S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Sep-1992
Day Change Summary
Previous Current
22-Sep-1992 23-Sep-1992 Change Change % Previous Week
Open 422.14 417.14 -5.00 -1.2% 419.65
High 422.14 417.88 -4.26 -1.0% 425.27
Low 417.13 416.00 -1.13 -0.3% 417.77
Close 417.14 417.44 0.30 0.1% 422.93
Range 5.01 1.88 -3.13 -62.5% 7.50
ATR 3.23 3.13 -0.10 -3.0% 0.00
Volume
Daily Pivots for day following 23-Sep-1992
Classic Woodie Camarilla DeMark
R4 422.75 421.97 418.47
R3 420.87 420.09 417.96
R2 418.99 418.99 417.78
R1 418.21 418.21 417.61 418.60
PP 417.11 417.11 417.11 417.30
S1 416.33 416.33 417.27 416.72
S2 415.23 415.23 417.10
S3 413.35 414.45 416.92
S4 411.47 412.57 416.41
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
5 422.93 416.00 6.93 1.7% 2.69 0.6% 21% False True
10 425.27 416.00 9.27 2.2% 3.50 0.8% 16% False True
20 425.27 410.53 14.74 3.5% 2.94 0.7% 47% False False
40 425.27 408.30 16.97 4.1% 3.05 0.7% 54% False False
60 425.27 407.20 18.07 4.3% 3.19 0.8% 57% False False
80 425.27 399.92 25.35 6.1% 3.18 0.8% 69% False False
100 425.27 399.92 25.35 6.1% 3.16 0.8% 69% False False
120 425.27 392.41 32.86 7.9% 3.36 0.8% 76% 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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 425.87
2.618 422.80
1.618 420.92
1.000 419.76
0.618 419.04
HIGH 417.88
0.618 417.16
0.500 416.94
0.382 416.72
LOW 416.00
0.618 414.84
1.000 414.12
1.618 412.96
2.618 411.08
4.250 408.01
Fisher Pivots for day following 23-Sep-1992
Pivot 1 day 3 day
R1 417.27 419.45
PP 417.11 418.78
S1 416.94 418.11

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

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