S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Dec-1992
Day Change Summary
Previous Current
18-Dec-1992 21-Dec-1992 Change Change % Previous Week
Open 435.46 441.26 5.80 1.3% 433.73
High 441.29 441.26 -0.03 0.0% 441.29
Low 435.46 439.65 4.19 1.0% 430.88
Close 441.28 440.70 -0.58 -0.1% 441.28
Range 5.83 1.61 -4.22 -72.4% 10.41
ATR 2.97 2.87 -0.10 -3.2% 0.00
Volume
Daily Pivots for day following 21-Dec-1992
Classic Woodie Camarilla DeMark
R4 445.37 444.64 441.59
R3 443.76 443.03 441.14
R2 442.15 442.15 441.00
R1 441.42 441.42 440.85 440.98
PP 440.54 440.54 440.54 440.32
S1 439.81 439.81 440.55 439.37
S2 438.93 438.93 440.40
S3 437.32 438.20 440.26
S4 435.71 436.59 439.81
Weekly Pivots for week ending 18-Dec-1992
Classic Woodie Camarilla DeMark
R4 469.05 465.57 447.01
R3 458.64 455.16 444.14
R2 448.23 448.23 443.19
R1 444.75 444.75 442.23 446.49
PP 437.82 437.82 437.82 438.69
S1 434.34 434.34 440.33 436.08
S2 427.41 427.41 439.37
S3 417.00 423.93 438.42
S4 406.59 413.52 435.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 441.29 430.88 10.41 2.4% 3.30 0.7% 94% False False
10 441.29 430.88 10.41 2.4% 2.86 0.6% 94% False False
20 441.29 424.83 16.46 3.7% 2.73 0.6% 96% False False
40 441.29 413.71 27.58 6.3% 2.78 0.6% 98% False False
60 441.29 396.80 44.49 10.1% 3.24 0.7% 99% False False
80 441.29 396.80 44.49 10.1% 3.19 0.7% 99% False False
100 441.29 396.80 44.49 10.1% 3.16 0.7% 99% False False
120 441.29 396.80 44.49 10.1% 3.22 0.7% 99% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 448.10
2.618 445.47
1.618 443.86
1.000 442.87
0.618 442.25
HIGH 441.26
0.618 440.64
0.500 440.46
0.382 440.27
LOW 439.65
0.618 438.66
1.000 438.04
1.618 437.05
2.618 435.44
4.250 432.81
Fisher Pivots for day following 21-Dec-1992
Pivot 1 day 3 day
R1 440.62 439.26
PP 440.54 437.82
S1 440.46 436.38

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

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