S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Nov-1992
Day Change Summary
Previous Current
25-Nov-1992 27-Nov-1992 Change Change % Previous Week
Open 427.59 429.19 1.60 0.4% 426.65
High 429.41 431.93 2.52 0.6% 431.93
Low 427.58 429.17 1.59 0.4% 424.83
Close 429.19 430.16 0.97 0.2% 430.16
Range 1.83 2.76 0.93 50.8% 7.10
ATR 2.91 2.90 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 27-Nov-1992
Classic Woodie Camarilla DeMark
R4 438.70 437.19 431.68
R3 435.94 434.43 430.92
R2 433.18 433.18 430.67
R1 431.67 431.67 430.41 432.43
PP 430.42 430.42 430.42 430.80
S1 428.91 428.91 429.91 429.67
S2 427.66 427.66 429.65
S3 424.90 426.15 429.40
S4 422.14 423.39 428.64
Weekly Pivots for week ending 27-Nov-1992
Classic Woodie Camarilla DeMark
R4 450.27 447.32 434.07
R3 443.17 440.22 432.11
R2 436.07 436.07 431.46
R1 433.12 433.12 430.81 434.60
PP 428.97 428.97 428.97 429.71
S1 426.02 426.02 429.51 427.50
S2 421.87 421.87 428.86
S3 414.77 418.92 428.21
S4 407.67 411.82 426.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 431.93 423.61 8.32 1.9% 2.83 0.7% 79% True False
10 431.93 418.31 13.62 3.2% 2.61 0.6% 87% True False
20 431.93 415.58 16.35 3.8% 2.83 0.7% 89% True False
40 431.93 396.80 35.13 8.2% 3.49 0.8% 95% True False
60 431.93 396.80 35.13 8.2% 3.37 0.8% 95% True False
80 431.93 396.80 35.13 8.2% 3.29 0.8% 95% True False
100 431.93 396.80 35.13 8.2% 3.24 0.8% 95% True False
120 431.93 396.80 35.13 8.2% 3.29 0.8% 95% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 443.66
2.618 439.16
1.618 436.40
1.000 434.69
0.618 433.64
HIGH 431.93
0.618 430.88
0.500 430.55
0.382 430.22
LOW 429.17
0.618 427.46
1.000 426.41
1.618 424.70
2.618 421.94
4.250 417.44
Fisher Pivots for day following 27-Nov-1992
Pivot 1 day 3 day
R1 430.55 429.57
PP 430.42 428.97
S1 430.29 428.38

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

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