S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jun-1992
Day Change Summary
Previous Current
19-Jun-1992 22-Jun-1992 Change Change % Previous Week
Open 400.96 403.64 2.68 0.7% 409.76
High 404.23 403.64 -0.59 -0.1% 411.68
Low 400.96 399.92 -1.04 -0.3% 400.51
Close 403.67 403.40 -0.27 -0.1% 403.67
Range 3.27 3.72 0.45 13.8% 11.17
ATR 3.35 3.38 0.03 0.9% 0.00
Volume
Daily Pivots for day following 22-Jun-1992
Classic Woodie Camarilla DeMark
R4 413.48 412.16 405.45
R3 409.76 408.44 404.42
R2 406.04 406.04 404.08
R1 404.72 404.72 403.74 403.52
PP 402.32 402.32 402.32 401.72
S1 401.00 401.00 403.06 399.80
S2 398.60 398.60 402.72
S3 394.88 397.28 402.38
S4 391.16 393.56 401.35
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
5 411.40 399.92 11.48 2.8% 3.72 0.9% 30% False True
10 413.56 399.92 13.64 3.4% 3.54 0.9% 26% False True
20 418.36 399.92 18.44 4.6% 3.39 0.8% 19% False True
40 418.75 399.92 18.83 4.7% 3.18 0.8% 18% False True
60 418.75 392.41 26.34 6.5% 3.61 0.9% 42% False False
80 418.75 392.41 26.34 6.5% 3.43 0.8% 42% False False
100 418.75 392.41 26.34 6.5% 3.52 0.9% 42% False False
120 421.18 392.41 28.77 7.1% 3.63 0.9% 38% 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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 419.45
2.618 413.38
1.618 409.66
1.000 407.36
0.618 405.94
HIGH 403.64
0.618 402.22
0.500 401.78
0.382 401.34
LOW 399.92
0.618 397.62
1.000 396.20
1.618 393.90
2.618 390.18
4.250 384.11
Fisher Pivots for day following 22-Jun-1992
Pivot 1 day 3 day
R1 402.86 402.96
PP 402.32 402.52
S1 401.78 402.08

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

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