S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jan-1992
Day Change Summary
Previous Current
02-Jan-1992 03-Jan-1992 Change Change % Previous Week
Open 417.03 417.27 0.24 0.1% 406.46
High 417.27 419.79 2.52 0.6% 419.79
Low 411.04 416.16 5.12 1.2% 406.46
Close 417.26 419.34 2.08 0.5% 419.34
Range 6.23 3.63 -2.60 -41.7% 13.33
ATR 4.83 4.74 -0.09 -1.8% 0.00
Volume
Daily Pivots for day following 03-Jan-1992
Classic Woodie Camarilla DeMark
R4 429.32 427.96 421.34
R3 425.69 424.33 420.34
R2 422.06 422.06 420.01
R1 420.70 420.70 419.67 421.38
PP 418.43 418.43 418.43 418.77
S1 417.07 417.07 419.01 417.75
S2 414.80 414.80 418.67
S3 411.17 413.44 418.34
S4 407.54 409.81 417.34
Weekly Pivots for week ending 03-Jan-1992
Classic Woodie Camarilla DeMark
R4 455.19 450.59 426.67
R3 441.86 437.26 423.01
R2 428.53 428.53 421.78
R1 423.93 423.93 420.56 426.23
PP 415.20 415.20 415.20 416.35
S1 410.60 410.60 418.12 412.90
S2 401.87 401.87 416.90
S3 388.54 397.27 415.67
S4 375.21 383.94 412.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 419.79 404.59 15.20 3.6% 5.22 1.2% 97% True False
10 419.79 380.64 39.15 9.3% 5.57 1.3% 99% True False
20 419.79 374.78 45.01 10.7% 4.57 1.1% 99% True False
40 419.79 371.36 48.43 11.5% 4.62 1.1% 99% True False
60 419.79 371.36 48.43 11.5% 4.30 1.0% 99% True False
80 419.79 371.36 48.43 11.5% 3.96 0.9% 99% True False
100 419.79 371.36 48.43 11.5% 4.00 1.0% 99% True False
120 419.79 371.36 48.43 11.5% 3.82 0.9% 99% True False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 435.22
2.618 429.29
1.618 425.66
1.000 423.42
0.618 422.03
HIGH 419.79
0.618 418.40
0.500 417.98
0.382 417.55
LOW 416.16
0.618 413.92
1.000 412.53
1.618 410.29
2.618 406.66
4.250 400.73
Fisher Pivots for day following 03-Jan-1992
Pivot 1 day 3 day
R1 418.89 418.03
PP 418.43 416.72
S1 417.98 415.42

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

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