S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Nov-1992
Day Change Summary
Previous Current
06-Nov-1992 09-Nov-1992 Change Change % Previous Week
Open 418.35 417.58 -0.77 -0.2% 418.66
High 418.35 420.13 1.78 0.4% 422.81
Low 417.01 416.79 -0.22 -0.1% 415.58
Close 417.58 418.59 1.01 0.2% 417.58
Range 1.34 3.34 2.00 149.3% 7.23
ATR 3.39 3.38 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 09-Nov-1992
Classic Woodie Camarilla DeMark
R4 428.52 426.90 420.43
R3 425.18 423.56 419.51
R2 421.84 421.84 419.20
R1 420.22 420.22 418.90 421.03
PP 418.50 418.50 418.50 418.91
S1 416.88 416.88 418.28 417.69
S2 415.16 415.16 417.98
S3 411.82 413.54 417.67
S4 408.48 410.20 416.75
Weekly Pivots for week ending 06-Nov-1992
Classic Woodie Camarilla DeMark
R4 440.35 436.19 421.56
R3 433.12 428.96 419.57
R2 425.89 425.89 418.91
R1 421.73 421.73 418.24 420.20
PP 418.66 418.66 418.66 417.89
S1 414.50 414.50 416.92 412.97
S2 411.43 411.43 416.25
S3 404.20 407.27 415.59
S4 396.97 400.04 413.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 422.81 415.58 7.23 1.7% 3.24 0.8% 42% False False
10 422.81 415.58 7.23 1.7% 2.95 0.7% 42% False False
20 422.81 406.83 15.98 3.8% 3.23 0.8% 74% False False
40 425.22 396.80 28.42 6.8% 3.71 0.9% 77% False False
60 425.27 396.80 28.47 6.8% 3.46 0.8% 77% False False
80 425.27 396.80 28.47 6.8% 3.36 0.8% 77% False False
100 425.27 396.80 28.47 6.8% 3.37 0.8% 77% False False
120 425.27 396.80 28.47 6.8% 3.36 0.8% 77% 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 True
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 434.33
2.618 428.87
1.618 425.53
1.000 423.47
0.618 422.19
HIGH 420.13
0.618 418.85
0.500 418.46
0.382 418.07
LOW 416.79
0.618 414.73
1.000 413.45
1.618 411.39
2.618 408.05
4.250 402.60
Fisher Pivots for day following 09-Nov-1992
Pivot 1 day 3 day
R1 418.55 418.35
PP 418.50 418.10
S1 418.46 417.86

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

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