S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jul-1992
Day Change Summary
Previous Current
22-Jul-1992 23-Jul-1992 Change Change % Previous Week
Open 413.74 410.93 -2.81 -0.7% 414.62
High 413.74 412.08 -1.66 -0.4% 417.93
Low 409.95 409.81 -0.14 0.0% 412.96
Close 410.93 412.08 1.15 0.3% 415.62
Range 3.79 2.27 -1.52 -40.1% 4.97
ATR 3.42 3.34 -0.08 -2.4% 0.00
Volume
Daily Pivots for day following 23-Jul-1992
Classic Woodie Camarilla DeMark
R4 418.13 417.38 413.33
R3 415.86 415.11 412.70
R2 413.59 413.59 412.50
R1 412.84 412.84 412.29 413.22
PP 411.32 411.32 411.32 411.51
S1 410.57 410.57 411.87 410.95
S2 409.05 409.05 411.66
S3 406.78 408.30 411.46
S4 404.51 406.03 410.83
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
5 417.54 409.81 7.73 1.9% 3.47 0.8% 29% False True
10 417.93 409.81 8.12 2.0% 2.99 0.7% 28% False True
20 417.93 401.94 15.99 3.9% 3.51 0.9% 63% False False
40 418.36 399.92 18.44 4.5% 3.40 0.8% 66% False False
60 418.75 399.92 18.83 4.6% 3.26 0.8% 65% False False
80 418.75 392.41 26.34 6.4% 3.55 0.9% 75% False False
100 418.75 392.41 26.34 6.4% 3.41 0.8% 75% False False
120 418.75 392.41 26.34 6.4% 3.49 0.8% 75% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 421.73
2.618 418.02
1.618 415.75
1.000 414.35
0.618 413.48
HIGH 412.08
0.618 411.21
0.500 410.95
0.382 410.68
LOW 409.81
0.618 408.41
1.000 407.54
1.618 406.14
2.618 403.87
4.250 400.16
Fisher Pivots for day following 23-Jul-1992
Pivot 1 day 3 day
R1 411.70 412.37
PP 411.32 412.27
S1 410.95 412.18

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

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