S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Mar-1986
Day Change Summary
Previous Current
11-Mar-1986 12-Mar-1986 Change Change % Previous Week
Open 226.58 231.69 5.11 2.3% 226.92
High 231.81 234.70 2.89 1.2% 227.33
Low 226.58 231.68 5.10 2.3% 222.18
Close 231.69 232.54 0.85 0.4% 225.57
Range 5.23 3.02 -2.21 -42.3% 5.15
ATR 2.47 2.51 0.04 1.6% 0.00
Volume
Daily Pivots for day following 12-Mar-1986
Classic Woodie Camarilla DeMark
R4 242.03 240.31 234.20
R3 239.01 237.29 233.37
R2 235.99 235.99 233.09
R1 234.27 234.27 232.82 235.13
PP 232.97 232.97 232.97 233.41
S1 231.25 231.25 232.26 232.11
S2 229.95 229.95 231.99
S3 226.93 228.23 231.71
S4 223.91 225.21 230.88
Weekly Pivots for week ending 07-Mar-1986
Classic Woodie Camarilla DeMark
R4 240.48 238.17 228.40
R3 235.33 233.02 226.99
R2 230.18 230.18 226.51
R1 227.87 227.87 226.04 226.45
PP 225.03 225.03 225.03 224.32
S1 222.72 222.72 225.10 221.30
S2 219.88 219.88 224.63
S3 214.73 217.57 224.15
S4 209.58 212.42 222.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 234.70 224.13 10.57 4.5% 2.63 1.1% 80% True False
10 234.70 222.18 12.52 5.4% 2.71 1.2% 83% True False
20 234.70 215.13 19.57 8.4% 2.49 1.1% 89% True False
40 234.70 202.60 32.10 13.8% 2.37 1.0% 93% True False
60 234.70 202.60 32.10 13.8% 2.28 1.0% 93% True False
80 234.70 197.51 37.19 16.0% 2.15 0.9% 94% True False
100 234.70 186.79 47.91 20.6% 2.01 0.9% 95% True False
120 234.70 179.45 55.25 23.8% 1.95 0.8% 96% True 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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 247.54
2.618 242.61
1.618 239.59
1.000 237.72
0.618 236.57
HIGH 234.70
0.618 233.55
0.500 233.19
0.382 232.83
LOW 231.68
0.618 229.81
1.000 228.66
1.618 226.79
2.618 223.77
4.250 218.85
Fisher Pivots for day following 12-Mar-1986
Pivot 1 day 3 day
R1 233.19 231.70
PP 232.97 230.87
S1 232.76 230.03

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

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