S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Oct-1992
Day Change Summary
Previous Current
13-Oct-1992 14-Oct-1992 Change Change % Previous Week
Open 407.44 409.30 1.86 0.5% 410.47
High 410.64 411.52 0.88 0.2% 410.47
Low 406.83 407.86 1.03 0.3% 396.80
Close 409.30 409.37 0.07 0.0% 402.66
Range 3.81 3.66 -0.15 -3.9% 13.67
ATR 4.15 4.12 -0.04 -0.8% 0.00
Volume
Daily Pivots for day following 14-Oct-1992
Classic Woodie Camarilla DeMark
R4 420.56 418.63 411.38
R3 416.90 414.97 410.38
R2 413.24 413.24 410.04
R1 411.31 411.31 409.71 412.28
PP 409.58 409.58 409.58 410.07
S1 407.65 407.65 409.03 408.62
S2 405.92 405.92 408.70
S3 402.26 403.99 408.36
S4 398.60 400.33 407.36
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
5 411.52 402.42 9.10 2.2% 4.27 1.0% 76% True False
10 418.67 396.80 21.87 5.3% 5.25 1.3% 57% False False
20 422.93 396.80 26.13 6.4% 4.05 1.0% 48% False False
40 425.27 396.80 28.47 7.0% 3.66 0.9% 44% False False
60 425.27 396.80 28.47 7.0% 3.42 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% 3.41 0.8% 44% False False
120 425.27 396.80 28.47 7.0% 3.33 0.8% 44% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.54
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 427.08
2.618 421.10
1.618 417.44
1.000 415.18
0.618 413.78
HIGH 411.52
0.618 410.12
0.500 409.69
0.382 409.26
LOW 407.86
0.618 405.60
1.000 404.20
1.618 401.94
2.618 398.28
4.250 392.31
Fisher Pivots for day following 14-Oct-1992
Pivot 1 day 3 day
R1 409.69 408.61
PP 409.58 407.85
S1 409.48 407.09

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

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