S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jun-1992
Day Change Summary
Previous Current
18-Jun-1992 19-Jun-1992 Change Change % Previous Week
Open 402.26 400.96 -1.30 -0.3% 409.76
High 402.68 404.23 1.55 0.4% 411.68
Low 400.51 400.96 0.45 0.1% 400.51
Close 400.96 403.67 2.71 0.7% 403.67
Range 2.17 3.27 1.10 50.7% 11.17
ATR 3.36 3.35 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 19-Jun-1992
Classic Woodie Camarilla DeMark
R4 412.76 411.49 405.47
R3 409.49 408.22 404.57
R2 406.22 406.22 404.27
R1 404.95 404.95 403.97 405.59
PP 402.95 402.95 402.95 403.27
S1 401.68 401.68 403.37 402.32
S2 399.68 399.68 403.07
S3 396.41 398.41 402.77
S4 393.14 395.14 401.87
Weekly Pivots for week ending 19-Jun-1992
Classic Woodie Camarilla DeMark
R4 438.80 432.40 409.81
R3 427.63 421.23 406.74
R2 416.46 416.46 405.72
R1 410.06 410.06 404.69 407.68
PP 405.29 405.29 405.29 404.09
S1 398.89 398.89 402.65 396.51
S2 394.12 394.12 401.62
S3 382.95 387.72 400.60
S4 371.78 376.55 397.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 411.68 400.51 11.17 2.8% 3.68 0.9% 28% False False
10 413.95 400.51 13.44 3.3% 3.36 0.8% 24% False False
20 418.36 400.51 17.85 4.4% 3.31 0.8% 18% False False
40 418.75 400.51 18.24 4.5% 3.19 0.8% 17% False False
60 418.75 392.41 26.34 6.5% 3.59 0.9% 43% False False
80 418.75 392.41 26.34 6.5% 3.41 0.8% 43% False False
100 418.75 392.41 26.34 6.5% 3.57 0.9% 43% False False
120 421.18 392.41 28.77 7.1% 3.65 0.9% 39% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 418.13
2.618 412.79
1.618 409.52
1.000 407.50
0.618 406.25
HIGH 404.23
0.618 402.98
0.500 402.60
0.382 402.21
LOW 400.96
0.618 398.94
1.000 397.69
1.618 395.67
2.618 392.40
4.250 387.06
Fisher Pivots for day following 19-Jun-1992
Pivot 1 day 3 day
R1 403.31 404.42
PP 402.95 404.17
S1 402.60 403.92

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

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