S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jul-1992
Day Change Summary
Previous Current
08-Jul-1992 09-Jul-1992 Change Change % Previous Week
Open 409.15 410.28 1.13 0.3% 403.47
High 410.28 414.69 4.41 1.1% 415.71
Low 407.20 410.26 3.06 0.8% 403.47
Close 410.28 414.23 3.95 1.0% 411.77
Range 3.08 4.43 1.35 43.8% 12.24
ATR 3.61 3.67 0.06 1.6% 0.00
Volume
Daily Pivots for day following 09-Jul-1992
Classic Woodie Camarilla DeMark
R4 426.35 424.72 416.67
R3 421.92 420.29 415.45
R2 417.49 417.49 415.04
R1 415.86 415.86 414.64 416.68
PP 413.06 413.06 413.06 413.47
S1 411.43 411.43 413.82 412.25
S2 408.63 408.63 413.42
S3 404.20 407.00 413.01
S4 399.77 402.57 411.79
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
5 415.71 407.20 8.51 2.1% 4.66 1.1% 83% False False
10 415.71 401.94 13.77 3.3% 4.04 1.0% 89% False False
20 415.71 399.92 15.79 3.8% 3.59 0.9% 91% False False
40 418.36 399.92 18.44 4.5% 3.40 0.8% 78% False False
60 418.75 399.92 18.83 4.5% 3.46 0.8% 76% False False
80 418.75 392.41 26.34 6.4% 3.52 0.8% 83% False False
100 418.75 392.41 26.34 6.4% 3.52 0.8% 83% False False
120 419.78 392.41 27.37 6.6% 3.59 0.9% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.96
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 433.52
2.618 426.29
1.618 421.86
1.000 419.12
0.618 417.43
HIGH 414.69
0.618 413.00
0.500 412.48
0.382 411.95
LOW 410.26
0.618 407.52
1.000 405.83
1.618 403.09
2.618 398.66
4.250 391.43
Fisher Pivots for day following 09-Jul-1992
Pivot 1 day 3 day
R1 413.65 413.24
PP 413.06 412.25
S1 412.48 411.27

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

View Archives - Comment on this page... - Back to Index of Symbols