S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jun-1986
Day Change Summary
Previous Current
19-Jun-1986 20-Jun-1986 Change Change % Previous Week
Open 244.99 244.06 -0.93 -0.4% 245.73
High 245.80 247.60 1.80 0.7% 247.60
Low 244.05 243.98 -0.07 0.0% 242.57
Close 244.06 247.58 3.52 1.4% 247.58
Range 1.75 3.62 1.87 106.9% 5.03
ATR 2.59 2.66 0.07 2.9% 0.00
Volume
Daily Pivots for day following 20-Jun-1986
Classic Woodie Camarilla DeMark
R4 257.25 256.03 249.57
R3 253.63 252.41 248.58
R2 250.01 250.01 248.24
R1 248.79 248.79 247.91 249.40
PP 246.39 246.39 246.39 246.69
S1 245.17 245.17 247.25 245.78
S2 242.77 242.77 246.92
S3 239.15 241.55 246.58
S4 235.53 237.93 245.59
Weekly Pivots for week ending 20-Jun-1986
Classic Woodie Camarilla DeMark
R4 261.01 259.32 250.35
R3 255.98 254.29 248.96
R2 250.95 250.95 248.50
R1 249.26 249.26 248.04 250.11
PP 245.92 245.92 245.92 246.34
S1 244.23 244.23 247.12 245.08
S2 240.89 240.89 246.66
S3 235.86 239.20 246.20
S4 230.83 234.17 244.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.60 242.57 5.03 2.0% 2.41 1.0% 100% True False
10 247.60 238.23 9.37 3.8% 2.72 1.1% 100% True False
20 249.19 238.23 10.96 4.4% 2.72 1.1% 85% False False
40 249.19 232.26 16.93 6.8% 2.65 1.1% 90% False False
60 249.19 226.30 22.89 9.2% 2.75 1.1% 93% False False
80 249.19 222.18 27.01 10.9% 2.72 1.1% 94% False False
100 249.19 209.15 40.04 16.2% 2.65 1.1% 96% False False
120 249.19 202.60 46.59 18.8% 2.57 1.0% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 262.99
2.618 257.08
1.618 253.46
1.000 251.22
0.618 249.84
HIGH 247.60
0.618 246.22
0.500 245.79
0.382 245.36
LOW 243.98
0.618 241.74
1.000 240.36
1.618 238.12
2.618 234.50
4.250 228.60
Fisher Pivots for day following 20-Jun-1986
Pivot 1 day 3 day
R1 246.98 246.75
PP 246.39 245.92
S1 245.79 245.09

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

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