S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Aug-1992
Day Change Summary
Previous Current
25-Aug-1992 26-Aug-1992 Change Change % Previous Week
Open 410.73 411.65 0.92 0.2% 419.89
High 411.64 413.61 1.97 0.5% 421.89
Low 408.30 410.53 2.23 0.5% 413.58
Close 411.61 413.51 1.90 0.5% 414.85
Range 3.34 3.08 -0.26 -7.8% 8.31
ATR 3.32 3.30 -0.02 -0.5% 0.00
Volume
Daily Pivots for day following 26-Aug-1992
Classic Woodie Camarilla DeMark
R4 421.79 420.73 415.20
R3 418.71 417.65 414.36
R2 415.63 415.63 414.07
R1 414.57 414.57 413.79 415.10
PP 412.55 412.55 412.55 412.82
S1 411.49 411.49 413.23 412.02
S2 409.47 409.47 412.95
S3 406.39 408.41 412.66
S4 403.31 405.33 411.82
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
5 420.35 408.30 12.05 2.9% 3.97 1.0% 43% False False
10 421.89 408.30 13.59 3.3% 3.35 0.8% 38% False False
20 425.14 408.30 16.84 4.1% 3.04 0.7% 31% False False
40 425.14 407.20 17.94 4.3% 3.34 0.8% 35% False False
60 425.14 399.92 25.22 6.1% 3.25 0.8% 54% False False
80 425.14 399.92 25.22 6.1% 3.19 0.8% 54% False False
100 425.14 392.41 32.73 7.9% 3.44 0.8% 64% False False
120 425.14 392.41 32.73 7.9% 3.36 0.8% 64% False False
Crabel Price Patterns
NR True
NR4 True
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 0.76
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 426.70
2.618 421.67
1.618 418.59
1.000 416.69
0.618 415.51
HIGH 413.61
0.618 412.43
0.500 412.07
0.382 411.71
LOW 410.53
0.618 408.63
1.000 407.45
1.618 405.55
2.618 402.47
4.250 397.44
Fisher Pivots for day following 26-Aug-1992
Pivot 1 day 3 day
R1 413.03 412.86
PP 412.55 412.20
S1 412.07 411.55

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

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