S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-1992
Day Change Summary
Previous Current
14-Oct-1992 15-Oct-1992 Change Change % Previous Week
Open 409.30 409.34 0.04 0.0% 410.47
High 411.52 411.03 -0.49 -0.1% 410.47
Low 407.86 407.92 0.06 0.0% 396.80
Close 409.37 409.60 0.23 0.1% 402.66
Range 3.66 3.11 -0.55 -15.0% 13.67
ATR 4.12 4.04 -0.07 -1.7% 0.00
Volume
Daily Pivots for day following 15-Oct-1992
Classic Woodie Camarilla DeMark
R4 418.85 417.33 411.31
R3 415.74 414.22 410.46
R2 412.63 412.63 410.17
R1 411.11 411.11 409.89 411.87
PP 409.52 409.52 409.52 409.90
S1 408.00 408.00 409.31 408.76
S2 406.41 406.41 409.03
S3 403.30 404.89 408.74
S4 400.19 401.78 407.89
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% 4.14 1.0% 79% False False
10 416.35 396.80 19.55 4.8% 5.24 1.3% 65% False False
20 422.93 396.80 26.13 6.4% 4.11 1.0% 49% False False
40 425.27 396.80 28.47 7.0% 3.66 0.9% 45% False False
60 425.27 396.80 28.47 7.0% 3.41 0.8% 45% False False
80 425.27 396.80 28.47 7.0% 3.42 0.8% 45% False False
100 425.27 396.80 28.47 7.0% 3.40 0.8% 45% False False
120 425.27 396.80 28.47 7.0% 3.34 0.8% 45% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 424.25
2.618 419.17
1.618 416.06
1.000 414.14
0.618 412.95
HIGH 411.03
0.618 409.84
0.500 409.48
0.382 409.11
LOW 407.92
0.618 406.00
1.000 404.81
1.618 402.89
2.618 399.78
4.250 394.70
Fisher Pivots for day following 15-Oct-1992
Pivot 1 day 3 day
R1 409.56 409.46
PP 409.52 409.32
S1 409.48 409.18

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

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