S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jul-1992
Day Change Summary
Previous Current
01-Jul-1992 02-Jul-1992 Change Change % Previous Week
Open 408.14 412.88 4.74 1.2% 403.64
High 412.88 415.71 2.83 0.7% 405.53
Low 408.14 410.07 1.93 0.5% 399.92
Close 412.88 411.77 -1.11 -0.3% 403.45
Range 4.74 5.64 0.90 19.0% 5.61
ATR 3.25 3.42 0.17 5.3% 0.00
Volume
Daily Pivots for day following 02-Jul-1992
Classic Woodie Camarilla DeMark
R4 429.44 426.24 414.87
R3 423.80 420.60 413.32
R2 418.16 418.16 412.80
R1 414.96 414.96 412.29 413.74
PP 412.52 412.52 412.52 411.91
S1 409.32 409.32 411.25 408.10
S2 406.88 406.88 410.74
S3 401.24 403.68 410.22
S4 395.60 398.04 408.67
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
5 415.71 401.94 13.77 3.3% 3.84 0.9% 71% True False
10 415.71 399.92 15.79 3.8% 3.32 0.8% 75% True False
20 415.71 399.92 15.79 3.8% 3.32 0.8% 75% True False
40 418.75 399.92 18.83 4.6% 3.22 0.8% 63% False False
60 418.75 392.41 26.34 6.4% 3.48 0.8% 74% False False
80 418.75 392.41 26.34 6.4% 3.44 0.8% 74% False False
100 418.75 392.41 26.34 6.4% 3.49 0.8% 74% False False
120 421.18 392.41 28.77 7.0% 3.59 0.9% 67% 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 0.63
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 439.68
2.618 430.48
1.618 424.84
1.000 421.35
0.618 419.20
HIGH 415.71
0.618 413.56
0.500 412.89
0.382 412.22
LOW 410.07
0.618 406.58
1.000 404.43
1.618 400.94
2.618 395.30
4.250 386.10
Fisher Pivots for day following 02-Jul-1992
Pivot 1 day 3 day
R1 412.89 411.78
PP 412.52 411.78
S1 412.14 411.77

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

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