S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Feb-1992
Day Change Summary
Previous Current
05-Feb-1992 06-Feb-1992 Change Change % Previous Week
Open 413.85 413.87 0.02 0.0% 415.44
High 416.17 414.55 -1.62 -0.4% 417.83
Low 413.18 411.93 -1.25 -0.3% 408.64
Close 413.84 413.82 -0.02 0.0% 408.78
Range 2.99 2.62 -0.37 -12.4% 9.19
ATR 4.07 3.97 -0.10 -2.5% 0.00
Volume
Daily Pivots for day following 06-Feb-1992
Classic Woodie Camarilla DeMark
R4 421.29 420.18 415.26
R3 418.67 417.56 414.54
R2 416.05 416.05 414.30
R1 414.94 414.94 414.06 414.19
PP 413.43 413.43 413.43 413.06
S1 412.32 412.32 413.58 411.57
S2 410.81 410.81 413.34
S3 408.19 409.70 413.10
S4 405.57 407.08 412.38
Weekly Pivots for week ending 31-Jan-1992
Classic Woodie Camarilla DeMark
R4 439.32 433.24 413.83
R3 430.13 424.05 411.31
R2 420.94 420.94 410.46
R1 414.86 414.86 409.62 413.31
PP 411.75 411.75 411.75 410.97
S1 405.67 405.67 407.94 404.12
S2 402.56 402.56 407.10
S3 393.37 396.48 406.25
S4 384.18 387.29 403.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 416.17 407.45 8.72 2.1% 3.33 0.8% 73% False False
10 417.83 407.45 10.38 2.5% 3.55 0.9% 61% False False
20 421.18 407.45 13.73 3.3% 3.91 0.9% 46% False False
40 421.18 374.78 46.40 11.2% 4.19 1.0% 84% False False
60 421.18 371.36 49.82 12.0% 4.45 1.1% 85% False False
80 421.18 371.36 49.82 12.0% 4.20 1.0% 85% False False
100 421.18 371.36 49.82 12.0% 3.97 1.0% 85% False False
120 421.18 371.36 49.82 12.0% 3.97 1.0% 85% False False
Crabel Price Patterns
NR True
NR4 False
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 0.98
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 425.69
2.618 421.41
1.618 418.79
1.000 417.17
0.618 416.17
HIGH 414.55
0.618 413.55
0.500 413.24
0.382 412.93
LOW 411.93
0.618 410.31
1.000 409.31
1.618 407.69
2.618 405.07
4.250 400.80
Fisher Pivots for day following 06-Feb-1992
Pivot 1 day 3 day
R1 413.63 413.46
PP 413.43 413.09
S1 413.24 412.73

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

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