day 3 day
R1 410.46 409.50
PP 410.22 409.24
S1 409.99 408.99

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

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