S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Dec-1992
Day Change Summary
Previous Current
15-Dec-1992 16-Dec-1992 Change Change % Previous Week
Open 432.82 432.58 -0.24 -0.1% 432.06
High 433.66 434.22 0.56 0.1% 436.99
Low 431.92 430.88 -1.04 -0.2% 432.06
Close 432.57 431.52 -1.05 -0.2% 433.73
Range 1.74 3.34 1.60 92.0% 4.93
ATR 2.60 2.65 0.05 2.0% 0.00
Volume
Daily Pivots for day following 16-Dec-1992
Classic Woodie Camarilla DeMark
R4 442.23 440.21 433.36
R3 438.89 436.87 432.44
R2 435.55 435.55 432.13
R1 433.53 433.53 431.83 432.87
PP 432.21 432.21 432.21 431.88
S1 430.19 430.19 431.21 429.53
S2 428.87 428.87 430.91
S3 425.53 426.85 430.60
S4 422.19 423.51 429.68
Weekly Pivots for week ending 11-Dec-1992
Classic Woodie Camarilla DeMark
R4 449.05 446.32 436.44
R3 444.12 441.39 435.09
R2 439.19 439.19 434.63
R1 436.46 436.46 434.18 437.83
PP 434.26 434.26 434.26 434.94
S1 431.53 431.53 433.28 432.90
S2 429.33 429.33 432.83
S3 424.40 426.60 432.37
S4 419.47 421.67 431.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 435.66 430.88 4.78 1.1% 2.36 0.5% 13% False True
10 436.99 428.80 8.19 1.9% 2.57 0.6% 33% False False
20 436.99 419.24 17.75 4.1% 2.60 0.6% 69% False False
40 436.99 413.10 23.89 5.5% 2.69 0.6% 77% False False
60 436.99 396.80 40.19 9.3% 3.20 0.7% 86% False False
80 436.99 396.80 40.19 9.3% 3.15 0.7% 86% False False
100 436.99 396.80 40.19 9.3% 3.18 0.7% 86% False False
120 436.99 396.80 40.19 9.3% 3.22 0.7% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 448.42
2.618 442.96
1.618 439.62
1.000 437.56
0.618 436.28
HIGH 434.22
0.618 432.94
0.500 432.55
0.382 432.16
LOW 430.88
0.618 428.82
1.000 427.54
1.618 425.48
2.618 422.14
4.250 416.69
Fisher Pivots for day following 16-Dec-1992
Pivot 1 day 3 day
R1 432.55 433.07
PP 432.21 432.55
S1 431.86 432.04

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

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