S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-1992
Day Change Summary
Previous Current
28-Jul-1992 29-Jul-1992 Change Change % Previous Week
Open 411.55 417.52 5.97 1.5% 415.62
High 417.55 423.02 5.47 1.3% 415.62
Low 411.55 417.52 5.97 1.5% 409.81
Close 417.52 422.23 4.71 1.1% 411.60
Range 6.00 5.50 -0.50 -8.3% 5.81
ATR 3.33 3.48 0.16 4.7% 0.00
Volume
Daily Pivots for day following 29-Jul-1992
Classic Woodie Camarilla DeMark
R4 437.42 435.33 425.26
R3 431.92 429.83 423.74
R2 426.42 426.42 423.24
R1 424.33 424.33 422.73 425.38
PP 420.92 420.92 420.92 421.45
S1 418.83 418.83 421.73 419.88
S2 415.42 415.42 421.22
S3 409.92 413.33 420.72
S4 404.42 407.83 419.21
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
5 423.02 409.81 13.21 3.1% 3.46 0.8% 94% True False
10 423.02 409.81 13.21 3.1% 3.55 0.8% 94% True False
20 423.02 407.20 15.82 3.7% 3.65 0.9% 95% True False
40 423.02 399.92 23.10 5.5% 3.36 0.8% 97% True False
60 423.02 399.92 23.10 5.5% 3.23 0.8% 97% True False
80 423.02 392.41 30.61 7.2% 3.54 0.8% 97% True False
100 423.02 392.41 30.61 7.2% 3.43 0.8% 97% True False
120 423.02 392.41 30.61 7.2% 3.51 0.8% 97% True 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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 446.40
2.618 437.42
1.618 431.92
1.000 428.52
0.618 426.42
HIGH 423.02
0.618 420.92
0.500 420.27
0.382 419.62
LOW 417.52
0.618 414.12
1.000 412.02
1.618 408.62
2.618 403.12
4.250 394.15
Fisher Pivots for day following 29-Jul-1992
Pivot 1 day 3 day
R1 421.58 420.54
PP 420.92 418.84
S1 420.27 417.15

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

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