S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Aug-1992
Day Change Summary
Previous Current
24-Aug-1992 25-Aug-1992 Change Change % Previous Week
Open 414.80 410.73 -4.07 -1.0% 419.89
High 414.80 411.64 -3.16 -0.8% 421.89
Low 410.07 408.30 -1.77 -0.4% 413.58
Close 410.72 411.61 0.89 0.2% 414.85
Range 4.73 3.34 -1.39 -29.4% 8.31
ATR 3.31 3.32 0.00 0.1% 0.00
Volume
Daily Pivots for day following 25-Aug-1992
Classic Woodie Camarilla DeMark
R4 420.54 419.41 413.45
R3 417.20 416.07 412.53
R2 413.86 413.86 412.22
R1 412.73 412.73 411.92 413.30
PP 410.52 410.52 410.52 410.80
S1 409.39 409.39 411.30 409.96
S2 407.18 407.18 411.00
S3 403.84 406.05 410.69
S4 400.50 402.71 409.77
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
5 421.62 408.30 13.32 3.2% 4.04 1.0% 25% False True
10 421.89 408.30 13.59 3.3% 3.37 0.8% 24% False True
20 425.14 408.30 16.84 4.1% 3.16 0.8% 20% False True
40 425.14 407.20 17.94 4.4% 3.31 0.8% 25% False False
60 425.14 399.92 25.22 6.1% 3.27 0.8% 46% False False
80 425.14 399.92 25.22 6.1% 3.21 0.8% 46% False False
100 425.14 392.41 32.73 8.0% 3.44 0.8% 59% False False
120 425.14 392.41 32.73 8.0% 3.37 0.8% 59% 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 0.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 425.84
2.618 420.38
1.618 417.04
1.000 414.98
0.618 413.70
HIGH 411.64
0.618 410.36
0.500 409.97
0.382 409.58
LOW 408.30
0.618 406.24
1.000 404.96
1.618 402.90
2.618 399.56
4.250 394.11
Fisher Pivots for day following 25-Aug-1992
Pivot 1 day 3 day
R1 411.06 414.33
PP 410.52 413.42
S1 409.97 412.52

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

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