S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-1992
Day Change Summary
Previous Current
15-Sep-1992 16-Sep-1992 Change Change % Previous Week
Open 425.22 419.71 -5.51 -1.3% 417.08
High 425.22 422.44 -2.78 -0.7% 420.58
Low 419.54 417.77 -1.77 -0.4% 414.30
Close 419.77 419.92 0.15 0.0% 419.58
Range 5.68 4.67 -1.01 -17.8% 6.28
ATR 3.21 3.32 0.10 3.2% 0.00
Volume
Daily Pivots for day following 16-Sep-1992
Classic Woodie Camarilla DeMark
R4 434.05 431.66 422.49
R3 429.38 426.99 421.20
R2 424.71 424.71 420.78
R1 422.32 422.32 420.35 423.52
PP 420.04 420.04 420.04 420.64
S1 417.65 417.65 419.49 418.85
S2 415.37 415.37 419.06
S3 410.70 412.98 418.64
S4 406.03 408.31 417.35
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
5 425.27 416.34 8.93 2.1% 4.32 1.0% 40% False False
10 425.27 414.30 10.97 2.6% 3.41 0.8% 51% False False
20 425.27 408.30 16.97 4.0% 3.28 0.8% 68% False False
40 425.27 408.30 16.97 4.0% 3.10 0.7% 68% False False
60 425.27 401.94 23.33 5.6% 3.20 0.8% 77% False False
80 425.27 399.92 25.35 6.0% 3.25 0.8% 79% False False
100 425.27 399.92 25.35 6.0% 3.19 0.8% 79% False False
120 425.27 392.41 32.86 7.8% 3.40 0.8% 84% 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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 442.29
2.618 434.67
1.618 430.00
1.000 427.11
0.618 425.33
HIGH 422.44
0.618 420.66
0.500 420.11
0.382 419.55
LOW 417.77
0.618 414.88
1.000 413.10
1.618 410.21
2.618 405.54
4.250 397.92
Fisher Pivots for day following 16-Sep-1992
Pivot 1 day 3 day
R1 420.11 421.52
PP 420.04 420.99
S1 419.98 420.45

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

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