S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jun-1992
Day Change Summary
Previous Current
16-Jun-1992 17-Jun-1992 Change Change % Previous Week
Open 410.29 408.32 -1.97 -0.5% 413.48
High 411.40 408.33 -3.07 -0.7% 413.95
Low 408.32 401.98 -6.34 -1.6% 406.11
Close 408.32 402.26 -6.06 -1.5% 409.76
Range 3.08 6.35 3.27 106.2% 7.84
ATR 3.22 3.45 0.22 6.9% 0.00
Volume
Daily Pivots for day following 17-Jun-1992
Classic Woodie Camarilla DeMark
R4 423.24 419.10 405.75
R3 416.89 412.75 404.01
R2 410.54 410.54 403.42
R1 406.40 406.40 402.84 405.30
PP 404.19 404.19 404.19 403.64
S1 400.05 400.05 401.68 398.95
S2 397.84 397.84 401.10
S3 391.49 393.70 400.51
S4 385.14 387.35 398.77
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
5 411.86 401.98 9.88 2.5% 3.75 0.9% 3% False True
10 414.98 401.98 13.00 3.2% 3.31 0.8% 2% False True
20 418.36 401.98 16.38 4.1% 3.31 0.8% 2% False True
40 418.75 401.98 16.77 4.2% 3.22 0.8% 2% False True
60 418.75 392.41 26.34 6.5% 3.59 0.9% 37% False False
80 418.75 392.41 26.34 6.5% 3.46 0.9% 37% False False
100 418.75 392.41 26.34 6.5% 3.56 0.9% 37% False False
120 421.18 392.41 28.77 7.2% 3.69 0.9% 34% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 435.32
2.618 424.95
1.618 418.60
1.000 414.68
0.618 412.25
HIGH 408.33
0.618 405.90
0.500 405.16
0.382 404.41
LOW 401.98
0.618 398.06
1.000 395.63
1.618 391.71
2.618 385.36
4.250 374.99
Fisher Pivots for day following 17-Jun-1992
Pivot 1 day 3 day
R1 405.16 406.83
PP 404.19 405.31
S1 403.23 403.78

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

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