S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Oct-1992
Day Change Summary
Previous Current
19-Oct-1992 20-Oct-1992 Change Change % Previous Week
Open 411.73 414.98 3.25 0.8% 402.66
High 414.98 417.98 3.00 0.7% 411.73
Low 410.66 414.49 3.83 0.9% 402.66
Close 414.98 415.48 0.50 0.1% 411.73
Range 4.32 3.49 -0.83 -19.2% 9.07
ATR 4.08 4.04 -0.04 -1.0% 0.00
Volume
Daily Pivots for day following 20-Oct-1992
Classic Woodie Camarilla DeMark
R4 426.45 424.46 417.40
R3 422.96 420.97 416.44
R2 419.47 419.47 416.12
R1 417.48 417.48 415.80 418.48
PP 415.98 415.98 415.98 416.48
S1 413.99 413.99 415.16 414.99
S2 412.49 412.49 414.84
S3 409.00 410.50 414.52
S4 405.51 407.01 413.56
Weekly Pivots for week ending 16-Oct-1992
Classic Woodie Camarilla DeMark
R4 435.92 432.89 416.72
R3 426.85 423.82 414.22
R2 417.78 417.78 413.39
R1 414.75 414.75 412.56 416.27
PP 408.71 408.71 408.71 409.46
S1 405.68 405.68 410.90 407.20
S2 399.64 399.64 410.07
S3 390.57 396.61 409.24
S4 381.50 387.54 406.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417.98 407.43 10.55 2.5% 3.78 0.9% 76% True False
10 417.98 402.42 15.56 3.7% 4.12 1.0% 84% True False
20 419.01 396.80 22.21 5.3% 4.23 1.0% 84% False False
40 425.27 396.80 28.47 6.9% 3.62 0.9% 66% False False
60 425.27 396.80 28.47 6.9% 3.51 0.8% 66% False False
80 425.27 396.80 28.47 6.9% 3.49 0.8% 66% False False
100 425.27 396.80 28.47 6.9% 3.42 0.8% 66% False False
120 425.27 396.80 28.47 6.9% 3.37 0.8% 66% False False
Crabel Price Patterns
NR True
NR4 False
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 0.86
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 432.81
2.618 427.12
1.618 423.63
1.000 421.47
0.618 420.14
HIGH 417.98
0.618 416.65
0.500 416.24
0.382 415.82
LOW 414.49
0.618 412.33
1.000 411.00
1.618 408.84
2.618 405.35
4.250 399.66
Fisher Pivots for day following 20-Oct-1992
Pivot 1 day 3 day
R1 416.24 414.56
PP 415.98 413.63
S1 415.73 412.71

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

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