S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Nov-1992
Day Change Summary
Previous Current
17-Nov-1992 18-Nov-1992 Change Change % Previous Week
Open 420.68 419.27 -1.41 -0.3% 417.58
High 420.97 423.49 2.52 0.6% 423.10
Low 418.31 419.24 0.93 0.2% 416.79
Close 419.27 422.85 3.58 0.9% 422.43
Range 2.66 4.25 1.59 59.8% 6.31
ATR 2.99 3.08 0.09 3.0% 0.00
Volume
Daily Pivots for day following 18-Nov-1992
Classic Woodie Camarilla DeMark
R4 434.61 432.98 425.19
R3 430.36 428.73 424.02
R2 426.11 426.11 423.63
R1 424.48 424.48 423.24 425.30
PP 421.86 421.86 421.86 422.27
S1 420.23 420.23 422.46 421.05
S2 417.61 417.61 422.07
S3 413.36 415.98 421.68
S4 409.11 411.73 420.51
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
5 423.49 418.31 5.18 1.2% 2.45 0.6% 88% True False
10 423.49 415.58 7.91 1.9% 2.54 0.6% 92% True False
20 423.49 413.10 10.39 2.5% 2.91 0.7% 94% True False
40 423.49 396.80 26.69 6.3% 3.56 0.8% 98% True False
60 425.27 396.80 28.47 6.7% 3.36 0.8% 91% False False
80 425.27 396.80 28.47 6.7% 3.31 0.8% 91% False False
100 425.27 396.80 28.47 6.7% 3.34 0.8% 91% False False
120 425.27 396.80 28.47 6.7% 3.31 0.8% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 441.55
2.618 434.62
1.618 430.37
1.000 427.74
0.618 426.12
HIGH 423.49
0.618 421.87
0.500 421.37
0.382 420.86
LOW 419.24
0.618 416.61
1.000 414.99
1.618 412.36
2.618 408.11
4.250 401.18
Fisher Pivots for day following 18-Nov-1992
Pivot 1 day 3 day
R1 422.36 422.20
PP 421.86 421.55
S1 421.37 420.90

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

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