S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Nov-1992
Day Change Summary
Previous Current
13-Nov-1992 16-Nov-1992 Change Change % Previous Week
Open 422.89 422.44 -0.45 -0.1% 417.58
High 422.91 422.44 -0.47 -0.1% 423.10
Low 421.04 420.35 -0.69 -0.2% 416.79
Close 422.43 420.68 -1.75 -0.4% 422.43
Range 1.87 2.09 0.22 11.8% 6.31
ATR 3.08 3.01 -0.07 -2.3% 0.00
Volume
Daily Pivots for day following 16-Nov-1992
Classic Woodie Camarilla DeMark
R4 427.43 426.14 421.83
R3 425.34 424.05 421.25
R2 423.25 423.25 421.06
R1 421.96 421.96 420.87 421.56
PP 421.16 421.16 421.16 420.96
S1 419.87 419.87 420.49 419.47
S2 419.07 419.07 420.30
S3 416.98 417.78 420.11
S4 414.89 415.69 419.53
Weekly Pivots for week ending 13-Nov-1992
Classic Woodie Camarilla DeMark
R4 439.70 437.38 425.90
R3 433.39 431.07 424.17
R2 427.08 427.08 423.59
R1 424.76 424.76 423.01 425.92
PP 420.77 420.77 420.77 421.36
S1 418.45 418.45 421.85 419.61
S2 414.46 414.46 421.27
S3 408.15 412.14 420.69
S4 401.84 405.83 418.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423.10 417.98 5.12 1.2% 2.20 0.5% 53% False False
10 423.10 415.58 7.52 1.8% 2.72 0.6% 68% False False
20 423.10 413.10 10.00 2.4% 2.82 0.7% 76% False False
40 423.10 396.80 26.30 6.3% 3.56 0.8% 91% False False
60 425.27 396.80 28.47 6.8% 3.38 0.8% 84% False False
80 425.27 396.80 28.47 6.8% 3.31 0.8% 84% False False
100 425.27 396.80 28.47 6.8% 3.34 0.8% 84% False False
120 425.27 396.80 28.47 6.8% 3.32 0.8% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 431.32
2.618 427.91
1.618 425.82
1.000 424.53
0.618 423.73
HIGH 422.44
0.618 421.64
0.500 421.40
0.382 421.15
LOW 420.35
0.618 419.06
1.000 418.26
1.618 416.97
2.618 414.88
4.250 411.47
Fisher Pivots for day following 16-Nov-1992
Pivot 1 day 3 day
R1 421.40 421.73
PP 421.16 421.38
S1 420.92 421.03

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

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