S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jul-1992
Day Change Summary
Previous Current
24-Jul-1992 27-Jul-1992 Change Change % Previous Week
Open 412.07 411.60 -0.47 -0.1% 415.62
High 412.07 412.67 0.60 0.1% 415.62
Low 409.93 411.27 1.34 0.3% 409.81
Close 411.60 411.54 -0.06 0.0% 411.60
Range 2.14 1.40 -0.74 -34.6% 5.81
ATR 3.25 3.12 -0.13 -4.1% 0.00
Volume
Daily Pivots for day following 27-Jul-1992
Classic Woodie Camarilla DeMark
R4 416.03 415.18 412.31
R3 414.63 413.78 411.93
R2 413.23 413.23 411.80
R1 412.38 412.38 411.67 412.11
PP 411.83 411.83 411.83 411.69
S1 410.98 410.98 411.41 410.71
S2 410.43 410.43 411.28
S3 409.03 409.58 411.16
S4 407.63 408.18 410.77
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
5 414.92 409.81 5.11 1.2% 2.28 0.6% 34% False False
10 417.93 409.81 8.12 2.0% 2.89 0.7% 21% False False
20 417.93 403.47 14.46 3.5% 3.43 0.8% 56% False False
40 417.93 399.92 18.01 4.4% 3.29 0.8% 65% False False
60 418.75 399.92 18.83 4.6% 3.22 0.8% 62% False False
80 418.75 392.41 26.34 6.4% 3.51 0.9% 73% False False
100 418.75 392.41 26.34 6.4% 3.39 0.8% 73% False False
120 418.75 392.41 26.34 6.4% 3.46 0.8% 73% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 418.62
2.618 416.34
1.618 414.94
1.000 414.07
0.618 413.54
HIGH 412.67
0.618 412.14
0.500 411.97
0.382 411.80
LOW 411.27
0.618 410.40
1.000 409.87
1.618 409.00
2.618 407.60
4.250 405.32
Fisher Pivots for day following 27-Jul-1992
Pivot 1 day 3 day
R1 411.97 411.44
PP 411.83 411.34
S1 411.68 411.24

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

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