S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Sep-1992
Day Change Summary
Previous Current
09-Sep-1992 10-Sep-1992 Change Change % Previous Week
Open 414.44 416.34 1.90 0.5% 414.87
High 416.44 420.52 4.08 1.0% 420.31
Low 414.44 416.34 1.90 0.5% 413.35
Close 416.36 419.95 3.59 0.9% 417.08
Range 2.00 4.18 2.18 109.0% 6.96
ATR 2.82 2.92 0.10 3.4% 0.00
Volume
Daily Pivots for day following 10-Sep-1992
Classic Woodie Camarilla DeMark
R4 431.48 429.89 422.25
R3 427.30 425.71 421.10
R2 423.12 423.12 420.72
R1 421.53 421.53 420.33 422.33
PP 418.94 418.94 418.94 419.33
S1 417.35 417.35 419.57 418.15
S2 414.76 414.76 419.18
S3 410.58 413.17 418.80
S4 406.40 408.99 417.65
Weekly Pivots for week ending 04-Sep-1992
Classic Woodie Camarilla DeMark
R4 437.79 434.40 420.91
R3 430.83 427.44 418.99
R2 423.87 423.87 418.36
R1 420.48 420.48 417.72 422.18
PP 416.91 416.91 416.91 417.76
S1 413.52 413.52 416.44 415.22
S2 409.95 409.95 415.80
S3 402.99 406.56 415.17
S4 396.03 399.60 413.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 420.52 414.30 6.22 1.5% 2.75 0.7% 91% True False
10 420.52 413.35 7.17 1.7% 2.49 0.6% 92% True False
20 421.89 408.30 13.59 3.2% 2.92 0.7% 86% False False
40 425.14 408.30 16.84 4.0% 3.03 0.7% 69% False False
60 425.14 399.92 25.22 6.0% 3.17 0.8% 79% False False
80 425.14 399.92 25.22 6.0% 3.17 0.8% 79% False False
100 425.14 399.92 25.22 6.0% 3.15 0.8% 79% False False
120 425.14 392.41 32.73 7.8% 3.35 0.8% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 438.29
2.618 431.46
1.618 427.28
1.000 424.70
0.618 423.10
HIGH 420.52
0.618 418.92
0.500 418.43
0.382 417.94
LOW 416.34
0.618 413.76
1.000 412.16
1.618 409.58
2.618 405.40
4.250 398.58
Fisher Pivots for day following 10-Sep-1992
Pivot 1 day 3 day
R1 419.44 419.10
PP 418.94 418.26
S1 418.43 417.41

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

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