S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Aug-1992
Day Change Summary
Previous Current
19-Aug-1992 20-Aug-1992 Change Change % Previous Week
Open 421.34 418.19 -3.15 -0.7% 418.87
High 421.62 418.85 -2.77 -0.7% 420.40
Low 418.19 416.93 -1.26 -0.3% 416.40
Close 418.19 418.26 0.07 0.0% 419.91
Range 3.43 1.92 -1.51 -44.0% 4.00
ATR 3.00 2.93 -0.08 -2.6% 0.00
Volume
Daily Pivots for day following 20-Aug-1992
Classic Woodie Camarilla DeMark
R4 423.77 422.94 419.32
R3 421.85 421.02 418.79
R2 419.93 419.93 418.61
R1 419.10 419.10 418.44 419.52
PP 418.01 418.01 418.01 418.22
S1 417.18 417.18 418.08 417.60
S2 416.09 416.09 417.91
S3 414.17 415.26 417.73
S4 412.25 413.34 417.20
Weekly Pivots for week ending 14-Aug-1992
Classic Woodie Camarilla DeMark
R4 430.90 429.41 422.11
R3 426.90 425.41 421.01
R2 422.90 422.90 420.64
R1 421.41 421.41 420.28 422.16
PP 418.90 418.90 418.90 419.28
S1 417.41 417.41 419.54 418.16
S2 414.90 414.90 419.18
S3 410.90 413.41 418.81
S4 406.90 409.41 417.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421.89 416.93 4.96 1.2% 2.42 0.6% 27% False True
10 423.45 416.40 7.05 1.7% 2.94 0.7% 26% False False
20 425.14 409.93 15.21 3.6% 2.89 0.7% 55% False False
40 425.14 401.94 23.20 5.5% 3.20 0.8% 70% False False
60 425.14 399.92 25.22 6.0% 3.23 0.8% 73% False False
80 425.14 399.92 25.22 6.0% 3.17 0.8% 73% False False
100 425.14 392.41 32.73 7.8% 3.42 0.8% 79% False False
120 425.14 392.41 32.73 7.8% 3.33 0.8% 79% 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 True
Bear Hook False
Bull Hook False
Stretch 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 427.01
2.618 423.88
1.618 421.96
1.000 420.77
0.618 420.04
HIGH 418.85
0.618 418.12
0.500 417.89
0.382 417.66
LOW 416.93
0.618 415.74
1.000 415.01
1.618 413.82
2.618 411.90
4.250 408.77
Fisher Pivots for day following 20-Aug-1992
Pivot 1 day 3 day
R1 418.14 419.28
PP 418.01 418.94
S1 417.89 418.60

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

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