S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jun-1992
Day Change Summary
Previous Current
23-Jun-1992 24-Jun-1992 Change Change % Previous Week
Open 403.40 404.05 0.65 0.2% 409.76
High 405.41 404.76 -0.65 -0.2% 411.68
Low 403.40 403.26 -0.14 0.0% 400.51
Close 404.04 403.84 -0.20 0.0% 403.67
Range 2.01 1.50 -0.51 -25.4% 11.17
ATR 3.28 3.15 -0.13 -3.9% 0.00
Volume
Daily Pivots for day following 24-Jun-1992
Classic Woodie Camarilla DeMark
R4 408.45 407.65 404.67
R3 406.95 406.15 404.25
R2 405.45 405.45 404.12
R1 404.65 404.65 403.98 404.30
PP 403.95 403.95 403.95 403.78
S1 403.15 403.15 403.70 402.80
S2 402.45 402.45 403.57
S3 400.95 401.65 403.43
S4 399.45 400.15 403.02
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
5 405.41 399.92 5.49 1.4% 2.53 0.6% 71% False False
10 411.86 399.92 11.94 3.0% 3.14 0.8% 33% False False
20 418.36 399.92 18.44 4.6% 3.29 0.8% 21% False False
40 418.75 399.92 18.83 4.7% 3.14 0.8% 21% False False
60 418.75 392.41 26.34 6.5% 3.56 0.9% 43% False False
80 418.75 392.41 26.34 6.5% 3.39 0.8% 43% False False
100 418.75 392.41 26.34 6.5% 3.49 0.9% 43% False False
120 421.18 392.41 28.77 7.1% 3.58 0.9% 40% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 411.14
2.618 408.69
1.618 407.19
1.000 406.26
0.618 405.69
HIGH 404.76
0.618 404.19
0.500 404.01
0.382 403.83
LOW 403.26
0.618 402.33
1.000 401.76
1.618 400.83
2.618 399.33
4.250 396.89
Fisher Pivots for day following 24-Jun-1992
Pivot 1 day 3 day
R1 404.01 403.45
PP 403.95 403.06
S1 403.90 402.67

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

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