S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Oct-1992
Day Change Summary
Previous Current
06-Oct-1992 07-Oct-1992 Change Change % Previous Week
Open 407.57 407.17 -0.40 -0.1% 414.35
High 408.56 408.60 0.04 0.0% 418.67
Low 404.84 403.91 -0.93 -0.2% 410.45
Close 407.18 404.25 -2.93 -0.7% 410.47
Range 3.72 4.69 0.97 26.1% 8.22
ATR 4.01 4.06 0.05 1.2% 0.00
Volume
Daily Pivots for day following 07-Oct-1992
Classic Woodie Camarilla DeMark
R4 419.66 416.64 406.83
R3 414.97 411.95 405.54
R2 410.28 410.28 405.11
R1 407.26 407.26 404.68 406.43
PP 405.59 405.59 405.59 405.17
S1 402.57 402.57 403.82 401.74
S2 400.90 400.90 403.39
S3 396.21 397.88 402.96
S4 391.52 393.19 401.67
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% 6.24 1.5% 34% False False
10 419.01 396.80 22.21 5.5% 4.62 1.1% 34% False False
20 425.27 396.80 28.47 7.0% 4.06 1.0% 26% False False
40 425.27 396.80 28.47 7.0% 3.47 0.9% 26% False False
60 425.27 396.80 28.47 7.0% 3.33 0.8% 26% False False
80 425.27 396.80 28.47 7.0% 3.38 0.8% 26% False False
100 425.27 396.80 28.47 7.0% 3.34 0.8% 26% False False
120 425.27 396.80 28.47 7.0% 3.34 0.8% 26% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 428.53
2.618 420.88
1.618 416.19
1.000 413.29
0.618 411.50
HIGH 408.60
0.618 406.81
0.500 406.26
0.382 405.70
LOW 403.91
0.618 401.01
1.000 399.22
1.618 396.32
2.618 391.63
4.250 383.98
Fisher Pivots for day following 07-Oct-1992
Pivot 1 day 3 day
R1 406.26 404.05
PP 405.59 403.84
S1 404.92 403.64

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

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