S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Sep-1992
Day Change Summary
Previous Current
21-Sep-1992 22-Sep-1992 Change Change % Previous Week
Open 422.90 422.14 -0.76 -0.2% 419.65
High 422.90 422.14 -0.76 -0.2% 425.27
Low 421.18 417.13 -4.05 -1.0% 417.77
Close 422.14 417.14 -5.00 -1.2% 422.93
Range 1.72 5.01 3.29 191.3% 7.50
ATR 3.09 3.23 0.14 4.4% 0.00
Volume
Daily Pivots for day following 22-Sep-1992
Classic Woodie Camarilla DeMark
R4 433.83 430.50 419.90
R3 428.82 425.49 418.52
R2 423.81 423.81 418.06
R1 420.48 420.48 417.60 419.64
PP 418.80 418.80 418.80 418.39
S1 415.47 415.47 416.68 414.63
S2 413.79 413.79 416.22
S3 408.78 410.46 415.76
S4 403.77 405.45 414.38
Weekly Pivots for week ending 18-Sep-1992
Classic Woodie Camarilla DeMark
R4 444.49 441.21 427.06
R3 436.99 433.71 424.99
R2 429.49 429.49 424.31
R1 426.21 426.21 423.62 427.85
PP 421.99 421.99 421.99 422.81
S1 418.71 418.71 422.24 420.35
S2 414.49 414.49 421.56
S3 406.99 411.21 420.87
S4 399.49 403.71 418.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 422.93 417.13 5.80 1.4% 3.24 0.8% 0% False True
10 425.27 414.44 10.83 2.6% 3.52 0.8% 25% False False
20 425.27 408.30 16.97 4.1% 3.01 0.7% 52% False False
40 425.27 408.30 16.97 4.1% 3.15 0.8% 52% False False
60 425.27 403.47 21.80 5.2% 3.25 0.8% 63% False False
80 425.27 399.92 25.35 6.1% 3.22 0.8% 68% False False
100 425.27 399.92 25.35 6.1% 3.19 0.8% 68% False False
120 425.27 392.41 32.86 7.9% 3.39 0.8% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 443.43
2.618 435.26
1.618 430.25
1.000 427.15
0.618 425.24
HIGH 422.14
0.618 420.23
0.500 419.64
0.382 419.04
LOW 417.13
0.618 414.03
1.000 412.12
1.618 409.02
2.618 404.01
4.250 395.84
Fisher Pivots for day following 22-Sep-1992
Pivot 1 day 3 day
R1 419.64 420.03
PP 418.80 419.07
S1 417.97 418.10

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

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