S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Oct-1992
Day Change Summary
Previous Current
23-Oct-1992 26-Oct-1992 Change Change % Previous Week
Open 414.90 414.09 -0.81 -0.2% 411.73
High 416.23 418.17 1.94 0.5% 417.98
Low 413.68 413.71 0.03 0.0% 410.66
Close 414.10 418.16 4.06 1.0% 414.10
Range 2.55 4.46 1.91 74.9% 7.32
ATR 3.76 3.81 0.05 1.3% 0.00
Volume
Daily Pivots for day following 26-Oct-1992
Classic Woodie Camarilla DeMark
R4 430.06 428.57 420.61
R3 425.60 424.11 419.39
R2 421.14 421.14 418.98
R1 419.65 419.65 418.57 420.40
PP 416.68 416.68 416.68 417.05
S1 415.19 415.19 417.75 415.94
S2 412.22 412.22 417.34
S3 407.76 410.73 416.93
S4 403.30 406.27 415.71
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
5 418.17 413.10 5.07 1.2% 3.16 0.8% 100% True False
10 418.17 406.83 11.34 2.7% 3.50 0.8% 100% True False
20 418.67 396.80 21.87 5.2% 4.20 1.0% 98% False False
40 425.27 396.80 28.47 6.8% 3.67 0.9% 75% False False
60 425.27 396.80 28.47 6.8% 3.45 0.8% 75% False False
80 425.27 396.80 28.47 6.8% 3.43 0.8% 75% False False
100 425.27 396.80 28.47 6.8% 3.41 0.8% 75% False False
120 425.27 396.80 28.47 6.8% 3.36 0.8% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 437.13
2.618 429.85
1.618 425.39
1.000 422.63
0.618 420.93
HIGH 418.17
0.618 416.47
0.500 415.94
0.382 415.41
LOW 413.71
0.618 410.95
1.000 409.25
1.618 406.49
2.618 402.03
4.250 394.76
Fisher Pivots for day following 26-Oct-1992
Pivot 1 day 3 day
R1 417.42 417.32
PP 416.68 416.48
S1 415.94 415.64

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

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