S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jun-1992
Day Change Summary
Previous Current
17-Jun-1992 18-Jun-1992 Change Change % Previous Week
Open 408.32 402.26 -6.06 -1.5% 413.48
High 408.33 402.68 -5.65 -1.4% 413.95
Low 401.98 400.51 -1.47 -0.4% 406.11
Close 402.26 400.96 -1.30 -0.3% 409.76
Range 6.35 2.17 -4.18 -65.8% 7.84
ATR 3.45 3.36 -0.09 -2.6% 0.00
Volume
Daily Pivots for day following 18-Jun-1992
Classic Woodie Camarilla DeMark
R4 407.89 406.60 402.15
R3 405.72 404.43 401.56
R2 403.55 403.55 401.36
R1 402.26 402.26 401.16 401.82
PP 401.38 401.38 401.38 401.17
S1 400.09 400.09 400.76 399.65
S2 399.21 399.21 400.56
S3 397.04 397.92 400.36
S4 394.87 395.75 399.77
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
5 411.86 400.51 11.35 2.8% 3.59 0.9% 4% False True
10 413.95 400.51 13.44 3.4% 3.33 0.8% 3% False True
20 418.36 400.51 17.85 4.5% 3.34 0.8% 3% False True
40 418.75 400.51 18.24 4.5% 3.22 0.8% 2% False True
60 418.75 392.41 26.34 6.6% 3.57 0.9% 32% False False
80 418.75 392.41 26.34 6.6% 3.43 0.9% 32% False False
100 418.75 392.41 26.34 6.6% 3.56 0.9% 32% False False
120 421.18 392.41 28.77 7.2% 3.69 0.9% 30% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 411.90
2.618 408.36
1.618 406.19
1.000 404.85
0.618 404.02
HIGH 402.68
0.618 401.85
0.500 401.60
0.382 401.34
LOW 400.51
0.618 399.17
1.000 398.34
1.618 397.00
2.618 394.83
4.250 391.29
Fisher Pivots for day following 18-Jun-1992
Pivot 1 day 3 day
R1 401.60 405.96
PP 401.38 404.29
S1 401.17 402.63

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

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