S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Oct-1992
Day Change Summary
Previous Current
15-Oct-1992 16-Oct-1992 Change Change % Previous Week
Open 409.34 409.60 0.26 0.1% 402.66
High 411.03 411.73 0.70 0.2% 411.73
Low 407.92 407.43 -0.49 -0.1% 402.66
Close 409.60 411.73 2.13 0.5% 411.73
Range 3.11 4.30 1.19 38.3% 9.07
ATR 4.04 4.06 0.02 0.5% 0.00
Volume
Daily Pivots for day following 16-Oct-1992
Classic Woodie Camarilla DeMark
R4 423.20 421.76 414.10
R3 418.90 417.46 412.91
R2 414.60 414.60 412.52
R1 413.16 413.16 412.12 413.88
PP 410.30 410.30 410.30 410.66
S1 408.86 408.86 411.34 409.58
S2 406.00 406.00 410.94
S3 401.70 404.56 410.55
S4 397.40 400.26 409.37
Weekly Pivots for week ending 16-Oct-1992
Classic Woodie Camarilla DeMark
R4 435.92 432.89 416.72
R3 426.85 423.82 414.22
R2 417.78 417.78 413.39
R1 414.75 414.75 412.56 416.27
PP 408.71 408.71 408.71 409.46
S1 405.68 405.68 410.90 407.20
S2 399.64 399.64 410.07
S3 390.57 396.61 409.24
S4 381.50 387.54 406.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 411.73 402.66 9.07 2.2% 3.93 1.0% 100% True False
10 411.73 396.80 14.93 3.6% 5.08 1.2% 100% True False
20 422.90 396.80 26.10 6.3% 4.18 1.0% 57% False False
40 425.27 396.80 28.47 6.9% 3.71 0.9% 52% False False
60 425.27 396.80 28.47 6.9% 3.44 0.8% 52% False False
80 425.27 396.80 28.47 6.9% 3.46 0.8% 52% False False
100 425.27 396.80 28.47 6.9% 3.43 0.8% 52% False False
120 425.27 396.80 28.47 6.9% 3.35 0.8% 52% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 430.01
2.618 422.99
1.618 418.69
1.000 416.03
0.618 414.39
HIGH 411.73
0.618 410.09
0.500 409.58
0.382 409.07
LOW 407.43
0.618 404.77
1.000 403.13
1.618 400.47
2.618 396.17
4.250 389.16
Fisher Pivots for day following 16-Oct-1992
Pivot 1 day 3 day
R1 411.01 411.01
PP 410.30 410.30
S1 409.58 409.58

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

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