S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-May-1992
Day Change Summary
Previous Current
22-May-1992 26-May-1992 Change Change % Previous Week
Open 412.60 414.02 1.42 0.3% 410.13
High 414.82 414.02 -0.80 -0.2% 416.83
Low 412.60 410.23 -2.37 -0.6% 410.13
Close 414.02 411.41 -2.61 -0.6% 414.02
Range 2.22 3.79 1.57 70.7% 6.70
ATR 3.23 3.27 0.04 1.2% 0.00
Volume
Daily Pivots for day following 26-May-1992
Classic Woodie Camarilla DeMark
R4 423.26 421.12 413.49
R3 419.47 417.33 412.45
R2 415.68 415.68 412.10
R1 413.54 413.54 411.76 412.72
PP 411.89 411.89 411.89 411.47
S1 409.75 409.75 411.06 408.93
S2 408.10 408.10 410.72
S3 404.31 405.96 410.37
S4 400.52 402.17 409.33
Weekly Pivots for week ending 22-May-1992
Classic Woodie Camarilla DeMark
R4 433.76 430.59 417.71
R3 427.06 423.89 415.86
R2 420.36 420.36 415.25
R1 417.19 417.19 414.63 418.78
PP 413.66 413.66 413.66 414.45
S1 410.49 410.49 413.41 412.08
S2 406.96 406.96 412.79
S3 400.26 403.79 412.18
S4 393.56 397.09 410.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 416.83 410.23 6.60 1.6% 3.11 0.8% 18% False True
10 418.68 409.85 8.83 2.1% 3.19 0.8% 18% False False
20 418.75 406.33 12.42 3.0% 3.07 0.7% 41% False False
40 418.75 392.41 26.34 6.4% 3.68 0.9% 72% False False
60 418.75 392.41 26.34 6.4% 3.43 0.8% 72% False False
80 418.75 392.41 26.34 6.4% 3.57 0.9% 72% False False
100 421.18 392.41 28.77 7.0% 3.66 0.9% 66% False False
120 421.18 374.78 46.40 11.3% 3.81 0.9% 79% False 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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 430.13
2.618 423.94
1.618 420.15
1.000 417.81
0.618 416.36
HIGH 414.02
0.618 412.57
0.500 412.13
0.382 411.68
LOW 410.23
0.618 407.89
1.000 406.44
1.618 404.10
2.618 400.31
4.250 394.12
Fisher Pivots for day following 26-May-1992
Pivot 1 day 3 day
R1 412.13 412.82
PP 411.89 412.35
S1 411.65 411.88

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

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