S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jun-1992
Day Change Summary
Previous Current
26-Jun-1992 29-Jun-1992 Change Change % Previous Week
Open 403.12 403.47 0.35 0.1% 403.64
High 403.51 408.96 5.45 1.4% 405.53
Low 401.94 403.47 1.53 0.4% 399.92
Close 403.45 408.94 5.49 1.4% 403.45
Range 1.57 5.49 3.92 249.7% 5.61
ATR 3.06 3.24 0.17 5.7% 0.00
Volume
Daily Pivots for day following 29-Jun-1992
Classic Woodie Camarilla DeMark
R4 423.59 421.76 411.96
R3 418.10 416.27 410.45
R2 412.61 412.61 409.95
R1 410.78 410.78 409.44 411.70
PP 407.12 407.12 407.12 407.58
S1 405.29 405.29 408.44 406.21
S2 401.63 401.63 407.93
S3 396.14 399.80 407.43
S4 390.65 394.31 405.92
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
5 408.96 401.94 7.02 1.7% 2.82 0.7% 100% True False
10 411.40 399.92 11.48 2.8% 3.27 0.8% 79% False False
20 417.30 399.92 17.38 4.3% 3.18 0.8% 52% False False
40 418.75 399.92 18.83 4.6% 3.12 0.8% 48% False False
60 418.75 392.41 26.34 6.4% 3.53 0.9% 63% False False
80 418.75 392.41 26.34 6.4% 3.40 0.8% 63% False False
100 418.75 392.41 26.34 6.4% 3.49 0.9% 63% False False
120 421.18 392.41 28.77 7.0% 3.58 0.9% 57% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 432.29
2.618 423.33
1.618 417.84
1.000 414.45
0.618 412.35
HIGH 408.96
0.618 406.86
0.500 406.22
0.382 405.57
LOW 403.47
0.618 400.08
1.000 397.98
1.618 394.59
2.618 389.10
4.250 380.14
Fisher Pivots for day following 29-Jun-1992
Pivot 1 day 3 day
R1 408.03 407.78
PP 407.12 406.61
S1 406.22 405.45

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

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