S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Aug-1992
Day Change Summary
Previous Current
21-Aug-1992 24-Aug-1992 Change Change % Previous Week
Open 418.26 414.80 -3.46 -0.8% 419.89
High 420.35 414.80 -5.55 -1.3% 421.89
Low 413.58 410.07 -3.51 -0.8% 413.58
Close 414.85 410.72 -4.13 -1.0% 414.85
Range 6.77 4.73 -2.04 -30.1% 8.31
ATR 3.20 3.31 0.11 3.5% 0.00
Volume
Daily Pivots for day following 24-Aug-1992
Classic Woodie Camarilla DeMark
R4 426.05 423.12 413.32
R3 421.32 418.39 412.02
R2 416.59 416.59 411.59
R1 413.66 413.66 411.15 412.76
PP 411.86 411.86 411.86 411.42
S1 408.93 408.93 410.29 408.03
S2 407.13 407.13 409.85
S3 402.40 404.20 409.42
S4 397.67 399.47 408.12
Weekly Pivots for week ending 21-Aug-1992
Classic Woodie Camarilla DeMark
R4 441.70 436.59 419.42
R3 433.39 428.28 417.14
R2 425.08 425.08 416.37
R1 419.97 419.97 415.61 418.37
PP 416.77 416.77 416.77 415.98
S1 411.66 411.66 414.09 410.06
S2 408.46 408.46 413.33
S3 400.15 403.35 412.56
S4 391.84 395.04 410.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421.62 410.07 11.55 2.8% 3.69 0.9% 6% False True
10 421.89 410.07 11.82 2.9% 3.36 0.8% 5% False True
20 425.14 410.07 15.07 3.7% 3.29 0.8% 4% False True
40 425.14 403.47 21.67 5.3% 3.36 0.8% 33% False False
60 425.14 399.92 25.22 6.1% 3.29 0.8% 43% False False
80 425.14 399.92 25.22 6.1% 3.24 0.8% 43% False False
100 425.14 392.41 32.73 8.0% 3.46 0.8% 56% False False
120 425.14 392.41 32.73 8.0% 3.37 0.8% 56% 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 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 434.90
2.618 427.18
1.618 422.45
1.000 419.53
0.618 417.72
HIGH 414.80
0.618 412.99
0.500 412.44
0.382 411.88
LOW 410.07
0.618 407.15
1.000 405.34
1.618 402.42
2.618 397.69
4.250 389.97
Fisher Pivots for day following 24-Aug-1992
Pivot 1 day 3 day
R1 412.44 415.21
PP 411.86 413.71
S1 411.29 412.22

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

View Archives - Comment on this page... - Back to Index of Symbols