S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Sep-1992
Day Change Summary
Previous Current
14-Sep-1992 15-Sep-1992 Change Change % Previous Week
Open 419.65 425.22 5.57 1.3% 417.08
High 425.27 425.22 -0.05 0.0% 420.58
Low 419.65 419.54 -0.11 0.0% 414.30
Close 425.27 419.77 -5.50 -1.3% 419.58
Range 5.62 5.68 0.06 1.1% 6.28
ATR 3.02 3.21 0.19 6.4% 0.00
Volume
Daily Pivots for day following 15-Sep-1992
Classic Woodie Camarilla DeMark
R4 438.55 434.84 422.89
R3 432.87 429.16 421.33
R2 427.19 427.19 420.81
R1 423.48 423.48 420.29 422.50
PP 421.51 421.51 421.51 421.02
S1 417.80 417.80 419.25 416.82
S2 415.83 415.83 418.73
S3 410.15 412.12 418.21
S4 404.47 406.44 416.65
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
5 425.27 414.44 10.83 2.6% 3.79 0.9% 49% False False
10 425.27 413.35 11.92 2.8% 3.22 0.8% 54% False False
20 425.27 408.30 16.97 4.0% 3.12 0.7% 68% False False
40 425.27 408.30 16.97 4.0% 3.03 0.7% 68% False False
60 425.27 399.92 25.35 6.0% 3.18 0.8% 78% False False
80 425.27 399.92 25.35 6.0% 3.21 0.8% 78% False False
100 425.27 399.92 25.35 6.0% 3.18 0.8% 78% False False
120 425.27 392.41 32.86 7.8% 3.38 0.8% 83% False 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 0.33
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 449.36
2.618 440.09
1.618 434.41
1.000 430.90
0.618 428.73
HIGH 425.22
0.618 423.05
0.500 422.38
0.382 421.71
LOW 419.54
0.618 416.03
1.000 413.86
1.618 410.35
2.618 404.67
4.250 395.40
Fisher Pivots for day following 15-Sep-1992
Pivot 1 day 3 day
R1 422.38 422.20
PP 421.51 421.39
S1 420.64 420.58

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

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