S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Oct-1992
Day Change Summary
Previous Current
07-Oct-1992 08-Oct-1992 Change Change % Previous Week
Open 407.17 404.29 -2.88 -0.7% 414.35
High 408.60 408.04 -0.56 -0.1% 418.67
Low 403.91 404.29 0.38 0.1% 410.45
Close 404.25 407.75 3.50 0.9% 410.47
Range 4.69 3.75 -0.94 -20.0% 8.22
ATR 4.06 4.04 -0.02 -0.5% 0.00
Volume
Daily Pivots for day following 08-Oct-1992
Classic Woodie Camarilla DeMark
R4 417.94 416.60 409.81
R3 414.19 412.85 408.78
R2 410.44 410.44 408.44
R1 409.10 409.10 408.09 409.77
PP 406.69 406.69 406.69 407.03
S1 405.35 405.35 407.41 406.02
S2 402.94 402.94 407.06
S3 399.19 401.60 406.72
S4 395.44 397.85 405.69
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
5 416.35 396.80 19.55 4.8% 6.35 1.6% 56% False False
10 418.67 396.80 21.87 5.4% 4.84 1.2% 50% False False
20 425.27 396.80 28.47 7.0% 4.04 1.0% 38% False False
40 425.27 396.80 28.47 7.0% 3.48 0.9% 38% False False
60 425.27 396.80 28.47 7.0% 3.37 0.8% 38% False False
80 425.27 396.80 28.47 7.0% 3.38 0.8% 38% False False
100 425.27 396.80 28.47 7.0% 3.35 0.8% 38% False False
120 425.27 396.80 28.47 7.0% 3.30 0.8% 38% 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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 423.98
2.618 417.86
1.618 414.11
1.000 411.79
0.618 410.36
HIGH 408.04
0.618 406.61
0.500 406.17
0.382 405.72
LOW 404.29
0.618 401.97
1.000 400.54
1.618 398.22
2.618 394.47
4.250 388.35
Fisher Pivots for day following 08-Oct-1992
Pivot 1 day 3 day
R1 407.22 407.25
PP 406.69 406.75
S1 406.17 406.26

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

View Archives - Comment on this page... - Back to Index of Symbols