S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Sep-1992
Day Change Summary
Previous Current
08-Sep-1992 09-Sep-1992 Change Change % Previous Week
Open 417.08 414.44 -2.64 -0.6% 414.87
High 417.18 416.44 -0.74 -0.2% 420.31
Low 414.30 414.44 0.14 0.0% 413.35
Close 414.44 416.36 1.92 0.5% 417.08
Range 2.88 2.00 -0.88 -30.6% 6.96
ATR 2.89 2.82 -0.06 -2.2% 0.00
Volume
Daily Pivots for day following 09-Sep-1992
Classic Woodie Camarilla DeMark
R4 421.75 421.05 417.46
R3 419.75 419.05 416.91
R2 417.75 417.75 416.73
R1 417.05 417.05 416.54 417.40
PP 415.75 415.75 415.75 415.92
S1 415.05 415.05 416.18 415.40
S2 413.75 413.75 415.99
S3 411.75 413.05 415.81
S4 409.75 411.05 415.26
Weekly Pivots for week ending 04-Sep-1992
Classic Woodie Camarilla DeMark
R4 437.79 434.40 420.91
R3 430.83 427.44 418.99
R2 423.87 423.87 418.36
R1 420.48 420.48 417.72 422.18
PP 416.91 416.91 416.91 417.76
S1 413.52 413.52 416.44 415.22
S2 409.95 409.95 415.80
S3 402.99 406.56 415.17
S4 396.03 399.60 413.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 420.31 414.30 6.01 1.4% 2.51 0.6% 34% False False
10 420.31 410.53 9.78 2.3% 2.38 0.6% 60% False False
20 421.89 408.30 13.59 3.3% 2.87 0.7% 59% False False
40 425.14 408.30 16.84 4.0% 2.96 0.7% 48% False False
60 425.14 399.92 25.22 6.1% 3.15 0.8% 65% False False
80 425.14 399.92 25.22 6.1% 3.16 0.8% 65% False False
100 425.14 399.92 25.22 6.1% 3.19 0.8% 65% False False
120 425.14 392.41 32.73 7.9% 3.34 0.8% 73% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 424.94
2.618 421.68
1.618 419.68
1.000 418.44
0.618 417.68
HIGH 416.44
0.618 415.68
0.500 415.44
0.382 415.20
LOW 414.44
0.618 413.20
1.000 412.44
1.618 411.20
2.618 409.20
4.250 405.94
Fisher Pivots for day following 09-Sep-1992
Pivot 1 day 3 day
R1 416.05 416.46
PP 415.75 416.43
S1 415.44 416.39

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

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