S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-1992
Day Change Summary
Previous Current
05-Nov-1992 06-Nov-1992 Change Change % Previous Week
Open 417.08 418.35 1.27 0.3% 418.66
High 418.40 418.35 -0.05 0.0% 422.81
Low 415.58 417.01 1.43 0.3% 415.58
Close 418.34 417.58 -0.76 -0.2% 417.58
Range 2.82 1.34 -1.48 -52.5% 7.23
ATR 3.54 3.39 -0.16 -4.4% 0.00
Volume
Daily Pivots for day following 06-Nov-1992
Classic Woodie Camarilla DeMark
R4 421.67 420.96 418.32
R3 420.33 419.62 417.95
R2 418.99 418.99 417.83
R1 418.28 418.28 417.70 417.97
PP 417.65 417.65 417.65 417.49
S1 416.94 416.94 417.46 416.63
S2 416.31 416.31 417.33
S3 414.97 415.60 417.21
S4 413.63 414.26 416.84
Weekly Pivots for week ending 06-Nov-1992
Classic Woodie Camarilla DeMark
R4 440.35 436.19 421.56
R3 433.12 428.96 419.57
R2 425.89 425.89 418.91
R1 421.73 421.73 418.24 420.20
PP 418.66 418.66 418.66 417.89
S1 414.50 414.50 416.92 412.97
S2 411.43 411.43 416.25
S3 404.20 407.27 415.59
S4 396.97 400.04 413.60
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% 3.49 0.8% 28% False False
10 422.81 413.71 9.10 2.2% 3.07 0.7% 43% False False
20 422.81 402.66 20.15 4.8% 3.30 0.8% 74% False False
40 425.27 396.80 28.47 6.8% 3.77 0.9% 73% False False
60 425.27 396.80 28.47 6.8% 3.45 0.8% 73% False False
80 425.27 396.80 28.47 6.8% 3.38 0.8% 73% False False
100 425.27 396.80 28.47 6.8% 3.36 0.8% 73% False False
120 425.27 396.80 28.47 6.8% 3.35 0.8% 73% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 424.05
2.618 421.86
1.618 420.52
1.000 419.69
0.618 419.18
HIGH 418.35
0.618 417.84
0.500 417.68
0.382 417.52
LOW 417.01
0.618 416.18
1.000 415.67
1.618 414.84
2.618 413.50
4.250 411.32
Fisher Pivots for day following 06-Nov-1992
Pivot 1 day 3 day
R1 417.68 418.33
PP 417.65 418.08
S1 417.61 417.83

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

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