S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-1992
Day Change Summary
Previous Current
19-Nov-1992 20-Nov-1992 Change Change % Previous Week
Open 422.86 423.61 0.75 0.2% 422.44
High 423.61 426.98 3.37 0.8% 426.98
Low 422.50 423.61 1.11 0.3% 418.31
Close 423.61 426.65 3.04 0.7% 426.65
Range 1.11 3.37 2.26 203.6% 8.67
ATR 2.94 2.97 0.03 1.1% 0.00
Volume
Daily Pivots for day following 20-Nov-1992
Classic Woodie Camarilla DeMark
R4 435.86 434.62 428.50
R3 432.49 431.25 427.58
R2 429.12 429.12 427.27
R1 427.88 427.88 426.96 428.50
PP 425.75 425.75 425.75 426.06
S1 424.51 424.51 426.34 425.13
S2 422.38 422.38 426.03
S3 419.01 421.14 425.72
S4 415.64 417.77 424.80
Weekly Pivots for week ending 20-Nov-1992
Classic Woodie Camarilla DeMark
R4 449.99 446.99 431.42
R3 441.32 438.32 429.03
R2 432.65 432.65 428.24
R1 429.65 429.65 427.44 431.15
PP 423.98 423.98 423.98 424.73
S1 420.98 420.98 425.86 422.48
S2 415.31 415.31 425.06
S3 406.64 412.31 424.27
S4 397.97 403.64 421.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 426.98 418.31 8.67 2.0% 2.70 0.6% 96% True False
10 426.98 416.79 10.19 2.4% 2.58 0.6% 97% True False
20 426.98 413.71 13.27 3.1% 2.82 0.7% 98% True False
40 426.98 396.80 30.18 7.1% 3.49 0.8% 99% True False
60 426.98 396.80 30.18 7.1% 3.34 0.8% 99% True False
80 426.98 396.80 30.18 7.1% 3.26 0.8% 99% True False
100 426.98 396.80 30.18 7.1% 3.32 0.8% 99% True False
120 426.98 396.80 30.18 7.1% 3.29 0.8% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 441.30
2.618 435.80
1.618 432.43
1.000 430.35
0.618 429.06
HIGH 426.98
0.618 425.69
0.500 425.30
0.382 424.90
LOW 423.61
0.618 421.53
1.000 420.24
1.618 418.16
2.618 414.79
4.250 409.29
Fisher Pivots for day following 20-Nov-1992
Pivot 1 day 3 day
R1 426.20 425.47
PP 425.75 424.29
S1 425.30 423.11

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

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