S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jul-1992
Day Change Summary
Previous Current
13-Jul-1992 14-Jul-1992 Change Change % Previous Week
Open 414.62 414.86 0.24 0.1% 411.77
High 415.86 417.69 1.83 0.4% 415.88
Low 413.93 414.33 0.40 0.1% 407.20
Close 414.87 417.68 2.81 0.7% 414.62
Range 1.93 3.36 1.43 74.1% 8.68
ATR 3.47 3.46 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 14-Jul-1992
Classic Woodie Camarilla DeMark
R4 426.65 425.52 419.53
R3 423.29 422.16 418.60
R2 419.93 419.93 418.30
R1 418.80 418.80 417.99 419.37
PP 416.57 416.57 416.57 416.85
S1 415.44 415.44 417.37 416.01
S2 413.21 413.21 417.06
S3 409.85 412.08 416.76
S4 406.49 408.72 415.83
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
5 417.69 407.20 10.49 2.5% 3.07 0.7% 100% True False
10 417.69 407.20 10.49 2.5% 3.76 0.9% 100% True False
20 417.69 399.92 17.77 4.3% 3.52 0.8% 100% True False
40 418.36 399.92 18.44 4.4% 3.36 0.8% 96% False False
60 418.75 399.92 18.83 4.5% 3.34 0.8% 94% False False
80 418.75 392.41 26.34 6.3% 3.52 0.8% 96% False False
100 418.75 392.41 26.34 6.3% 3.45 0.8% 96% False False
120 419.78 392.41 27.37 6.6% 3.54 0.8% 92% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 431.97
2.618 426.49
1.618 423.13
1.000 421.05
0.618 419.77
HIGH 417.69
0.618 416.41
0.500 416.01
0.382 415.61
LOW 414.33
0.618 412.25
1.000 410.97
1.618 408.89
2.618 405.53
4.250 400.05
Fisher Pivots for day following 14-Jul-1992
Pivot 1 day 3 day
R1 417.12 416.96
PP 416.57 416.24
S1 416.01 415.52

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

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