S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Aug-1992
Day Change Summary
Previous Current
10-Aug-1992 11-Aug-1992 Change Change % Previous Week
Open 418.87 419.42 0.55 0.1% 424.21
High 419.42 419.72 0.30 0.1% 425.14
Low 417.04 416.53 -0.51 -0.1% 418.51
Close 419.42 418.90 -0.52 -0.1% 418.88
Range 2.38 3.19 0.81 34.0% 6.63
ATR 3.11 3.12 0.01 0.2% 0.00
Volume
Daily Pivots for day following 11-Aug-1992
Classic Woodie Camarilla DeMark
R4 427.95 426.62 420.65
R3 424.76 423.43 419.78
R2 421.57 421.57 419.48
R1 420.24 420.24 419.19 419.31
PP 418.38 418.38 418.38 417.92
S1 417.05 417.05 418.61 416.12
S2 415.19 415.19 418.32
S3 412.00 413.86 418.02
S4 408.81 410.67 417.15
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
5 424.36 416.53 7.83 1.9% 3.01 0.7% 30% False True
10 425.14 416.53 8.61 2.1% 2.95 0.7% 28% False True
20 425.14 409.81 15.33 3.7% 3.05 0.7% 59% False False
40 425.14 399.92 25.22 6.0% 3.28 0.8% 75% False False
60 425.14 399.92 25.22 6.0% 3.26 0.8% 75% False False
80 425.14 399.92 25.22 6.0% 3.27 0.8% 75% False False
100 425.14 392.41 32.73 7.8% 3.43 0.8% 81% False False
120 425.14 392.41 32.73 7.8% 3.38 0.8% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 433.28
2.618 428.07
1.618 424.88
1.000 422.91
0.618 421.69
HIGH 419.72
0.618 418.50
0.500 418.13
0.382 417.75
LOW 416.53
0.618 414.56
1.000 413.34
1.618 411.37
2.618 408.18
4.250 402.97
Fisher Pivots for day following 11-Aug-1992
Pivot 1 day 3 day
R1 418.64 419.99
PP 418.38 419.63
S1 418.13 419.26

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

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