S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jun-1992
Day Change Summary
Previous Current
24-Jun-1992 25-Jun-1992 Change Change % Previous Week
Open 404.05 403.83 -0.22 -0.1% 409.76
High 404.76 405.53 0.77 0.2% 411.68
Low 403.26 402.01 -1.25 -0.3% 400.51
Close 403.84 403.12 -0.72 -0.2% 403.67
Range 1.50 3.52 2.02 134.7% 11.17
ATR 3.15 3.18 0.03 0.8% 0.00
Volume
Daily Pivots for day following 25-Jun-1992
Classic Woodie Camarilla DeMark
R4 414.11 412.14 405.06
R3 410.59 408.62 404.09
R2 407.07 407.07 403.77
R1 405.10 405.10 403.44 404.33
PP 403.55 403.55 403.55 403.17
S1 401.58 401.58 402.80 400.81
S2 400.03 400.03 402.47
S3 396.51 398.06 402.15
S4 392.99 394.54 401.18
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
5 405.53 399.92 5.61 1.4% 2.80 0.7% 57% True False
10 411.86 399.92 11.94 3.0% 3.20 0.8% 27% False False
20 418.36 399.92 18.44 4.6% 3.22 0.8% 17% False False
40 418.75 399.92 18.83 4.7% 3.15 0.8% 17% False False
60 418.75 392.41 26.34 6.5% 3.57 0.9% 41% False False
80 418.75 392.41 26.34 6.5% 3.41 0.8% 41% False False
100 418.75 392.41 26.34 6.5% 3.50 0.9% 41% False False
120 421.18 392.41 28.77 7.1% 3.59 0.9% 37% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 420.49
2.618 414.75
1.618 411.23
1.000 409.05
0.618 407.71
HIGH 405.53
0.618 404.19
0.500 403.77
0.382 403.35
LOW 402.01
0.618 399.83
1.000 398.49
1.618 396.31
2.618 392.79
4.250 387.05
Fisher Pivots for day following 25-Jun-1992
Pivot 1 day 3 day
R1 403.77 403.77
PP 403.55 403.55
S1 403.34 403.34

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

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