S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Aug-1992
Day Change Summary
Previous Current
06-Aug-1992 07-Aug-1992 Change Change % Previous Week
Open 422.19 420.59 -1.60 -0.4% 424.21
High 422.36 423.45 1.09 0.3% 425.14
Low 420.26 418.51 -1.75 -0.4% 418.51
Close 420.59 418.88 -1.71 -0.4% 418.88
Range 2.10 4.94 2.84 135.2% 6.63
ATR 3.03 3.17 0.14 4.5% 0.00
Volume
Daily Pivots for day following 07-Aug-1992
Classic Woodie Camarilla DeMark
R4 435.10 431.93 421.60
R3 430.16 426.99 420.24
R2 425.22 425.22 419.79
R1 422.05 422.05 419.33 421.17
PP 420.28 420.28 420.28 419.84
S1 417.11 417.11 418.43 416.23
S2 415.34 415.34 417.97
S3 410.40 412.17 417.52
S4 405.46 407.23 416.16
Weekly Pivots for week ending 07-Aug-1992
Classic Woodie Camarilla DeMark
R4 440.73 436.44 422.53
R3 434.10 429.81 420.70
R2 427.47 427.47 420.10
R1 423.18 423.18 419.49 422.01
PP 420.84 420.84 420.84 420.26
S1 416.55 416.55 418.27 415.38
S2 414.21 414.21 417.66
S3 407.58 409.92 417.06
S4 400.95 403.29 415.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 425.14 418.51 6.63 1.6% 2.74 0.7% 6% False True
10 425.14 411.27 13.87 3.3% 3.13 0.7% 55% False False
20 425.14 409.81 15.33 3.7% 3.04 0.7% 59% False False
40 425.14 399.92 25.22 6.0% 3.30 0.8% 75% False False
60 425.14 399.92 25.22 6.0% 3.30 0.8% 75% False False
80 425.14 399.92 25.22 6.0% 3.29 0.8% 75% False False
100 425.14 392.41 32.73 7.8% 3.41 0.8% 81% False False
120 425.14 392.41 32.73 7.8% 3.40 0.8% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 444.45
2.618 436.38
1.618 431.44
1.000 428.39
0.618 426.50
HIGH 423.45
0.618 421.56
0.500 420.98
0.382 420.40
LOW 418.51
0.618 415.46
1.000 413.57
1.618 410.52
2.618 405.58
4.250 397.52
Fisher Pivots for day following 07-Aug-1992
Pivot 1 day 3 day
R1 420.98 421.44
PP 420.28 420.58
S1 419.58 419.73

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

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