S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Nov-1992
Day Change Summary
Previous Current
10-Nov-1992 11-Nov-1992 Change Change % Previous Week
Open 418.59 418.62 0.03 0.0% 418.66
High 419.71 422.33 2.62 0.6% 422.81
Low 417.98 418.40 0.42 0.1% 415.58
Close 418.62 422.20 3.58 0.9% 417.58
Range 1.73 3.93 2.20 127.2% 7.23
ATR 3.27 3.31 0.05 1.5% 0.00
Volume
Daily Pivots for day following 11-Nov-1992
Classic Woodie Camarilla DeMark
R4 432.77 431.41 424.36
R3 428.84 427.48 423.28
R2 424.91 424.91 422.92
R1 423.55 423.55 422.56 424.23
PP 420.98 420.98 420.98 421.32
S1 419.62 419.62 421.84 420.30
S2 417.05 417.05 421.48
S3 413.12 415.69 421.12
S4 409.19 411.76 420.04
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
5 422.33 415.58 6.75 1.6% 2.63 0.6% 98% True False
10 422.81 415.58 7.23 1.7% 3.04 0.7% 92% False False
20 422.81 407.43 15.38 3.6% 3.14 0.7% 96% False False
40 422.93 396.80 26.13 6.2% 3.59 0.9% 97% False False
60 425.27 396.80 28.47 6.7% 3.49 0.8% 89% False False
80 425.27 396.80 28.47 6.7% 3.35 0.8% 89% False False
100 425.27 396.80 28.47 6.7% 3.36 0.8% 89% False False
120 425.27 396.80 28.47 6.7% 3.36 0.8% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 439.03
2.618 432.62
1.618 428.69
1.000 426.26
0.618 424.76
HIGH 422.33
0.618 420.83
0.500 420.37
0.382 419.90
LOW 418.40
0.618 415.97
1.000 414.47
1.618 412.04
2.618 408.11
4.250 401.70
Fisher Pivots for day following 11-Nov-1992
Pivot 1 day 3 day
R1 421.59 421.32
PP 420.98 420.44
S1 420.37 419.56

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

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