S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Nov-1992
Day Change Summary
Previous Current
04-Nov-1992 05-Nov-1992 Change Change % Previous Week
Open 419.92 417.08 -2.84 -0.7% 414.09
High 421.07 418.40 -2.67 -0.6% 421.16
Low 416.61 415.58 -1.03 -0.2% 413.71
Close 417.11 418.34 1.23 0.3% 418.68
Range 4.46 2.82 -1.64 -36.8% 7.45
ATR 3.60 3.54 -0.06 -1.5% 0.00
Volume
Daily Pivots for day following 05-Nov-1992
Classic Woodie Camarilla DeMark
R4 425.90 424.94 419.89
R3 423.08 422.12 419.12
R2 420.26 420.26 418.86
R1 419.30 419.30 418.60 419.78
PP 417.44 417.44 417.44 417.68
S1 416.48 416.48 418.08 416.96
S2 414.62 414.62 417.82
S3 411.80 413.66 417.56
S4 408.98 410.84 416.79
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
5 422.81 415.58 7.23 1.7% 3.74 0.9% 38% False True
10 422.81 413.68 9.13 2.2% 3.19 0.8% 51% False False
20 422.81 402.42 20.39 4.9% 3.50 0.8% 78% False False
40 425.27 396.80 28.47 6.8% 3.77 0.9% 76% False False
60 425.27 396.80 28.47 6.8% 3.49 0.8% 76% False False
80 425.27 396.80 28.47 6.8% 3.40 0.8% 76% False False
100 425.27 396.80 28.47 6.8% 3.41 0.8% 76% False False
120 425.27 396.80 28.47 6.8% 3.37 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 True
Bear Hook False
Bull Hook False
Stretch 0.72
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 430.39
2.618 425.78
1.618 422.96
1.000 421.22
0.618 420.14
HIGH 418.40
0.618 417.32
0.500 416.99
0.382 416.66
LOW 415.58
0.618 413.84
1.000 412.76
1.618 411.02
2.618 408.20
4.250 403.60
Fisher Pivots for day following 05-Nov-1992
Pivot 1 day 3 day
R1 417.89 419.20
PP 417.44 418.91
S1 416.99 418.63

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

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