S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Sep-1992
Day Change Summary
Previous Current
11-Sep-1992 14-Sep-1992 Change Change % Previous Week
Open 419.95 419.65 -0.30 -0.1% 417.08
High 420.58 425.27 4.69 1.1% 420.58
Low 419.13 419.65 0.52 0.1% 414.30
Close 419.58 425.27 5.69 1.4% 419.58
Range 1.45 5.62 4.17 287.6% 6.28
ATR 2.82 3.02 0.21 7.3% 0.00
Volume
Daily Pivots for day following 14-Sep-1992
Classic Woodie Camarilla DeMark
R4 440.26 438.38 428.36
R3 434.64 432.76 426.82
R2 429.02 429.02 426.30
R1 427.14 427.14 425.79 428.08
PP 423.40 423.40 423.40 423.87
S1 421.52 421.52 424.75 422.46
S2 417.78 417.78 424.24
S3 412.16 415.90 423.72
S4 406.54 410.28 422.18
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
5 425.27 414.30 10.97 2.6% 3.23 0.8% 100% True False
10 425.27 413.35 11.92 2.8% 2.80 0.7% 100% True False
20 425.27 408.30 16.97 4.0% 2.96 0.7% 100% True False
40 425.27 408.30 16.97 4.0% 3.01 0.7% 100% True False
60 425.27 399.92 25.35 6.0% 3.14 0.7% 100% True False
80 425.27 399.92 25.35 6.0% 3.19 0.8% 100% True False
100 425.27 399.92 25.35 6.0% 3.17 0.7% 100% True False
120 425.27 392.41 32.86 7.7% 3.36 0.8% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 449.16
2.618 439.98
1.618 434.36
1.000 430.89
0.618 428.74
HIGH 425.27
0.618 423.12
0.500 422.46
0.382 421.80
LOW 419.65
0.618 416.18
1.000 414.03
1.618 410.56
2.618 404.94
4.250 395.77
Fisher Pivots for day following 14-Sep-1992
Pivot 1 day 3 day
R1 424.33 423.78
PP 423.40 422.29
S1 422.46 420.81

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

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