S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jul-1992
Day Change Summary
Previous Current
20-Jul-1992 21-Jul-1992 Change Change % Previous Week
Open 415.62 413.75 -1.87 -0.4% 414.62
High 415.62 414.92 -0.70 -0.2% 417.93
Low 410.72 413.10 2.38 0.6% 412.96
Close 413.75 413.76 0.01 0.0% 415.62
Range 4.90 1.82 -3.08 -62.9% 4.97
ATR 3.51 3.39 -0.12 -3.4% 0.00
Volume
Daily Pivots for day following 21-Jul-1992
Classic Woodie Camarilla DeMark
R4 419.39 418.39 414.76
R3 417.57 416.57 414.26
R2 415.75 415.75 414.09
R1 414.75 414.75 413.93 415.25
PP 413.93 413.93 413.93 414.18
S1 412.93 412.93 413.59 413.43
S2 412.11 412.11 413.43
S3 410.29 411.11 413.26
S4 408.47 409.29 412.76
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% 3.19 0.8% 42% False False
10 417.93 407.20 10.73 2.6% 3.13 0.8% 61% False False
20 417.93 401.94 15.99 3.9% 3.38 0.8% 74% False False
40 418.36 399.92 18.44 4.5% 3.39 0.8% 75% False False
60 418.75 399.92 18.83 4.6% 3.25 0.8% 73% False False
80 418.75 392.41 26.34 6.4% 3.55 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% 3.50 0.8% 81% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 422.66
2.618 419.68
1.618 417.86
1.000 416.74
0.618 416.04
HIGH 414.92
0.618 414.22
0.500 414.01
0.382 413.80
LOW 413.10
0.618 411.98
1.000 411.28
1.618 410.16
2.618 408.34
4.250 405.37
Fisher Pivots for day following 21-Jul-1992
Pivot 1 day 3 day
R1 414.01 414.13
PP 413.93 414.01
S1 413.84 413.88

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

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