S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jun-1992
Day Change Summary
Previous Current
01-Jun-1992 02-Jun-1992 Change Change % Previous Week
Open 415.35 417.30 1.95 0.5% 414.02
High 417.30 417.30 0.00 0.0% 418.36
Low 412.44 413.50 1.06 0.3% 410.23
Close 417.30 413.50 -3.80 -0.9% 415.35
Range 4.86 3.80 -1.06 -21.8% 8.13
ATR 3.38 3.41 0.03 0.9% 0.00
Volume
Daily Pivots for day following 02-Jun-1992
Classic Woodie Camarilla DeMark
R4 426.17 423.63 415.59
R3 422.37 419.83 414.55
R2 418.57 418.57 414.20
R1 416.03 416.03 413.85 415.40
PP 414.77 414.77 414.77 414.45
S1 412.23 412.23 413.15 411.60
S2 410.97 410.97 412.80
S3 407.17 408.43 412.46
S4 403.37 404.63 411.41
Weekly Pivots for week ending 29-May-1992
Classic Woodie Camarilla DeMark
R4 439.04 435.32 419.82
R3 430.91 427.19 417.59
R2 422.78 422.78 416.84
R1 419.06 419.06 416.10 420.92
PP 414.65 414.65 414.65 415.58
S1 410.93 410.93 414.60 412.79
S2 406.52 406.52 413.86
S3 398.39 402.80 413.11
S4 390.26 394.67 410.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.36 411.06 7.30 1.8% 3.65 0.9% 33% False False
10 418.36 410.23 8.13 2.0% 3.38 0.8% 40% False False
20 418.75 409.85 8.90 2.2% 2.98 0.7% 41% False False
40 418.75 392.41 26.34 6.4% 3.72 0.9% 80% False False
60 418.75 392.41 26.34 6.4% 3.47 0.8% 80% False False
80 418.75 392.41 26.34 6.4% 3.59 0.9% 80% False False
100 421.18 392.41 28.77 7.0% 3.65 0.9% 73% False False
120 421.18 374.78 46.40 11.2% 3.79 0.9% 83% 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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 433.45
2.618 427.25
1.618 423.45
1.000 421.10
0.618 419.65
HIGH 417.30
0.618 415.85
0.500 415.40
0.382 414.95
LOW 413.50
0.618 411.15
1.000 409.70
1.618 407.35
2.618 403.55
4.250 397.35
Fisher Pivots for day following 02-Jun-1992
Pivot 1 day 3 day
R1 415.40 415.40
PP 414.77 414.77
S1 414.13 414.13

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

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