S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jun-1992
Day Change Summary
Previous Current
15-Jun-1992 16-Jun-1992 Change Change % Previous Week
Open 409.76 410.29 0.53 0.1% 413.48
High 411.68 411.40 -0.28 -0.1% 413.95
Low 408.13 408.32 0.19 0.0% 406.11
Close 410.29 408.32 -1.97 -0.5% 409.76
Range 3.55 3.08 -0.47 -13.2% 7.84
ATR 3.23 3.22 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 16-Jun-1992
Classic Woodie Camarilla DeMark
R4 418.59 416.53 410.01
R3 415.51 413.45 409.17
R2 412.43 412.43 408.88
R1 410.37 410.37 408.60 409.86
PP 409.35 409.35 409.35 409.09
S1 407.29 407.29 408.04 406.78
S2 406.27 406.27 407.76
S3 403.19 404.21 407.47
S4 400.11 401.13 406.63
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
5 411.86 406.11 5.75 1.4% 3.13 0.8% 38% False False
10 416.54 406.11 10.43 2.6% 3.02 0.7% 21% False False
20 418.36 406.11 12.25 3.0% 3.20 0.8% 18% False False
40 418.75 406.11 12.64 3.1% 3.13 0.8% 17% False False
60 418.75 392.41 26.34 6.5% 3.53 0.9% 60% False False
80 418.75 392.41 26.34 6.5% 3.41 0.8% 60% False False
100 418.75 392.41 26.34 6.5% 3.53 0.9% 60% False False
120 421.18 392.41 28.77 7.0% 3.69 0.9% 55% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 424.49
2.618 419.46
1.618 416.38
1.000 414.48
0.618 413.30
HIGH 411.40
0.618 410.22
0.500 409.86
0.382 409.50
LOW 408.32
0.618 406.42
1.000 405.24
1.618 403.34
2.618 400.26
4.250 395.23
Fisher Pivots for day following 16-Jun-1992
Pivot 1 day 3 day
R1 409.86 410.00
PP 409.35 409.44
S1 408.83 408.88

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

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