S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-May-1986
Day Change Summary
Previous Current
27-May-1986 28-May-1986 Change Change % Previous Week
Open 241.35 244.75 3.40 1.4% 232.76
High 244.76 247.40 2.64 1.1% 242.16
Low 241.35 244.75 3.40 1.4% 232.41
Close 244.75 246.63 1.88 0.8% 241.35
Range 3.41 2.65 -0.76 -22.3% 9.75
ATR 2.63 2.63 0.00 0.1% 0.00
Volume
Daily Pivots for day following 28-May-1986
Classic Woodie Camarilla DeMark
R4 254.21 253.07 248.09
R3 251.56 250.42 247.36
R2 248.91 248.91 247.12
R1 247.77 247.77 246.87 248.34
PP 246.26 246.26 246.26 246.55
S1 245.12 245.12 246.39 245.69
S2 243.61 243.61 246.14
S3 240.96 242.47 245.90
S4 238.31 239.82 245.17
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
5 247.40 235.45 11.95 4.8% 2.86 1.2% 94% True False
10 247.40 232.26 15.14 6.1% 2.64 1.1% 95% True False
20 247.40 232.26 15.14 6.1% 2.57 1.0% 95% True False
40 247.40 226.30 21.10 8.6% 2.74 1.1% 96% True False
60 247.40 222.18 25.22 10.2% 2.71 1.1% 97% True False
80 247.40 210.82 36.58 14.8% 2.64 1.1% 98% True False
100 247.40 202.60 44.80 18.2% 2.58 1.0% 98% True False
120 247.40 202.45 44.95 18.2% 2.46 1.0% 98% 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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 258.66
2.618 254.34
1.618 251.69
1.000 250.05
0.618 249.04
HIGH 247.40
0.618 246.39
0.500 246.08
0.382 245.76
LOW 244.75
0.618 243.11
1.000 242.10
1.618 240.46
2.618 237.81
4.250 233.49
Fisher Pivots for day following 28-May-1986
Pivot 1 day 3 day
R1 246.45 245.67
PP 246.26 244.72
S1 246.08 243.76

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

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