S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-May-1992
Day Change Summary
Previous Current
26-May-1992 27-May-1992 Change Change % Previous Week
Open 414.02 411.41 -2.61 -0.6% 410.13
High 414.02 412.68 -1.34 -0.3% 416.83
Low 410.23 411.06 0.83 0.2% 410.13
Close 411.41 412.17 0.76 0.2% 414.02
Range 3.79 1.62 -2.17 -57.3% 6.70
ATR 3.27 3.15 -0.12 -3.6% 0.00
Volume
Daily Pivots for day following 27-May-1992
Classic Woodie Camarilla DeMark
R4 416.83 416.12 413.06
R3 415.21 414.50 412.62
R2 413.59 413.59 412.47
R1 412.88 412.88 412.32 413.24
PP 411.97 411.97 411.97 412.15
S1 411.26 411.26 412.02 411.62
S2 410.35 410.35 411.87
S3 408.73 409.64 411.72
S4 407.11 408.02 411.28
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% 2.59 0.6% 29% False False
10 417.04 409.85 7.19 1.7% 2.96 0.7% 32% False False
20 418.75 409.11 9.64 2.3% 2.98 0.7% 32% False False
40 418.75 392.41 26.34 6.4% 3.69 0.9% 75% False False
60 418.75 392.41 26.34 6.4% 3.42 0.8% 75% False False
80 418.75 392.41 26.34 6.4% 3.54 0.9% 75% False False
100 421.18 392.41 28.77 7.0% 3.64 0.9% 69% False False
120 421.18 374.78 46.40 11.3% 3.79 0.9% 81% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 419.57
2.618 416.92
1.618 415.30
1.000 414.30
0.618 413.68
HIGH 412.68
0.618 412.06
0.500 411.87
0.382 411.68
LOW 411.06
0.618 410.06
1.000 409.44
1.618 408.44
2.618 406.82
4.250 404.18
Fisher Pivots for day following 27-May-1992
Pivot 1 day 3 day
R1 412.07 412.53
PP 411.97 412.41
S1 411.87 412.29

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

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