S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-1986
Day Change Summary
Previous Current
30-Jun-1986 01-Jul-1986 Change Change % Previous Week
Open 249.60 250.84 1.24 0.5% 247.58
High 251.81 252.04 0.23 0.1% 250.13
Low 249.60 250.53 0.93 0.4% 244.45
Close 250.84 252.04 1.20 0.5% 249.60
Range 2.21 1.51 -0.70 -31.7% 5.68
ATR 2.56 2.49 -0.08 -2.9% 0.00
Volume
Daily Pivots for day following 01-Jul-1986
Classic Woodie Camarilla DeMark
R4 256.07 255.56 252.87
R3 254.56 254.05 252.46
R2 253.05 253.05 252.32
R1 252.54 252.54 252.18 252.80
PP 251.54 251.54 251.54 251.66
S1 251.03 251.03 251.90 251.29
S2 250.03 250.03 251.76
S3 248.52 249.52 251.62
S4 247.01 248.01 251.21
Weekly Pivots for week ending 27-Jun-1986
Classic Woodie Camarilla DeMark
R4 265.10 263.03 252.72
R3 259.42 257.35 251.16
R2 253.74 253.74 250.64
R1 251.67 251.67 250.12 252.71
PP 248.06 248.06 248.06 248.58
S1 245.99 245.99 249.08 247.03
S2 242.38 242.38 248.56
S3 236.70 240.31 248.04
S4 231.02 234.63 246.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 252.04 247.03 5.01 2.0% 1.91 0.8% 100% True False
10 252.04 242.57 9.47 3.8% 2.44 1.0% 100% True False
20 252.04 238.23 13.81 5.5% 2.56 1.0% 100% True False
40 252.04 232.26 19.78 7.8% 2.54 1.0% 100% True False
60 252.04 228.63 23.41 9.3% 2.64 1.0% 100% True False
80 252.04 225.36 26.68 10.6% 2.71 1.1% 100% True False
100 252.04 211.13 40.91 16.2% 2.64 1.0% 100% True False
120 252.04 202.60 49.44 19.6% 2.55 1.0% 100% 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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 258.46
2.618 255.99
1.618 254.48
1.000 253.55
0.618 252.97
HIGH 252.04
0.618 251.46
0.500 251.29
0.382 251.11
LOW 250.53
0.618 249.60
1.000 249.02
1.618 248.09
2.618 246.58
4.250 244.11
Fisher Pivots for day following 01-Jul-1986
Pivot 1 day 3 day
R1 251.79 251.49
PP 251.54 250.94
S1 251.29 250.39

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

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