S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Aug-1992
Day Change Summary
Previous Current
20-Aug-1992 21-Aug-1992 Change Change % Previous Week
Open 418.19 418.26 0.07 0.0% 419.89
High 418.85 420.35 1.50 0.4% 421.89
Low 416.93 413.58 -3.35 -0.8% 413.58
Close 418.26 414.85 -3.41 -0.8% 414.85
Range 1.92 6.77 4.85 252.6% 8.31
ATR 2.93 3.20 0.27 9.4% 0.00
Volume
Daily Pivots for day following 21-Aug-1992
Classic Woodie Camarilla DeMark
R4 436.57 432.48 418.57
R3 429.80 425.71 416.71
R2 423.03 423.03 416.09
R1 418.94 418.94 415.47 417.60
PP 416.26 416.26 416.26 415.59
S1 412.17 412.17 414.23 410.83
S2 409.49 409.49 413.61
S3 402.72 405.40 412.99
S4 395.95 398.63 411.13
Weekly Pivots for week ending 21-Aug-1992
Classic Woodie Camarilla DeMark
R4 441.70 436.59 419.42
R3 433.39 428.28 417.14
R2 425.08 425.08 416.37
R1 419.97 419.97 415.61 418.37
PP 416.77 416.77 416.77 415.98
S1 411.66 411.66 414.09 410.06
S2 408.46 408.46 413.33
S3 400.15 403.35 412.56
S4 391.84 395.04 410.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421.89 413.58 8.31 2.0% 3.24 0.8% 15% False True
10 421.89 413.58 8.31 2.0% 3.12 0.8% 15% False True
20 425.14 411.27 13.87 3.3% 3.13 0.8% 26% False False
40 425.14 401.94 23.20 5.6% 3.28 0.8% 56% False False
60 425.14 399.92 25.22 6.1% 3.26 0.8% 59% False False
80 425.14 399.92 25.22 6.1% 3.22 0.8% 59% False False
100 425.14 392.41 32.73 7.9% 3.45 0.8% 69% False False
120 425.14 392.41 32.73 7.9% 3.37 0.8% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 449.12
2.618 438.07
1.618 431.30
1.000 427.12
0.618 424.53
HIGH 420.35
0.618 417.76
0.500 416.97
0.382 416.17
LOW 413.58
0.618 409.40
1.000 406.81
1.618 402.63
2.618 395.86
4.250 384.81
Fisher Pivots for day following 21-Aug-1992
Pivot 1 day 3 day
R1 416.97 417.60
PP 416.26 416.68
S1 415.56 415.77

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

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