S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Oct-1992
Day Change Summary
Previous Current
22-Oct-1992 23-Oct-1992 Change Change % Previous Week
Open 415.67 414.90 -0.77 -0.2% 411.73
High 416.81 416.23 -0.58 -0.1% 417.98
Low 413.10 413.68 0.58 0.1% 410.66
Close 414.90 414.10 -0.80 -0.2% 414.10
Range 3.71 2.55 -1.16 -31.3% 7.32
ATR 3.85 3.76 -0.09 -2.4% 0.00
Volume
Daily Pivots for day following 23-Oct-1992
Classic Woodie Camarilla DeMark
R4 422.32 420.76 415.50
R3 419.77 418.21 414.80
R2 417.22 417.22 414.57
R1 415.66 415.66 414.33 415.17
PP 414.67 414.67 414.67 414.42
S1 413.11 413.11 413.87 412.62
S2 412.12 412.12 413.63
S3 409.57 410.56 413.40
S4 407.02 408.01 412.70
Weekly Pivots for week ending 23-Oct-1992
Classic Woodie Camarilla DeMark
R4 436.21 432.47 418.13
R3 428.89 425.15 416.11
R2 421.57 421.57 415.44
R1 417.83 417.83 414.77 419.70
PP 414.25 414.25 414.25 415.18
S1 410.51 410.51 413.43 412.38
S2 406.93 406.93 412.76
S3 399.61 403.19 412.09
S4 392.29 395.87 410.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417.98 410.66 7.32 1.8% 3.14 0.8% 47% False False
10 417.98 402.66 15.32 3.7% 3.53 0.9% 75% False False
20 418.67 396.80 21.87 5.3% 4.16 1.0% 79% False False
40 425.27 396.80 28.47 6.9% 3.60 0.9% 61% False False
60 425.27 396.80 28.47 6.9% 3.41 0.8% 61% False False
80 425.27 396.80 28.47 6.9% 3.44 0.8% 61% False False
100 425.27 396.80 28.47 6.9% 3.38 0.8% 61% False False
120 425.27 396.80 28.47 6.9% 3.32 0.8% 61% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 427.07
2.618 422.91
1.618 420.36
1.000 418.78
0.618 417.81
HIGH 416.23
0.618 415.26
0.500 414.96
0.382 414.65
LOW 413.68
0.618 412.10
1.000 411.13
1.618 409.55
2.618 407.00
4.250 402.84
Fisher Pivots for day following 23-Oct-1992
Pivot 1 day 3 day
R1 414.96 414.96
PP 414.67 414.67
S1 414.39 414.39

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

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