S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Oct-1992
Day Change Summary
Previous Current
02-Oct-1992 05-Oct-1992 Change Change % Previous Week
Open 416.29 410.47 -5.82 -1.4% 414.35
High 416.35 410.47 -5.88 -1.4% 418.67
Low 410.45 396.80 -13.65 -3.3% 410.45
Close 410.47 407.57 -2.90 -0.7% 410.47
Range 5.90 13.67 7.77 131.7% 8.22
ATR 3.29 4.03 0.74 22.5% 0.00
Volume
Daily Pivots for day following 05-Oct-1992
Classic Woodie Camarilla DeMark
R4 445.96 440.43 415.09
R3 432.29 426.76 411.33
R2 418.62 418.62 410.08
R1 413.09 413.09 408.82 409.02
PP 404.95 404.95 404.95 402.91
S1 399.42 399.42 406.32 395.35
S2 391.28 391.28 405.06
S3 377.61 385.75 403.81
S4 363.94 372.08 400.05
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
5 418.67 396.80 21.87 5.4% 5.35 1.3% 49% False True
10 422.14 396.80 25.34 6.2% 4.47 1.1% 43% False True
20 425.27 396.80 28.47 7.0% 3.89 1.0% 38% False True
40 425.27 396.80 28.47 7.0% 3.40 0.8% 38% False True
60 425.27 396.80 28.47 7.0% 3.28 0.8% 38% False True
80 425.27 396.80 28.47 7.0% 3.35 0.8% 38% False True
100 425.27 396.80 28.47 7.0% 3.34 0.8% 38% False True
120 425.27 396.80 28.47 7.0% 3.32 0.8% 38% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 223 trading days
Fibonacci Retracements and Extensions
4.250 468.57
2.618 446.26
1.618 432.59
1.000 424.14
0.618 418.92
HIGH 410.47
0.618 405.25
0.500 403.64
0.382 402.02
LOW 396.80
0.618 388.35
1.000 383.13
1.618 374.68
2.618 361.01
4.250 338.70
Fisher Pivots for day following 05-Oct-1992
Pivot 1 day 3 day
R1 406.26 407.74
PP 404.95 407.68
S1 403.64 407.63

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

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