S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-1986
Day Change Summary
Previous Current
09-May-1986 12-May-1986 Change Change % Previous Week
Open 237.13 237.85 0.72 0.3% 234.79
High 238.01 238.53 0.52 0.2% 238.28
Low 235.85 237.02 1.17 0.5% 233.98
Close 237.85 237.58 -0.27 -0.1% 237.85
Range 2.16 1.51 -0.65 -30.1% 4.30
ATR 2.69 2.61 -0.08 -3.1% 0.00
Volume
Daily Pivots for day following 12-May-1986
Classic Woodie Camarilla DeMark
R4 242.24 241.42 238.41
R3 240.73 239.91 238.00
R2 239.22 239.22 237.86
R1 238.40 238.40 237.72 238.06
PP 237.71 237.71 237.71 237.54
S1 236.89 236.89 237.44 236.55
S2 236.20 236.20 237.30
S3 234.69 235.38 237.16
S4 233.18 233.87 236.75
Weekly Pivots for week ending 09-May-1986
Classic Woodie Camarilla DeMark
R4 249.60 248.03 240.22
R3 245.30 243.73 239.03
R2 241.00 241.00 238.64
R1 239.43 239.43 238.24 240.22
PP 236.70 236.70 236.70 237.10
S1 235.13 235.13 237.46 235.92
S2 232.40 232.40 237.06
S3 228.10 230.83 236.67
S4 223.80 226.53 235.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 238.53 233.98 4.55 1.9% 2.17 0.9% 79% True False
10 243.57 233.98 9.59 4.0% 2.75 1.2% 38% False False
20 245.47 233.98 11.49 4.8% 2.58 1.1% 31% False False
40 245.47 226.30 19.17 8.1% 2.73 1.1% 59% False False
60 245.47 217.22 28.25 11.9% 2.71 1.1% 72% False False
80 245.47 202.60 42.87 18.0% 2.59 1.1% 82% False False
100 245.47 202.60 42.87 18.0% 2.48 1.0% 82% False False
120 245.47 198.01 47.46 20.0% 2.38 1.0% 83% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 244.95
2.618 242.48
1.618 240.97
1.000 240.04
0.618 239.46
HIGH 238.53
0.618 237.95
0.500 237.78
0.382 237.60
LOW 237.02
0.618 236.09
1.000 235.51
1.618 234.58
2.618 233.07
4.250 230.60
Fisher Pivots for day following 12-May-1986
Pivot 1 day 3 day
R1 237.78 237.45
PP 237.71 237.32
S1 237.65 237.19

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

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