S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Oct-1992
Day Change Summary
Previous Current
20-Oct-1992 21-Oct-1992 Change Change % Previous Week
Open 414.98 415.53 0.55 0.1% 402.66
High 417.98 416.15 -1.83 -0.4% 411.73
Low 414.49 414.54 0.05 0.0% 402.66
Close 415.48 415.67 0.19 0.0% 411.73
Range 3.49 1.61 -1.88 -53.9% 9.07
ATR 4.04 3.87 -0.17 -4.3% 0.00
Volume
Daily Pivots for day following 21-Oct-1992
Classic Woodie Camarilla DeMark
R4 420.28 419.59 416.56
R3 418.67 417.98 416.11
R2 417.06 417.06 415.97
R1 416.37 416.37 415.82 416.72
PP 415.45 415.45 415.45 415.63
S1 414.76 414.76 415.52 415.11
S2 413.84 413.84 415.37
S3 412.23 413.15 415.23
S4 410.62 411.54 414.78
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% 3.37 0.8% 78% False False
10 417.98 402.42 15.56 3.7% 3.82 0.9% 85% False False
20 419.01 396.80 22.21 5.3% 4.22 1.0% 85% False False
40 425.27 396.80 28.47 6.8% 3.58 0.9% 66% False False
60 425.27 396.80 28.47 6.8% 3.44 0.8% 66% False False
80 425.27 396.80 28.47 6.8% 3.44 0.8% 66% False False
100 425.27 396.80 28.47 6.8% 3.39 0.8% 66% False False
120 425.27 396.80 28.47 6.8% 3.34 0.8% 66% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.78
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 422.99
2.618 420.36
1.618 418.75
1.000 417.76
0.618 417.14
HIGH 416.15
0.618 415.53
0.500 415.35
0.382 415.16
LOW 414.54
0.618 413.55
1.000 412.93
1.618 411.94
2.618 410.33
4.250 407.70
Fisher Pivots for day following 21-Oct-1992
Pivot 1 day 3 day
R1 415.56 415.22
PP 415.45 414.77
S1 415.35 414.32

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

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