S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Sep-1992
Day Change Summary
Previous Current
10-Sep-1992 11-Sep-1992 Change Change % Previous Week
Open 416.34 419.95 3.61 0.9% 417.08
High 420.52 420.58 0.06 0.0% 420.58
Low 416.34 419.13 2.79 0.7% 414.30
Close 419.95 419.58 -0.37 -0.1% 419.58
Range 4.18 1.45 -2.73 -65.3% 6.28
ATR 2.92 2.82 -0.11 -3.6% 0.00
Volume
Daily Pivots for day following 11-Sep-1992
Classic Woodie Camarilla DeMark
R4 424.11 423.30 420.38
R3 422.66 421.85 419.98
R2 421.21 421.21 419.85
R1 420.40 420.40 419.71 420.08
PP 419.76 419.76 419.76 419.61
S1 418.95 418.95 419.45 418.63
S2 418.31 418.31 419.31
S3 416.86 417.50 419.18
S4 415.41 416.05 418.78
Weekly Pivots for week ending 11-Sep-1992
Classic Woodie Camarilla DeMark
R4 436.99 434.57 423.03
R3 430.71 428.29 421.31
R2 424.43 424.43 420.73
R1 422.01 422.01 420.16 423.22
PP 418.15 418.15 418.15 418.76
S1 415.73 415.73 419.00 416.94
S2 411.87 411.87 418.43
S3 405.59 409.45 417.85
S4 399.31 403.17 416.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 420.58 414.30 6.28 1.5% 2.47 0.6% 84% True False
10 420.58 413.35 7.23 1.7% 2.40 0.6% 86% True False
20 421.89 408.30 13.59 3.2% 2.82 0.7% 83% False False
40 425.14 408.30 16.84 4.0% 2.99 0.7% 67% False False
60 425.14 399.92 25.22 6.0% 3.08 0.7% 78% False False
80 425.14 399.92 25.22 6.0% 3.14 0.7% 78% False False
100 425.14 399.92 25.22 6.0% 3.14 0.7% 78% False False
120 425.14 392.41 32.73 7.8% 3.34 0.8% 83% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.39
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 426.74
2.618 424.38
1.618 422.93
1.000 422.03
0.618 421.48
HIGH 420.58
0.618 420.03
0.500 419.86
0.382 419.68
LOW 419.13
0.618 418.23
1.000 417.68
1.618 416.78
2.618 415.33
4.250 412.97
Fisher Pivots for day following 11-Sep-1992
Pivot 1 day 3 day
R1 419.86 418.89
PP 419.76 418.20
S1 419.67 417.51

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

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