S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jun-1992
Day Change Summary
Previous Current
29-Jun-1992 30-Jun-1992 Change Change % Previous Week
Open 403.47 408.94 5.47 1.4% 403.64
High 408.96 409.63 0.67 0.2% 405.53
Low 403.47 407.85 4.38 1.1% 399.92
Close 408.94 408.14 -0.80 -0.2% 403.45
Range 5.49 1.78 -3.71 -67.6% 5.61
ATR 3.24 3.13 -0.10 -3.2% 0.00
Volume
Daily Pivots for day following 30-Jun-1992
Classic Woodie Camarilla DeMark
R4 413.88 412.79 409.12
R3 412.10 411.01 408.63
R2 410.32 410.32 408.47
R1 409.23 409.23 408.30 408.89
PP 408.54 408.54 408.54 408.37
S1 407.45 407.45 407.98 407.11
S2 406.76 406.76 407.81
S3 404.98 405.67 407.65
S4 403.20 403.89 407.16
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
5 409.63 401.94 7.69 1.9% 2.77 0.7% 81% True False
10 409.63 399.92 9.71 2.4% 3.14 0.8% 85% True False
20 416.54 399.92 16.62 4.1% 3.08 0.8% 49% False False
40 418.75 399.92 18.83 4.6% 3.03 0.7% 44% False False
60 418.75 392.41 26.34 6.5% 3.51 0.9% 60% False False
80 418.75 392.41 26.34 6.5% 3.37 0.8% 60% False False
100 418.75 392.41 26.34 6.5% 3.49 0.9% 60% False False
120 421.18 392.41 28.77 7.0% 3.56 0.9% 55% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 417.20
2.618 414.29
1.618 412.51
1.000 411.41
0.618 410.73
HIGH 409.63
0.618 408.95
0.500 408.74
0.382 408.53
LOW 407.85
0.618 406.75
1.000 406.07
1.618 404.97
2.618 403.19
4.250 400.29
Fisher Pivots for day following 30-Jun-1992
Pivot 1 day 3 day
R1 408.74 407.36
PP 408.54 406.57
S1 408.34 405.79

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

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