S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Sep-1986
Day Change Summary
Previous Current
04-Sep-1986 05-Sep-1986 Change Change % Previous Week
Open 250.08 253.83 3.75 1.5% 252.93
High 254.01 254.13 0.12 0.0% 254.13
Low 250.03 250.33 0.30 0.1% 247.59
Close 253.83 250.47 -3.36 -1.3% 250.47
Range 3.98 3.80 -0.18 -4.5% 6.54
ATR 2.85 2.92 0.07 2.4% 0.00
Volume
Daily Pivots for day following 05-Sep-1986
Classic Woodie Camarilla DeMark
R4 263.04 260.56 252.56
R3 259.24 256.76 251.52
R2 255.44 255.44 251.17
R1 252.96 252.96 250.82 252.30
PP 251.64 251.64 251.64 251.32
S1 249.16 249.16 250.12 248.50
S2 247.84 247.84 249.77
S3 244.04 245.36 249.43
S4 240.24 241.56 248.38
Weekly Pivots for week ending 05-Sep-1986
Classic Woodie Camarilla DeMark
R4 270.35 266.95 254.07
R3 263.81 260.41 252.27
R2 257.27 257.27 251.67
R1 253.87 253.87 251.07 252.30
PP 250.73 250.73 250.73 249.95
S1 247.33 247.33 249.87 245.76
S2 244.19 244.19 249.27
S3 237.65 240.79 248.67
S4 231.11 234.25 246.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 254.13 247.59 6.54 2.6% 3.55 1.4% 44% True False
10 254.24 247.59 6.65 2.7% 3.17 1.3% 43% False False
20 254.24 236.37 17.87 7.1% 2.84 1.1% 79% False False
40 254.24 231.92 22.32 8.9% 2.74 1.1% 83% False False
60 254.24 231.92 22.32 8.9% 2.75 1.1% 83% False False
80 254.24 231.92 22.32 8.9% 2.75 1.1% 83% False False
100 254.24 231.92 22.32 8.9% 2.72 1.1% 83% False False
120 254.24 226.30 27.94 11.2% 2.74 1.1% 87% 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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 270.28
2.618 264.08
1.618 260.28
1.000 257.93
0.618 256.48
HIGH 254.13
0.618 252.68
0.500 252.23
0.382 251.78
LOW 250.33
0.618 247.98
1.000 246.53
1.618 244.18
2.618 240.38
4.250 234.18
Fisher Pivots for day following 05-Sep-1986
Pivot 1 day 3 day
R1 252.23 250.86
PP 251.64 250.73
S1 251.06 250.60

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

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