S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-May-1986
Day Change Summary
Previous Current
23-May-1986 27-May-1986 Change Change % Previous Week
Open 240.12 241.35 1.23 0.5% 232.76
High 242.16 244.76 2.60 1.1% 242.16
Low 240.12 241.35 1.23 0.5% 232.41
Close 241.35 244.75 3.40 1.4% 241.35
Range 2.04 3.41 1.37 67.2% 9.75
ATR 2.57 2.63 0.06 2.3% 0.00
Volume
Daily Pivots for day following 27-May-1986
Classic Woodie Camarilla DeMark
R4 253.85 252.71 246.63
R3 250.44 249.30 245.69
R2 247.03 247.03 245.38
R1 245.89 245.89 245.06 246.46
PP 243.62 243.62 243.62 243.91
S1 242.48 242.48 244.44 243.05
S2 240.21 240.21 244.12
S3 236.80 239.07 243.81
S4 233.39 235.66 242.87
Weekly Pivots for week ending 23-May-1986
Classic Woodie Camarilla DeMark
R4 267.89 264.37 246.71
R3 258.14 254.62 244.03
R2 248.39 248.39 243.14
R1 244.87 244.87 242.24 246.63
PP 238.64 238.64 238.64 239.52
S1 235.12 235.12 240.46 236.88
S2 228.89 228.89 239.56
S3 219.14 225.37 238.67
S4 209.39 215.62 235.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 244.76 232.58 12.18 5.0% 3.03 1.2% 100% True False
10 244.76 232.26 12.50 5.1% 2.56 1.0% 100% True False
20 244.76 232.26 12.50 5.1% 2.66 1.1% 100% True False
40 245.47 226.30 19.17 7.8% 2.78 1.1% 96% False False
60 245.47 222.18 23.29 9.5% 2.71 1.1% 97% False False
80 245.47 209.19 36.28 14.8% 2.64 1.1% 98% False False
100 245.47 202.60 42.87 17.5% 2.57 1.0% 98% False False
120 245.47 200.86 44.61 18.2% 2.47 1.0% 98% 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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 259.25
2.618 253.69
1.618 250.28
1.000 248.17
0.618 246.87
HIGH 244.76
0.618 243.46
0.500 243.06
0.382 242.65
LOW 241.35
0.618 239.24
1.000 237.94
1.618 235.83
2.618 232.42
4.250 226.86
Fisher Pivots for day following 27-May-1986
Pivot 1 day 3 day
R1 244.19 243.20
PP 243.62 241.65
S1 243.06 240.11

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

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