S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Oct-1992
Day Change Summary
Previous Current
01-Oct-1992 02-Oct-1992 Change Change % Previous Week
Open 417.80 416.29 -1.51 -0.4% 414.35
High 418.67 416.35 -2.32 -0.6% 418.67
Low 415.46 410.45 -5.01 -1.2% 410.45
Close 416.29 410.47 -5.82 -1.4% 410.47
Range 3.21 5.90 2.69 83.8% 8.22
ATR 3.09 3.29 0.20 6.5% 0.00
Volume
Daily Pivots for day following 02-Oct-1992
Classic Woodie Camarilla DeMark
R4 430.12 426.20 413.72
R3 424.22 420.30 412.09
R2 418.32 418.32 411.55
R1 414.40 414.40 411.01 413.41
PP 412.42 412.42 412.42 411.93
S1 408.50 408.50 409.93 407.51
S2 406.52 406.52 409.39
S3 400.62 402.60 408.85
S4 394.72 396.70 407.23
Weekly Pivots for week ending 02-Oct-1992
Classic Woodie Camarilla DeMark
R4 437.86 432.38 414.99
R3 429.64 424.16 412.73
R2 421.42 421.42 411.98
R1 415.94 415.94 411.22 414.57
PP 413.20 413.20 413.20 412.51
S1 407.72 407.72 409.72 406.35
S2 404.98 404.98 408.96
S3 396.76 399.50 408.21
S4 388.54 391.28 405.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.67 410.45 8.22 2.0% 3.34 0.8% 0% False True
10 422.90 410.45 12.45 3.0% 3.28 0.8% 0% False True
20 425.27 410.45 14.82 3.6% 3.30 0.8% 0% False True
40 425.27 408.30 16.97 4.1% 3.18 0.8% 13% False False
60 425.27 408.30 16.97 4.1% 3.09 0.8% 13% False False
80 425.27 399.92 25.35 6.2% 3.22 0.8% 42% False False
100 425.27 399.92 25.35 6.2% 3.21 0.8% 42% False False
120 425.27 399.92 25.35 6.2% 3.27 0.8% 42% 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 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 441.43
2.618 431.80
1.618 425.90
1.000 422.25
0.618 420.00
HIGH 416.35
0.618 414.10
0.500 413.40
0.382 412.70
LOW 410.45
0.618 406.80
1.000 404.55
1.618 400.90
2.618 395.00
4.250 385.38
Fisher Pivots for day following 02-Oct-1992
Pivot 1 day 3 day
R1 413.40 414.56
PP 412.42 413.20
S1 411.45 411.83

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

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