S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jul-1992
Day Change Summary
Previous Current
29-Jul-1992 30-Jul-1992 Change Change % Previous Week
Open 417.52 422.20 4.68 1.1% 415.62
High 423.02 423.94 0.92 0.2% 415.62
Low 417.52 421.57 4.05 1.0% 409.81
Close 422.23 423.92 1.69 0.4% 411.60
Range 5.50 2.37 -3.13 -56.9% 5.81
ATR 3.48 3.40 -0.08 -2.3% 0.00
Volume
Daily Pivots for day following 30-Jul-1992
Classic Woodie Camarilla DeMark
R4 430.25 429.46 425.22
R3 427.88 427.09 424.57
R2 425.51 425.51 424.35
R1 424.72 424.72 424.14 425.12
PP 423.14 423.14 423.14 423.34
S1 422.35 422.35 423.70 422.75
S2 420.77 420.77 423.49
S3 418.40 419.98 423.27
S4 416.03 417.61 422.62
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
5 423.94 409.93 14.01 3.3% 3.48 0.8% 100% True False
10 423.94 409.81 14.13 3.3% 3.48 0.8% 100% True False
20 423.94 407.20 16.74 3.9% 3.53 0.8% 100% True False
40 423.94 399.92 24.02 5.7% 3.34 0.8% 100% True False
60 423.94 399.92 24.02 5.7% 3.23 0.8% 100% True False
80 423.94 392.41 31.53 7.4% 3.52 0.8% 100% True False
100 423.94 392.41 31.53 7.4% 3.44 0.8% 100% True False
120 423.94 392.41 31.53 7.4% 3.47 0.8% 100% 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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 434.01
2.618 430.14
1.618 427.77
1.000 426.31
0.618 425.40
HIGH 423.94
0.618 423.03
0.500 422.76
0.382 422.48
LOW 421.57
0.618 420.11
1.000 419.20
1.618 417.74
2.618 415.37
4.250 411.50
Fisher Pivots for day following 30-Jul-1992
Pivot 1 day 3 day
R1 423.53 421.86
PP 423.14 419.80
S1 422.76 417.75

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

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