S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jun-1992
Day Change Summary
Previous Current
25-Jun-1992 26-Jun-1992 Change Change % Previous Week
Open 403.83 403.12 -0.71 -0.2% 403.64
High 405.53 403.51 -2.02 -0.5% 405.53
Low 402.01 401.94 -0.07 0.0% 399.92
Close 403.12 403.45 0.33 0.1% 403.45
Range 3.52 1.57 -1.95 -55.4% 5.61
ATR 3.18 3.06 -0.11 -3.6% 0.00
Volume
Daily Pivots for day following 26-Jun-1992
Classic Woodie Camarilla DeMark
R4 407.68 407.13 404.31
R3 406.11 405.56 403.88
R2 404.54 404.54 403.74
R1 403.99 403.99 403.59 404.27
PP 402.97 402.97 402.97 403.10
S1 402.42 402.42 403.31 402.70
S2 401.40 401.40 403.16
S3 399.83 400.85 403.02
S4 398.26 399.28 402.59
Weekly Pivots for week ending 26-Jun-1992
Classic Woodie Camarilla DeMark
R4 419.80 417.23 406.54
R3 414.19 411.62 404.99
R2 408.58 408.58 404.48
R1 406.01 406.01 403.96 404.49
PP 402.97 402.97 402.97 402.21
S1 400.40 400.40 402.94 398.88
S2 397.36 397.36 402.42
S3 391.75 394.79 401.91
S4 386.14 389.18 400.36
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% 2.46 0.6% 63% False False
10 411.68 399.92 11.76 2.9% 3.07 0.8% 30% False False
20 417.30 399.92 17.38 4.3% 3.15 0.8% 20% False False
40 418.75 399.92 18.83 4.7% 3.11 0.8% 19% False False
60 418.75 392.41 26.34 6.5% 3.53 0.9% 42% False False
80 418.75 392.41 26.34 6.5% 3.38 0.8% 42% False False
100 418.75 392.41 26.34 6.5% 3.47 0.9% 42% False False
120 421.18 392.41 28.77 7.1% 3.58 0.9% 38% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 410.18
2.618 407.62
1.618 406.05
1.000 405.08
0.618 404.48
HIGH 403.51
0.618 402.91
0.500 402.73
0.382 402.54
LOW 401.94
0.618 400.97
1.000 400.37
1.618 399.40
2.618 397.83
4.250 395.27
Fisher Pivots for day following 26-Jun-1992
Pivot 1 day 3 day
R1 403.21 403.74
PP 402.97 403.64
S1 402.73 403.55

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

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