S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Sep-1992
Day Change Summary
Previous Current
31-Aug-1992 01-Sep-1992 Change Change % Previous Week
Open 414.87 414.03 -0.84 -0.2% 414.80
High 415.29 416.07 0.78 0.2% 415.83
Low 413.76 413.35 -0.41 -0.1% 408.30
Close 414.03 416.07 2.04 0.5% 414.84
Range 1.53 2.72 1.19 77.8% 7.53
ATR 3.00 2.98 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 01-Sep-1992
Classic Woodie Camarilla DeMark
R4 423.32 422.42 417.57
R3 420.60 419.70 416.82
R2 417.88 417.88 416.57
R1 416.98 416.98 416.32 417.43
PP 415.16 415.16 415.16 415.39
S1 414.26 414.26 415.82 414.71
S2 412.44 412.44 415.57
S3 409.72 411.54 415.32
S4 407.00 408.82 414.57
Weekly Pivots for week ending 28-Aug-1992
Classic Woodie Camarilla DeMark
R4 435.58 432.74 418.98
R3 428.05 425.21 416.91
R2 420.52 420.52 416.22
R1 417.68 417.68 415.53 419.10
PP 412.99 412.99 412.99 413.70
S1 410.15 410.15 414.15 411.57
S2 405.46 405.46 413.46
S3 397.93 402.62 412.77
S4 390.40 395.09 410.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 416.07 410.53 5.54 1.3% 2.24 0.5% 100% True False
10 421.62 408.30 13.32 3.2% 3.14 0.8% 58% False False
20 424.36 408.30 16.06 3.9% 3.00 0.7% 48% False False
40 425.14 407.20 17.94 4.3% 3.03 0.7% 49% False False
60 425.14 399.92 25.22 6.1% 3.22 0.8% 64% False False
80 425.14 399.92 25.22 6.1% 3.20 0.8% 64% False False
100 425.14 399.92 25.22 6.1% 3.28 0.8% 64% False False
120 425.14 392.41 32.73 7.9% 3.33 0.8% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 427.63
2.618 423.19
1.618 420.47
1.000 418.79
0.618 417.75
HIGH 416.07
0.618 415.03
0.500 414.71
0.382 414.39
LOW 413.35
0.618 411.67
1.000 410.63
1.618 408.95
2.618 406.23
4.250 401.79
Fisher Pivots for day following 01-Sep-1992
Pivot 1 day 3 day
R1 415.62 415.62
PP 415.16 415.16
S1 414.71 414.71

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

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