S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Oct-1992
Day Change Summary
Previous Current
05-Oct-1992 06-Oct-1992 Change Change % Previous Week
Open 410.47 407.57 -2.90 -0.7% 414.35
High 410.47 408.56 -1.91 -0.5% 418.67
Low 396.80 404.84 8.04 2.0% 410.45
Close 407.57 407.18 -0.39 -0.1% 410.47
Range 13.67 3.72 -9.95 -72.8% 8.22
ATR 4.03 4.01 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 06-Oct-1992
Classic Woodie Camarilla DeMark
R4 418.02 416.32 409.23
R3 414.30 412.60 408.20
R2 410.58 410.58 407.86
R1 408.88 408.88 407.52 407.87
PP 406.86 406.86 406.86 406.36
S1 405.16 405.16 406.84 404.15
S2 403.14 403.14 406.50
S3 399.42 401.44 406.16
S4 395.70 397.72 405.13
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% 5.68 1.4% 47% False False
10 419.01 396.80 22.21 5.5% 4.34 1.1% 47% False False
20 425.27 396.80 28.47 7.0% 3.93 1.0% 36% False False
40 425.27 396.80 28.47 7.0% 3.43 0.8% 36% False False
60 425.27 396.80 28.47 7.0% 3.31 0.8% 36% False False
80 425.27 396.80 28.47 7.0% 3.36 0.8% 36% False False
100 425.27 396.80 28.47 7.0% 3.33 0.8% 36% False False
120 425.27 396.80 28.47 7.0% 3.32 0.8% 36% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 424.37
2.618 418.30
1.618 414.58
1.000 412.28
0.618 410.86
HIGH 408.56
0.618 407.14
0.500 406.70
0.382 406.26
LOW 404.84
0.618 402.54
1.000 401.12
1.618 398.82
2.618 395.10
4.250 389.03
Fisher Pivots for day following 06-Oct-1992
Pivot 1 day 3 day
R1 407.02 406.98
PP 406.86 406.78
S1 406.70 406.58

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

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