S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Aug-1992
Day Change Summary
Previous Current
07-Aug-1992 10-Aug-1992 Change Change % Previous Week
Open 420.59 418.87 -1.72 -0.4% 424.21
High 423.45 419.42 -4.03 -1.0% 425.14
Low 418.51 417.04 -1.47 -0.4% 418.51
Close 418.88 419.42 0.54 0.1% 418.88
Range 4.94 2.38 -2.56 -51.8% 6.63
ATR 3.17 3.11 -0.06 -1.8% 0.00
Volume
Daily Pivots for day following 10-Aug-1992
Classic Woodie Camarilla DeMark
R4 425.77 424.97 420.73
R3 423.39 422.59 420.07
R2 421.01 421.01 419.86
R1 420.21 420.21 419.64 420.61
PP 418.63 418.63 418.63 418.83
S1 417.83 417.83 419.20 418.23
S2 416.25 416.25 418.98
S3 413.87 415.45 418.77
S4 411.49 413.07 418.11
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
5 425.14 417.04 8.10 1.9% 2.76 0.7% 29% False True
10 425.14 411.55 13.59 3.2% 3.23 0.8% 58% False False
20 425.14 409.81 15.33 3.7% 3.06 0.7% 63% False False
40 425.14 399.92 25.22 6.0% 3.29 0.8% 77% False False
60 425.14 399.92 25.22 6.0% 3.26 0.8% 77% False False
80 425.14 399.92 25.22 6.0% 3.27 0.8% 77% False False
100 425.14 392.41 32.73 7.8% 3.41 0.8% 83% False False
120 425.14 392.41 32.73 7.8% 3.40 0.8% 83% 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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 429.54
2.618 425.65
1.618 423.27
1.000 421.80
0.618 420.89
HIGH 419.42
0.618 418.51
0.500 418.23
0.382 417.95
LOW 417.04
0.618 415.57
1.000 414.66
1.618 413.19
2.618 410.81
4.250 406.93
Fisher Pivots for day following 10-Aug-1992
Pivot 1 day 3 day
R1 419.02 420.25
PP 418.63 419.97
S1 418.23 419.70

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

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