S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Aug-1992
Day Change Summary
Previous Current
05-Aug-1992 06-Aug-1992 Change Change % Previous Week
Open 424.36 422.19 -2.17 -0.5% 411.60
High 424.36 422.36 -2.00 -0.5% 424.80
Low 421.92 420.26 -1.66 -0.4% 411.27
Close 422.19 420.59 -1.60 -0.4% 424.21
Range 2.44 2.10 -0.34 -13.9% 13.53
ATR 3.11 3.03 -0.07 -2.3% 0.00
Volume
Daily Pivots for day following 06-Aug-1992
Classic Woodie Camarilla DeMark
R4 427.37 426.08 421.75
R3 425.27 423.98 421.17
R2 423.17 423.17 420.98
R1 421.88 421.88 420.78 421.48
PP 421.07 421.07 421.07 420.87
S1 419.78 419.78 420.40 419.38
S2 418.97 418.97 420.21
S3 416.87 417.68 420.01
S4 414.77 415.58 419.44
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
5 425.14 420.26 4.88 1.2% 2.22 0.5% 7% False True
10 425.14 409.93 15.21 3.6% 2.85 0.7% 70% False False
20 425.14 409.81 15.33 3.6% 2.92 0.7% 70% False False
40 425.14 399.92 25.22 6.0% 3.25 0.8% 82% False False
60 425.14 399.92 25.22 6.0% 3.24 0.8% 82% False False
80 425.14 399.92 25.22 6.0% 3.32 0.8% 82% False False
100 425.14 392.41 32.73 7.8% 3.40 0.8% 86% False False
120 425.14 392.41 32.73 7.8% 3.42 0.8% 86% False 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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 431.29
2.618 427.86
1.618 425.76
1.000 424.46
0.618 423.66
HIGH 422.36
0.618 421.56
0.500 421.31
0.382 421.06
LOW 420.26
0.618 418.96
1.000 418.16
1.618 416.86
2.618 414.76
4.250 411.34
Fisher Pivots for day following 06-Aug-1992
Pivot 1 day 3 day
R1 421.31 422.70
PP 421.07 422.00
S1 420.83 421.29

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

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