S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jul-1992
Day Change Summary
Previous Current
27-Jul-1992 28-Jul-1992 Change Change % Previous Week
Open 411.60 411.55 -0.05 0.0% 415.62
High 412.67 417.55 4.88 1.2% 415.62
Low 411.27 411.55 0.28 0.1% 409.81
Close 411.54 417.52 5.98 1.5% 411.60
Range 1.40 6.00 4.60 328.6% 5.81
ATR 3.12 3.33 0.21 6.6% 0.00
Volume
Daily Pivots for day following 28-Jul-1992
Classic Woodie Camarilla DeMark
R4 433.54 431.53 420.82
R3 427.54 425.53 419.17
R2 421.54 421.54 418.62
R1 419.53 419.53 418.07 420.54
PP 415.54 415.54 415.54 416.04
S1 413.53 413.53 416.97 414.54
S2 409.54 409.54 416.42
S3 403.54 407.53 415.87
S4 397.54 401.53 414.22
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
5 417.55 409.81 7.74 1.9% 3.12 0.7% 100% True False
10 417.93 409.81 8.12 1.9% 3.16 0.8% 95% False False
20 417.93 407.20 10.73 2.6% 3.46 0.8% 96% False False
40 417.93 399.92 18.01 4.3% 3.32 0.8% 98% False False
60 418.75 399.92 18.83 4.5% 3.23 0.8% 93% False False
80 418.75 392.41 26.34 6.3% 3.52 0.8% 95% False False
100 418.75 392.41 26.34 6.3% 3.41 0.8% 95% False False
120 418.75 392.41 26.34 6.3% 3.49 0.8% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 443.05
2.618 433.26
1.618 427.26
1.000 423.55
0.618 421.26
HIGH 417.55
0.618 415.26
0.500 414.55
0.382 413.84
LOW 411.55
0.618 407.84
1.000 405.55
1.618 401.84
2.618 395.84
4.250 386.05
Fisher Pivots for day following 28-Jul-1992
Pivot 1 day 3 day
R1 416.53 416.26
PP 415.54 415.00
S1 414.55 413.74

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

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