S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Oct-1992
Day Change Summary
Previous Current
26-Oct-1992 27-Oct-1992 Change Change % Previous Week
Open 414.09 418.18 4.09 1.0% 411.73
High 418.17 419.20 1.03 0.2% 417.98
Low 413.71 416.97 3.26 0.8% 410.66
Close 418.16 418.49 0.33 0.1% 414.10
Range 4.46 2.23 -2.23 -50.0% 7.32
ATR 3.81 3.70 -0.11 -3.0% 0.00
Volume
Daily Pivots for day following 27-Oct-1992
Classic Woodie Camarilla DeMark
R4 424.91 423.93 419.72
R3 422.68 421.70 419.10
R2 420.45 420.45 418.90
R1 419.47 419.47 418.69 419.96
PP 418.22 418.22 418.22 418.47
S1 417.24 417.24 418.29 417.73
S2 415.99 415.99 418.08
S3 413.76 415.01 417.88
S4 411.53 412.78 417.26
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
5 419.20 413.10 6.10 1.5% 2.91 0.7% 88% True False
10 419.20 407.43 11.77 2.8% 3.34 0.8% 94% True False
20 419.20 396.80 22.40 5.4% 4.21 1.0% 97% True False
40 425.27 396.80 28.47 6.8% 3.69 0.9% 76% False False
60 425.27 396.80 28.47 6.8% 3.45 0.8% 76% False False
80 425.27 396.80 28.47 6.8% 3.41 0.8% 76% False False
100 425.27 396.80 28.47 6.8% 3.40 0.8% 76% False False
120 425.27 396.80 28.47 6.8% 3.36 0.8% 76% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 428.68
2.618 425.04
1.618 422.81
1.000 421.43
0.618 420.58
HIGH 419.20
0.618 418.35
0.500 418.09
0.382 417.82
LOW 416.97
0.618 415.59
1.000 414.74
1.618 413.36
2.618 411.13
4.250 407.49
Fisher Pivots for day following 27-Oct-1992
Pivot 1 day 3 day
R1 418.36 417.81
PP 418.22 417.12
S1 418.09 416.44

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

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