S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jul-1992
Day Change Summary
Previous Current
17-Jul-1992 20-Jul-1992 Change Change % Previous Week
Open 417.54 415.62 -1.92 -0.5% 414.62
High 417.54 415.62 -1.92 -0.5% 417.93
Low 412.96 410.72 -2.24 -0.5% 412.96
Close 415.62 413.75 -1.87 -0.4% 415.62
Range 4.58 4.90 0.32 7.0% 4.97
ATR 3.40 3.51 0.11 3.1% 0.00
Volume
Daily Pivots for day following 20-Jul-1992
Classic Woodie Camarilla DeMark
R4 428.06 425.81 416.45
R3 423.16 420.91 415.10
R2 418.26 418.26 414.65
R1 416.01 416.01 414.20 414.69
PP 413.36 413.36 413.36 412.70
S1 411.11 411.11 413.30 409.79
S2 408.46 408.46 412.85
S3 403.56 406.21 412.40
S4 398.66 401.31 411.06
Weekly Pivots for week ending 17-Jul-1992
Classic Woodie Camarilla DeMark
R4 430.41 427.99 418.35
R3 425.44 423.02 416.99
R2 420.47 420.47 416.53
R1 418.05 418.05 416.08 419.26
PP 415.50 415.50 415.50 416.11
S1 413.08 413.08 415.16 414.29
S2 410.53 410.53 414.71
S3 405.56 408.11 414.25
S4 400.59 403.14 412.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417.93 410.72 7.21 1.7% 3.50 0.8% 42% False True
10 417.93 407.20 10.73 2.6% 3.62 0.9% 61% False False
20 417.93 399.92 18.01 4.4% 3.48 0.8% 77% False False
40 418.36 399.92 18.44 4.5% 3.40 0.8% 75% False False
60 418.75 399.92 18.83 4.6% 3.28 0.8% 73% False False
80 418.75 392.41 26.34 6.4% 3.56 0.9% 81% False False
100 418.75 392.41 26.34 6.4% 3.42 0.8% 81% False False
120 418.75 392.41 26.34 6.4% 3.56 0.9% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 436.45
2.618 428.45
1.618 423.55
1.000 420.52
0.618 418.65
HIGH 415.62
0.618 413.75
0.500 413.17
0.382 412.59
LOW 410.72
0.618 407.69
1.000 405.82
1.618 402.79
2.618 397.89
4.250 389.90
Fisher Pivots for day following 20-Jul-1992
Pivot 1 day 3 day
R1 413.56 414.33
PP 413.36 414.13
S1 413.17 413.94

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

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