S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-1992
Day Change Summary
Previous Current
29-Sep-1992 30-Sep-1992 Change Change % Previous Week
Open 416.62 416.79 0.17 0.0% 422.90
High 417.38 418.58 1.20 0.3% 422.90
Low 415.34 416.67 1.33 0.3% 412.71
Close 416.80 417.80 1.00 0.2% 414.35
Range 2.04 1.91 -0.13 -6.4% 10.19
ATR 3.17 3.08 -0.09 -2.8% 0.00
Volume
Daily Pivots for day following 30-Sep-1992
Classic Woodie Camarilla DeMark
R4 423.41 422.52 418.85
R3 421.50 420.61 418.33
R2 419.59 419.59 418.15
R1 418.70 418.70 417.98 419.15
PP 417.68 417.68 417.68 417.91
S1 416.79 416.79 417.62 417.24
S2 415.77 415.77 417.45
S3 413.86 414.88 417.27
S4 411.95 412.97 416.75
Weekly Pivots for week ending 25-Sep-1992
Classic Woodie Camarilla DeMark
R4 447.22 440.98 419.95
R3 437.03 430.79 417.15
R2 426.84 426.84 416.22
R1 420.60 420.60 415.28 418.63
PP 416.65 416.65 416.65 415.67
S1 410.41 410.41 413.42 408.44
S2 406.46 406.46 412.48
S3 396.27 400.22 411.55
S4 386.08 390.03 408.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 419.01 412.71 6.30 1.5% 3.01 0.7% 81% False False
10 422.93 412.71 10.22 2.4% 2.85 0.7% 50% False False
20 425.27 412.71 12.56 3.0% 3.13 0.7% 41% False False
40 425.27 408.30 16.97 4.1% 3.06 0.7% 56% False False
60 425.27 407.20 18.07 4.3% 3.07 0.7% 59% False False
80 425.27 399.92 25.35 6.1% 3.20 0.8% 71% False False
100 425.27 399.92 25.35 6.1% 3.19 0.8% 71% False False
120 425.27 399.92 25.35 6.1% 3.25 0.8% 71% False False
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 426.70
2.618 423.58
1.618 421.67
1.000 420.49
0.618 419.76
HIGH 418.58
0.618 417.85
0.500 417.63
0.382 417.40
LOW 416.67
0.618 415.49
1.000 414.76
1.618 413.58
2.618 411.67
4.250 408.55
Fisher Pivots for day following 30-Sep-1992
Pivot 1 day 3 day
R1 417.74 417.13
PP 417.68 416.46
S1 417.63 415.79

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

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