S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Dec-1992
Day Change Summary
Previous Current
24-Dec-1992 28-Dec-1992 Change Change % Previous Week
Open 439.03 439.77 0.74 0.2% 441.26
High 439.81 439.77 -0.04 0.0% 441.64
Low 439.03 437.26 -1.77 -0.4% 438.25
Close 439.77 439.15 -0.62 -0.1% 439.77
Range 0.78 2.51 1.73 221.8% 3.39
ATR 2.70 2.69 -0.01 -0.5% 0.00
Volume
Daily Pivots for day following 28-Dec-1992
Classic Woodie Camarilla DeMark
R4 446.26 445.21 440.53
R3 443.75 442.70 439.84
R2 441.24 441.24 439.61
R1 440.19 440.19 439.38 439.46
PP 438.73 438.73 438.73 438.36
S1 437.68 437.68 438.92 436.95
S2 436.22 436.22 438.69
S3 433.71 435.17 438.46
S4 431.20 432.66 437.77
Weekly Pivots for week ending 25-Dec-1992
Classic Woodie Camarilla DeMark
R4 450.06 448.30 441.63
R3 446.67 444.91 440.70
R2 443.28 443.28 440.39
R1 441.52 441.52 440.08 440.71
PP 439.89 439.89 439.89 439.48
S1 438.13 438.13 439.46 437.32
S2 436.50 436.50 439.15
S3 433.11 434.74 438.84
S4 429.72 431.35 437.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 441.64 437.26 4.38 1.0% 2.07 0.5% 43% False True
10 441.64 430.88 10.76 2.5% 2.77 0.6% 77% False False
20 441.64 428.61 13.03 3.0% 2.63 0.6% 81% False False
40 441.64 415.58 26.06 5.9% 2.73 0.6% 90% False False
60 441.64 396.80 44.84 10.2% 3.20 0.7% 94% False False
80 441.64 396.80 44.84 10.2% 3.19 0.7% 94% False False
100 441.64 396.80 44.84 10.2% 3.16 0.7% 94% False False
120 441.64 396.80 44.84 10.2% 3.14 0.7% 94% False 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 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 450.44
2.618 446.34
1.618 443.83
1.000 442.28
0.618 441.32
HIGH 439.77
0.618 438.81
0.500 438.52
0.382 438.22
LOW 437.26
0.618 435.71
1.000 434.75
1.618 433.20
2.618 430.69
4.250 426.59
Fisher Pivots for day following 28-Dec-1992
Pivot 1 day 3 day
R1 438.94 439.19
PP 438.73 439.17
S1 438.52 439.16

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

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