S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Oct-1992
Day Change Summary
Previous Current
09-Oct-1992 12-Oct-1992 Change Change % Previous Week
Open 407.75 402.66 -5.09 -1.2% 410.47
High 407.75 407.44 -0.31 -0.1% 410.47
Low 402.42 402.66 0.24 0.1% 396.80
Close 402.66 407.44 4.78 1.2% 402.66
Range 5.33 4.78 -0.55 -10.3% 13.67
ATR 4.13 4.18 0.05 1.1% 0.00
Volume
Daily Pivots for day following 12-Oct-1992
Classic Woodie Camarilla DeMark
R4 420.19 418.59 410.07
R3 415.41 413.81 408.75
R2 410.63 410.63 408.32
R1 409.03 409.03 407.88 409.83
PP 405.85 405.85 405.85 406.25
S1 404.25 404.25 407.00 405.05
S2 401.07 401.07 406.56
S3 396.29 399.47 406.13
S4 391.51 394.69 404.81
Weekly Pivots for week ending 09-Oct-1992
Classic Woodie Camarilla DeMark
R4 444.32 437.16 410.18
R3 430.65 423.49 406.42
R2 416.98 416.98 405.17
R1 409.82 409.82 403.91 406.57
PP 403.31 403.31 403.31 401.68
S1 396.15 396.15 401.41 392.90
S2 389.64 389.64 400.15
S3 375.97 382.48 398.90
S4 362.30 368.81 395.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 408.60 402.42 6.18 1.5% 4.45 1.1% 81% False False
10 418.67 396.80 21.87 5.4% 4.90 1.2% 49% False False
20 425.22 396.80 28.42 7.0% 4.19 1.0% 37% False False
40 425.27 396.80 28.47 7.0% 3.58 0.9% 37% False False
60 425.27 396.80 28.47 7.0% 3.41 0.8% 37% False False
80 425.27 396.80 28.47 7.0% 3.40 0.8% 37% False False
100 425.27 396.80 28.47 7.0% 3.39 0.8% 37% False False
120 425.27 396.80 28.47 7.0% 3.34 0.8% 37% 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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 427.76
2.618 419.95
1.618 415.17
1.000 412.22
0.618 410.39
HIGH 407.44
0.618 405.61
0.500 405.05
0.382 404.49
LOW 402.66
0.618 399.71
1.000 397.88
1.618 394.93
2.618 390.15
4.250 382.35
Fisher Pivots for day following 12-Oct-1992
Pivot 1 day 3 day
R1 406.64 406.70
PP 405.85 405.97
S1 405.05 405.23

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

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