S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Sep-1992
Day Change Summary
Previous Current
18-Sep-1992 21-Sep-1992 Change Change % Previous Week
Open 419.92 422.90 2.98 0.7% 419.65
High 422.93 422.90 -0.03 0.0% 425.27
Low 419.92 421.18 1.26 0.3% 417.77
Close 422.93 422.14 -0.79 -0.2% 422.93
Range 3.01 1.72 -1.29 -42.9% 7.50
ATR 3.20 3.09 -0.10 -3.2% 0.00
Volume
Daily Pivots for day following 21-Sep-1992
Classic Woodie Camarilla DeMark
R4 427.23 426.41 423.09
R3 425.51 424.69 422.61
R2 423.79 423.79 422.46
R1 422.97 422.97 422.30 422.52
PP 422.07 422.07 422.07 421.85
S1 421.25 421.25 421.98 420.80
S2 420.35 420.35 421.82
S3 418.63 419.53 421.67
S4 416.91 417.81 421.19
Weekly Pivots for week ending 18-Sep-1992
Classic Woodie Camarilla DeMark
R4 444.49 441.21 427.06
R3 436.99 433.71 424.99
R2 429.49 429.49 424.31
R1 426.21 426.21 423.62 427.85
PP 421.99 421.99 421.99 422.81
S1 418.71 418.71 422.24 420.35
S2 414.49 414.49 421.56
S3 406.99 411.21 420.87
S4 399.49 403.71 418.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 425.22 417.77 7.45 1.8% 3.38 0.8% 59% False False
10 425.27 414.30 10.97 2.6% 3.30 0.8% 71% False False
20 425.27 408.30 16.97 4.0% 3.00 0.7% 82% False False
40 425.27 408.30 16.97 4.0% 3.06 0.7% 82% False False
60 425.27 401.94 23.33 5.5% 3.19 0.8% 87% False False
80 425.27 399.92 25.35 6.0% 3.20 0.8% 88% False False
100 425.27 399.92 25.35 6.0% 3.17 0.8% 88% False False
120 425.27 392.41 32.86 7.8% 3.38 0.8% 90% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 430.21
2.618 427.40
1.618 425.68
1.000 424.62
0.618 423.96
HIGH 422.90
0.618 422.24
0.500 422.04
0.382 421.84
LOW 421.18
0.618 420.12
1.000 419.46
1.618 418.40
2.618 416.68
4.250 413.87
Fisher Pivots for day following 21-Sep-1992
Pivot 1 day 3 day
R1 422.11 421.85
PP 422.07 421.56
S1 422.04 421.28

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

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