S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jul-1992
Day Change Summary
Previous Current
21-Jul-1992 22-Jul-1992 Change Change % Previous Week
Open 413.75 413.74 -0.01 0.0% 414.62
High 414.92 413.74 -1.18 -0.3% 417.93
Low 413.10 409.95 -3.15 -0.8% 412.96
Close 413.76 410.93 -2.83 -0.7% 415.62
Range 1.82 3.79 1.97 108.2% 4.97
ATR 3.39 3.42 0.03 0.9% 0.00
Volume
Daily Pivots for day following 22-Jul-1992
Classic Woodie Camarilla DeMark
R4 422.91 420.71 413.01
R3 419.12 416.92 411.97
R2 415.33 415.33 411.62
R1 413.13 413.13 411.28 412.34
PP 411.54 411.54 411.54 411.14
S1 409.34 409.34 410.58 408.55
S2 407.75 407.75 410.24
S3 403.96 405.55 409.89
S4 400.17 401.76 408.85
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
5 417.93 409.95 7.98 1.9% 3.65 0.9% 12% False True
10 417.93 409.95 7.98 1.9% 3.20 0.8% 12% False True
20 417.93 401.94 15.99 3.9% 3.47 0.8% 56% False False
40 418.36 399.92 18.44 4.5% 3.39 0.8% 60% False False
60 418.75 399.92 18.83 4.6% 3.28 0.8% 58% False False
80 418.75 392.41 26.34 6.4% 3.54 0.9% 70% False False
100 418.75 392.41 26.34 6.4% 3.41 0.8% 70% False False
120 418.75 392.41 26.34 6.4% 3.51 0.9% 70% 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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 429.85
2.618 423.66
1.618 419.87
1.000 417.53
0.618 416.08
HIGH 413.74
0.618 412.29
0.500 411.85
0.382 411.40
LOW 409.95
0.618 407.61
1.000 406.16
1.618 403.82
2.618 400.03
4.250 393.84
Fisher Pivots for day following 22-Jul-1992
Pivot 1 day 3 day
R1 411.85 412.79
PP 411.54 412.17
S1 411.24 411.55

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

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