S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-1992
Day Change Summary
Previous Current
02-Sep-1992 03-Sep-1992 Change Change % Previous Week
Open 416.07 417.98 1.91 0.5% 414.80
High 418.28 420.31 2.03 0.5% 415.83
Low 415.31 417.49 2.18 0.5% 408.30
Close 417.98 417.98 0.00 0.0% 414.84
Range 2.97 2.82 -0.15 -5.1% 7.53
ATR 2.98 2.97 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 03-Sep-1992
Classic Woodie Camarilla DeMark
R4 427.05 425.34 419.53
R3 424.23 422.52 418.76
R2 421.41 421.41 418.50
R1 419.70 419.70 418.24 419.39
PP 418.59 418.59 418.59 418.44
S1 416.88 416.88 417.72 416.57
S2 415.77 415.77 417.46
S3 412.95 414.06 417.20
S4 410.13 411.24 416.43
Weekly Pivots for week ending 28-Aug-1992
Classic Woodie Camarilla DeMark
R4 435.58 432.74 418.98
R3 428.05 425.21 416.91
R2 420.52 420.52 416.22
R1 417.68 417.68 415.53 419.10
PP 412.99 412.99 412.99 413.70
S1 410.15 410.15 414.15 411.57
S2 405.46 405.46 413.46
S3 397.93 402.62 412.77
S4 390.40 395.09 410.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 420.31 413.35 6.96 1.7% 2.32 0.6% 67% True False
10 420.35 408.30 12.05 2.9% 3.19 0.8% 80% False False
20 423.45 408.30 15.15 3.6% 3.06 0.7% 64% False False
40 425.14 408.30 16.84 4.0% 2.99 0.7% 57% False False
60 425.14 399.92 25.22 6.0% 3.19 0.8% 72% False False
80 425.14 399.92 25.22 6.0% 3.19 0.8% 72% False False
100 425.14 399.92 25.22 6.0% 3.27 0.8% 72% False False
120 425.14 392.41 32.73 7.8% 3.34 0.8% 78% 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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 432.30
2.618 427.69
1.618 424.87
1.000 423.13
0.618 422.05
HIGH 420.31
0.618 419.23
0.500 418.90
0.382 418.57
LOW 417.49
0.618 415.75
1.000 414.67
1.618 412.93
2.618 410.11
4.250 405.51
Fisher Pivots for day following 03-Sep-1992
Pivot 1 day 3 day
R1 418.90 417.60
PP 418.59 417.21
S1 418.29 416.83

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

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