S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jul-1992
Day Change Summary
Previous Current
09-Jul-1992 10-Jul-1992 Change Change % Previous Week
Open 410.28 414.23 3.95 1.0% 411.77
High 414.69 415.88 1.19 0.3% 415.88
Low 410.26 413.34 3.08 0.8% 407.20
Close 414.23 414.62 0.39 0.1% 414.62
Range 4.43 2.54 -1.89 -42.7% 8.68
ATR 3.67 3.59 -0.08 -2.2% 0.00
Volume
Daily Pivots for day following 10-Jul-1992
Classic Woodie Camarilla DeMark
R4 422.23 420.97 416.02
R3 419.69 418.43 415.32
R2 417.15 417.15 415.09
R1 415.89 415.89 414.85 416.52
PP 414.61 414.61 414.61 414.93
S1 413.35 413.35 414.39 413.98
S2 412.07 412.07 414.15
S3 409.53 410.81 413.92
S4 406.99 408.27 413.22
Weekly Pivots for week ending 10-Jul-1992
Classic Woodie Camarilla DeMark
R4 438.61 435.29 419.39
R3 429.93 426.61 417.01
R2 421.25 421.25 416.21
R1 417.93 417.93 415.42 419.59
PP 412.57 412.57 412.57 413.40
S1 409.25 409.25 413.82 410.91
S2 403.89 403.89 413.03
S3 395.21 400.57 412.23
S4 386.53 391.89 409.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 415.88 407.20 8.68 2.1% 4.04 1.0% 85% True False
10 415.88 401.94 13.94 3.4% 3.94 1.0% 91% True False
20 415.88 399.92 15.96 3.8% 3.57 0.9% 92% True False
40 418.36 399.92 18.44 4.4% 3.43 0.8% 80% False False
60 418.75 399.92 18.83 4.5% 3.37 0.8% 78% False False
80 418.75 392.41 26.34 6.4% 3.51 0.8% 84% False False
100 418.75 392.41 26.34 6.4% 3.47 0.8% 84% False False
120 419.78 392.41 27.37 6.6% 3.59 0.9% 81% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.87
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 426.68
2.618 422.53
1.618 419.99
1.000 418.42
0.618 417.45
HIGH 415.88
0.618 414.91
0.500 414.61
0.382 414.31
LOW 413.34
0.618 411.77
1.000 410.80
1.618 409.23
2.618 406.69
4.250 402.55
Fisher Pivots for day following 10-Jul-1992
Pivot 1 day 3 day
R1 414.62 413.59
PP 414.61 412.57
S1 414.61 411.54

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

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