S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jun-1986
Day Change Summary
Previous Current
11-Jun-1986 12-Jun-1986 Change Change % Previous Week
Open 239.58 241.13 1.55 0.6% 247.35
High 241.13 241.64 0.51 0.2% 247.74
Low 239.21 240.70 1.49 0.6% 242.59
Close 241.13 241.49 0.36 0.1% 245.67
Range 1.92 0.94 -0.98 -51.0% 5.15
ATR 2.75 2.62 -0.13 -4.7% 0.00
Volume
Daily Pivots for day following 12-Jun-1986
Classic Woodie Camarilla DeMark
R4 244.10 243.73 242.01
R3 243.16 242.79 241.75
R2 242.22 242.22 241.66
R1 241.85 241.85 241.58 242.04
PP 241.28 241.28 241.28 241.37
S1 240.91 240.91 241.40 241.10
S2 240.34 240.34 241.32
S3 239.40 239.97 241.23
S4 238.46 239.03 240.97
Weekly Pivots for week ending 06-Jun-1986
Classic Woodie Camarilla DeMark
R4 260.78 258.38 248.50
R3 255.63 253.23 247.09
R2 250.48 250.48 246.61
R1 248.08 248.08 246.14 246.71
PP 245.33 245.33 245.33 244.65
S1 242.93 242.93 245.20 241.56
S2 240.18 240.18 244.73
S3 235.03 237.78 244.25
S4 229.88 232.63 242.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 246.07 238.23 7.84 3.2% 2.47 1.0% 42% False False
10 249.19 238.23 10.96 4.5% 2.68 1.1% 30% False False
20 249.19 232.26 16.93 7.0% 2.73 1.1% 55% False False
40 249.19 232.26 16.93 7.0% 2.59 1.1% 55% False False
60 249.19 226.30 22.89 9.5% 2.70 1.1% 66% False False
80 249.19 219.22 29.97 12.4% 2.68 1.1% 74% False False
100 249.19 202.60 46.59 19.3% 2.62 1.1% 83% False False
120 249.19 202.60 46.59 19.3% 2.52 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 245.64
2.618 244.10
1.618 243.16
1.000 242.58
0.618 242.22
HIGH 241.64
0.618 241.28
0.500 241.17
0.382 241.06
LOW 240.70
0.618 240.12
1.000 239.76
1.618 239.18
2.618 238.24
4.250 236.71
Fisher Pivots for day following 12-Jun-1986
Pivot 1 day 3 day
R1 241.38 240.97
PP 241.28 240.45
S1 241.17 239.94

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

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