S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Oct-1992
Day Change Summary
Previous Current
21-Oct-1992 22-Oct-1992 Change Change % Previous Week
Open 415.53 415.67 0.14 0.0% 402.66
High 416.15 416.81 0.66 0.2% 411.73
Low 414.54 413.10 -1.44 -0.3% 402.66
Close 415.67 414.90 -0.77 -0.2% 411.73
Range 1.61 3.71 2.10 130.4% 9.07
ATR 3.87 3.85 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 22-Oct-1992
Classic Woodie Camarilla DeMark
R4 426.07 424.19 416.94
R3 422.36 420.48 415.92
R2 418.65 418.65 415.58
R1 416.77 416.77 415.24 415.86
PP 414.94 414.94 414.94 414.48
S1 413.06 413.06 414.56 412.15
S2 411.23 411.23 414.22
S3 407.52 409.35 413.88
S4 403.81 405.64 412.86
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
5 417.98 407.43 10.55 2.5% 3.49 0.8% 71% False False
10 417.98 402.42 15.56 3.8% 3.81 0.9% 80% False False
20 418.67 396.80 21.87 5.3% 4.33 1.0% 83% False False
40 425.27 396.80 28.47 6.9% 3.60 0.9% 64% False False
60 425.27 396.80 28.47 6.9% 3.41 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% 3.39 0.8% 64% False False
120 425.27 396.80 28.47 6.9% 3.32 0.8% 64% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 432.58
2.618 426.52
1.618 422.81
1.000 420.52
0.618 419.10
HIGH 416.81
0.618 415.39
0.500 414.96
0.382 414.52
LOW 413.10
0.618 410.81
1.000 409.39
1.618 407.10
2.618 403.39
4.250 397.33
Fisher Pivots for day following 22-Oct-1992
Pivot 1 day 3 day
R1 414.96 415.54
PP 414.94 415.33
S1 414.92 415.11

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

View Archives - Comment on this page... - Back to Index of Symbols