S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jul-1992
Day Change Summary
Previous Current
23-Jul-1992 24-Jul-1992 Change Change % Previous Week
Open 410.93 412.07 1.14 0.3% 415.62
High 412.08 412.07 -0.01 0.0% 415.62
Low 409.81 409.93 0.12 0.0% 409.81
Close 412.08 411.60 -0.48 -0.1% 411.60
Range 2.27 2.14 -0.13 -5.7% 5.81
ATR 3.34 3.25 -0.08 -2.5% 0.00
Volume
Daily Pivots for day following 24-Jul-1992
Classic Woodie Camarilla DeMark
R4 417.62 416.75 412.78
R3 415.48 414.61 412.19
R2 413.34 413.34 411.99
R1 412.47 412.47 411.80 411.84
PP 411.20 411.20 411.20 410.88
S1 410.33 410.33 411.40 409.70
S2 409.06 409.06 411.21
S3 406.92 408.19 411.01
S4 404.78 406.05 410.42
Weekly Pivots for week ending 24-Jul-1992
Classic Woodie Camarilla DeMark
R4 429.77 426.50 414.80
R3 423.96 420.69 413.20
R2 418.15 418.15 412.67
R1 414.88 414.88 412.13 413.61
PP 412.34 412.34 412.34 411.71
S1 409.07 409.07 411.07 407.80
S2 406.53 406.53 410.53
S3 400.72 403.26 410.00
S4 394.91 397.45 408.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 415.62 409.81 5.81 1.4% 2.98 0.7% 31% False False
10 417.93 409.81 8.12 2.0% 2.95 0.7% 22% False False
20 417.93 401.94 15.99 3.9% 3.44 0.8% 60% False False
40 418.36 399.92 18.44 4.5% 3.33 0.8% 63% False False
60 418.75 399.92 18.83 4.6% 3.25 0.8% 62% False False
80 418.75 392.41 26.34 6.4% 3.54 0.9% 73% False False
100 418.75 392.41 26.34 6.4% 3.42 0.8% 73% False False
120 418.75 392.41 26.34 6.4% 3.49 0.8% 73% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 421.17
2.618 417.67
1.618 415.53
1.000 414.21
0.618 413.39
HIGH 412.07
0.618 411.25
0.500 411.00
0.382 410.75
LOW 409.93
0.618 408.61
1.000 407.79
1.618 406.47
2.618 404.33
4.250 400.84
Fisher Pivots for day following 24-Jul-1992
Pivot 1 day 3 day
R1 411.40 411.78
PP 411.20 411.72
S1 411.00 411.66

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

View Archives - Comment on this page... - Back to Index of Symbols