S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jul-1992
Day Change Summary
Previous Current
30-Jul-1992 31-Jul-1992 Change Change % Previous Week
Open 422.20 423.92 1.72 0.4% 411.60
High 423.94 424.80 0.86 0.2% 424.80
Low 421.57 422.46 0.89 0.2% 411.27
Close 423.92 424.21 0.29 0.1% 424.21
Range 2.37 2.34 -0.03 -1.3% 13.53
ATR 3.40 3.33 -0.08 -2.2% 0.00
Volume
Daily Pivots for day following 31-Jul-1992
Classic Woodie Camarilla DeMark
R4 430.84 429.87 425.50
R3 428.50 427.53 424.85
R2 426.16 426.16 424.64
R1 425.19 425.19 424.42 425.68
PP 423.82 423.82 423.82 424.07
S1 422.85 422.85 424.00 423.34
S2 421.48 421.48 423.78
S3 419.14 420.51 423.57
S4 416.80 418.17 422.92
Weekly Pivots for week ending 31-Jul-1992
Classic Woodie Camarilla DeMark
R4 460.68 455.98 431.65
R3 447.15 442.45 427.93
R2 433.62 433.62 426.69
R1 428.92 428.92 425.45 431.27
PP 420.09 420.09 420.09 421.27
S1 415.39 415.39 422.97 417.74
S2 406.56 406.56 421.73
S3 393.03 401.86 420.49
S4 379.50 388.33 416.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 424.80 411.27 13.53 3.2% 3.52 0.8% 96% True False
10 424.80 409.81 14.99 3.5% 3.25 0.8% 96% True False
20 424.80 407.20 17.60 4.1% 3.36 0.8% 97% True False
40 424.80 399.92 24.88 5.9% 3.34 0.8% 98% True False
60 424.80 399.92 24.88 5.9% 3.27 0.8% 98% True False
80 424.80 392.41 32.39 7.6% 3.45 0.8% 98% True False
100 424.80 392.41 32.39 7.6% 3.42 0.8% 98% True False
120 424.80 392.41 32.39 7.6% 3.47 0.8% 98% True False
Crabel Price Patterns
NR True
NR4 True
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 434.75
2.618 430.93
1.618 428.59
1.000 427.14
0.618 426.25
HIGH 424.80
0.618 423.91
0.500 423.63
0.382 423.35
LOW 422.46
0.618 421.01
1.000 420.12
1.618 418.67
2.618 416.33
4.250 412.52
Fisher Pivots for day following 31-Jul-1992
Pivot 1 day 3 day
R1 424.02 423.19
PP 423.82 422.18
S1 423.63 421.16

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

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