S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-1992
Day Change Summary
Previous Current
30-Sep-1992 01-Oct-1992 Change Change % Previous Week
Open 416.79 417.80 1.01 0.2% 422.90
High 418.58 418.67 0.09 0.0% 422.90
Low 416.67 415.46 -1.21 -0.3% 412.71
Close 417.80 416.29 -1.51 -0.4% 414.35
Range 1.91 3.21 1.30 68.1% 10.19
ATR 3.08 3.09 0.01 0.3% 0.00
Volume
Daily Pivots for day following 01-Oct-1992
Classic Woodie Camarilla DeMark
R4 426.44 424.57 418.06
R3 423.23 421.36 417.17
R2 420.02 420.02 416.88
R1 418.15 418.15 416.58 417.48
PP 416.81 416.81 416.81 416.47
S1 414.94 414.94 416.00 414.27
S2 413.60 413.60 415.70
S3 410.39 411.73 415.41
S4 407.18 408.52 414.52
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
5 418.67 412.71 5.96 1.4% 3.34 0.8% 60% True False
10 422.93 412.71 10.22 2.5% 2.99 0.7% 35% False False
20 425.27 412.71 12.56 3.0% 3.14 0.8% 29% False False
40 425.27 408.30 16.97 4.1% 3.08 0.7% 47% False False
60 425.27 408.30 16.97 4.1% 3.07 0.7% 47% False False
80 425.27 399.92 25.35 6.1% 3.18 0.8% 65% False False
100 425.27 399.92 25.35 6.1% 3.19 0.8% 65% False False
120 425.27 399.92 25.35 6.1% 3.24 0.8% 65% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 432.31
2.618 427.07
1.618 423.86
1.000 421.88
0.618 420.65
HIGH 418.67
0.618 417.44
0.500 417.07
0.382 416.69
LOW 415.46
0.618 413.48
1.000 412.25
1.618 410.27
2.618 407.06
4.250 401.82
Fisher Pivots for day following 01-Oct-1992
Pivot 1 day 3 day
R1 417.07 417.01
PP 416.81 416.77
S1 416.55 416.53

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

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