S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Oct-1992
Day Change Summary
Previous Current
12-Oct-1992 13-Oct-1992 Change Change % Previous Week
Open 402.66 407.44 4.78 1.2% 410.47
High 407.44 410.64 3.20 0.8% 410.47
Low 402.66 406.83 4.17 1.0% 396.80
Close 407.44 409.30 1.86 0.5% 402.66
Range 4.78 3.81 -0.97 -20.3% 13.67
ATR 4.18 4.15 -0.03 -0.6% 0.00
Volume
Daily Pivots for day following 13-Oct-1992
Classic Woodie Camarilla DeMark
R4 420.35 418.64 411.40
R3 416.54 414.83 410.35
R2 412.73 412.73 410.00
R1 411.02 411.02 409.65 411.88
PP 408.92 408.92 408.92 409.35
S1 407.21 407.21 408.95 408.07
S2 405.11 405.11 408.60
S3 401.30 403.40 408.25
S4 397.49 399.59 407.20
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
5 410.64 402.42 8.22 2.0% 4.47 1.1% 84% True False
10 418.67 396.80 21.87 5.3% 5.08 1.2% 57% False False
20 422.93 396.80 26.13 6.4% 4.10 1.0% 48% False False
40 425.27 396.80 28.47 7.0% 3.61 0.9% 44% False False
60 425.27 396.80 28.47 7.0% 3.39 0.8% 44% False False
80 425.27 396.80 28.47 7.0% 3.41 0.8% 44% False False
100 425.27 396.80 28.47 7.0% 3.39 0.8% 44% False False
120 425.27 396.80 28.47 7.0% 3.34 0.8% 44% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 426.83
2.618 420.61
1.618 416.80
1.000 414.45
0.618 412.99
HIGH 410.64
0.618 409.18
0.500 408.74
0.382 408.29
LOW 406.83
0.618 404.48
1.000 403.02
1.618 400.67
2.618 396.86
4.250 390.64
Fisher Pivots for day following 13-Oct-1992
Pivot 1 day 3 day
R1 409.11 408.38
PP 408.92 407.45
S1 408.74 406.53

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

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