S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-1992
Day Change Summary
Previous Current
16-Sep-1992 17-Sep-1992 Change Change % Previous Week
Open 419.71 419.92 0.21 0.1% 417.08
High 422.44 421.43 -1.01 -0.2% 420.58
Low 417.77 419.62 1.85 0.4% 414.30
Close 419.92 419.93 0.01 0.0% 419.58
Range 4.67 1.81 -2.86 -61.2% 6.28
ATR 3.32 3.21 -0.11 -3.2% 0.00
Volume
Daily Pivots for day following 17-Sep-1992
Classic Woodie Camarilla DeMark
R4 425.76 424.65 420.93
R3 423.95 422.84 420.43
R2 422.14 422.14 420.26
R1 421.03 421.03 420.10 421.59
PP 420.33 420.33 420.33 420.60
S1 419.22 419.22 419.76 419.78
S2 418.52 418.52 419.60
S3 416.71 417.41 419.43
S4 414.90 415.60 418.93
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
5 425.27 417.77 7.50 1.8% 3.85 0.9% 29% False False
10 425.27 414.30 10.97 2.6% 3.30 0.8% 51% False False
20 425.27 408.30 16.97 4.0% 3.20 0.8% 69% False False
40 425.27 408.30 16.97 4.0% 3.05 0.7% 69% False False
60 425.27 401.94 23.33 5.6% 3.19 0.8% 77% False False
80 425.27 399.92 25.35 6.0% 3.22 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% 3.37 0.8% 84% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 429.12
2.618 426.17
1.618 424.36
1.000 423.24
0.618 422.55
HIGH 421.43
0.618 420.74
0.500 420.53
0.382 420.31
LOW 419.62
0.618 418.50
1.000 417.81
1.618 416.69
2.618 414.88
4.250 411.93
Fisher Pivots for day following 17-Sep-1992
Pivot 1 day 3 day
R1 420.53 421.50
PP 420.33 420.97
S1 420.13 420.45

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

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