S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Oct-1992
Day Change Summary
Previous Current
16-Oct-1992 19-Oct-1992 Change Change % Previous Week
Open 409.60 411.73 2.13 0.5% 402.66
High 411.73 414.98 3.25 0.8% 411.73
Low 407.43 410.66 3.23 0.8% 402.66
Close 411.73 414.98 3.25 0.8% 411.73
Range 4.30 4.32 0.02 0.5% 9.07
ATR 4.06 4.08 0.02 0.5% 0.00
Volume
Daily Pivots for day following 19-Oct-1992
Classic Woodie Camarilla DeMark
R4 426.50 425.06 417.36
R3 422.18 420.74 416.17
R2 417.86 417.86 415.77
R1 416.42 416.42 415.38 417.14
PP 413.54 413.54 413.54 413.90
S1 412.10 412.10 414.58 412.82
S2 409.22 409.22 414.19
S3 404.90 407.78 413.79
S4 400.58 403.46 412.60
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
5 414.98 406.83 8.15 2.0% 3.84 0.9% 100% True False
10 414.98 402.42 12.56 3.0% 4.15 1.0% 100% True False
20 422.14 396.80 25.34 6.1% 4.31 1.0% 72% False False
40 425.27 396.80 28.47 6.9% 3.65 0.9% 64% False False
60 425.27 396.80 28.47 6.9% 3.48 0.8% 64% False False
80 425.27 396.80 28.47 6.9% 3.47 0.8% 64% False False
100 425.27 396.80 28.47 6.9% 3.42 0.8% 64% False False
120 425.27 396.80 28.47 6.9% 3.36 0.8% 64% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.91
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 433.34
2.618 426.29
1.618 421.97
1.000 419.30
0.618 417.65
HIGH 414.98
0.618 413.33
0.500 412.82
0.382 412.31
LOW 410.66
0.618 407.99
1.000 406.34
1.618 403.67
2.618 399.35
4.250 392.30
Fisher Pivots for day following 19-Oct-1992
Pivot 1 day 3 day
R1 414.26 413.72
PP 413.54 412.46
S1 412.82 411.21

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

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