S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jul-1992
Day Change Summary
Previous Current
02-Jul-1992 06-Jul-1992 Change Change % Previous Week
Open 412.88 411.77 -1.11 -0.3% 403.47
High 415.71 413.84 -1.87 -0.4% 415.71
Low 410.07 410.46 0.39 0.1% 403.47
Close 411.77 413.84 2.07 0.5% 411.77
Range 5.64 3.38 -2.26 -40.1% 12.24
ATR 3.42 3.42 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 06-Jul-1992
Classic Woodie Camarilla DeMark
R4 422.85 421.73 415.70
R3 419.47 418.35 414.77
R2 416.09 416.09 414.46
R1 414.97 414.97 414.15 415.53
PP 412.71 412.71 412.71 413.00
S1 411.59 411.59 413.53 412.15
S2 409.33 409.33 413.22
S3 405.95 408.21 412.91
S4 402.57 404.83 411.98
Weekly Pivots for week ending 03-Jul-1992
Classic Woodie Camarilla DeMark
R4 447.04 441.64 418.50
R3 434.80 429.40 415.14
R2 422.56 422.56 414.01
R1 417.16 417.16 412.89 419.86
PP 410.32 410.32 410.32 411.67
S1 404.92 404.92 410.65 407.62
S2 398.08 398.08 409.53
S3 385.84 392.68 408.40
S4 373.60 380.44 405.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 415.71 403.47 12.24 3.0% 4.21 1.0% 85% False False
10 415.71 399.92 15.79 3.8% 3.34 0.8% 88% False False
20 415.71 399.92 15.79 3.8% 3.35 0.8% 88% False False
40 418.75 399.92 18.83 4.6% 3.27 0.8% 74% False False
60 418.75 394.50 24.25 5.9% 3.44 0.8% 80% False False
80 418.75 392.41 26.34 6.4% 3.42 0.8% 81% False False
100 418.75 392.41 26.34 6.4% 3.50 0.8% 81% False False
120 421.18 392.41 28.77 7.0% 3.57 0.9% 74% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 428.21
2.618 422.69
1.618 419.31
1.000 417.22
0.618 415.93
HIGH 413.84
0.618 412.55
0.500 412.15
0.382 411.75
LOW 410.46
0.618 408.37
1.000 407.08
1.618 404.99
2.618 401.61
4.250 396.10
Fisher Pivots for day following 06-Jul-1992
Pivot 1 day 3 day
R1 413.28 413.20
PP 412.71 412.56
S1 412.15 411.93

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

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