S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jul-1992
Day Change Summary
Previous Current
14-Jul-1992 15-Jul-1992 Change Change % Previous Week
Open 414.86 417.68 2.82 0.7% 411.77
High 417.69 417.81 0.12 0.0% 415.88
Low 414.33 416.29 1.96 0.5% 407.20
Close 417.68 417.10 -0.58 -0.1% 414.62
Range 3.36 1.52 -1.84 -54.8% 8.68
ATR 3.46 3.33 -0.14 -4.0% 0.00
Volume
Daily Pivots for day following 15-Jul-1992
Classic Woodie Camarilla DeMark
R4 421.63 420.88 417.94
R3 420.11 419.36 417.52
R2 418.59 418.59 417.38
R1 417.84 417.84 417.24 417.46
PP 417.07 417.07 417.07 416.87
S1 416.32 416.32 416.96 415.94
S2 415.55 415.55 416.82
S3 414.03 414.80 416.68
S4 412.51 413.28 416.26
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
5 417.81 410.26 7.55 1.8% 2.76 0.7% 91% True False
10 417.81 407.20 10.61 2.5% 3.74 0.9% 93% True False
20 417.81 399.92 17.89 4.3% 3.44 0.8% 96% True False
40 418.36 399.92 18.44 4.4% 3.32 0.8% 93% False False
60 418.75 399.92 18.83 4.5% 3.23 0.8% 91% False False
80 418.75 392.41 26.34 6.3% 3.51 0.8% 94% False False
100 418.75 392.41 26.34 6.3% 3.42 0.8% 94% False False
120 418.75 392.41 26.34 6.3% 3.51 0.8% 94% 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 0.90
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 424.27
2.618 421.79
1.618 420.27
1.000 419.33
0.618 418.75
HIGH 417.81
0.618 417.23
0.500 417.05
0.382 416.87
LOW 416.29
0.618 415.35
1.000 414.77
1.618 413.83
2.618 412.31
4.250 409.83
Fisher Pivots for day following 15-Jul-1992
Pivot 1 day 3 day
R1 417.08 416.69
PP 417.07 416.28
S1 417.05 415.87

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

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