S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Nov-1992
Day Change Summary
Previous Current
02-Nov-1992 03-Nov-1992 Change Change % Previous Week
Open 418.66 422.75 4.09 1.0% 414.09
High 422.75 422.81 0.06 0.0% 421.16
Low 418.12 418.59 0.47 0.1% 413.71
Close 422.75 419.92 -2.83 -0.7% 418.68
Range 4.63 4.22 -0.41 -8.9% 7.45
ATR 3.48 3.53 0.05 1.5% 0.00
Volume
Daily Pivots for day following 03-Nov-1992
Classic Woodie Camarilla DeMark
R4 433.10 430.73 422.24
R3 428.88 426.51 421.08
R2 424.66 424.66 420.69
R1 422.29 422.29 420.31 421.37
PP 420.44 420.44 420.44 419.98
S1 418.07 418.07 419.53 417.15
S2 416.22 416.22 419.15
S3 412.00 413.85 418.76
S4 407.78 409.63 417.60
Weekly Pivots for week ending 30-Oct-1992
Classic Woodie Camarilla DeMark
R4 440.20 436.89 422.78
R3 432.75 429.44 420.73
R2 425.30 425.30 420.05
R1 421.99 421.99 419.36 423.65
PP 417.85 417.85 417.85 418.68
S1 414.54 414.54 418.00 416.20
S2 410.40 410.40 417.31
S3 402.95 407.09 416.63
S4 395.50 399.64 414.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 422.81 417.56 5.25 1.3% 3.07 0.7% 45% True False
10 422.81 413.10 9.71 2.3% 2.99 0.7% 70% True False
20 422.81 402.42 20.39 4.9% 3.56 0.8% 86% True False
40 425.27 396.80 28.47 6.8% 3.74 0.9% 81% False False
60 425.27 396.80 28.47 6.8% 3.47 0.8% 81% False False
80 425.27 396.80 28.47 6.8% 3.37 0.8% 81% False False
100 425.27 396.80 28.47 6.8% 3.40 0.8% 81% False False
120 425.27 396.80 28.47 6.8% 3.37 0.8% 81% False False
Crabel Price Patterns
NR True
NR4 False
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 440.75
2.618 433.86
1.618 429.64
1.000 427.03
0.618 425.42
HIGH 422.81
0.618 421.20
0.500 420.70
0.382 420.20
LOW 418.59
0.618 415.98
1.000 414.37
1.618 411.76
2.618 407.54
4.250 400.66
Fisher Pivots for day following 03-Nov-1992
Pivot 1 day 3 day
R1 420.70 420.47
PP 420.44 420.28
S1 420.18 420.10

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

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