S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Aug-1986
Day Change Summary
Previous Current
20-Aug-1986 21-Aug-1986 Change Change % Previous Week
Open 246.51 249.77 3.26 1.3% 236.88
High 249.77 250.45 0.68 0.3% 247.15
Low 246.51 247.67 1.16 0.5% 236.87
Close 249.77 247.67 -2.10 -0.8% 247.15
Range 3.26 2.78 -0.48 -14.7% 10.28
ATR 2.55 2.57 0.02 0.6% 0.00
Volume
Daily Pivots for day following 21-Aug-1986
Classic Woodie Camarilla DeMark
R4 256.94 255.08 249.20
R3 254.16 252.30 248.43
R2 251.38 251.38 248.18
R1 249.52 249.52 247.92 249.06
PP 248.60 248.60 248.60 248.37
S1 246.74 246.74 247.42 246.28
S2 245.82 245.82 247.16
S3 243.04 243.96 246.91
S4 240.26 241.18 246.14
Weekly Pivots for week ending 15-Aug-1986
Classic Woodie Camarilla DeMark
R4 274.56 271.14 252.80
R3 264.28 260.86 249.98
R2 254.00 254.00 249.03
R1 250.58 250.58 248.09 252.29
PP 243.72 243.72 243.72 244.58
S1 240.30 240.30 246.21 242.01
S2 233.44 233.44 245.27
S3 223.16 230.02 244.32
S4 212.88 219.74 241.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 250.45 245.48 4.97 2.0% 2.29 0.9% 44% True False
10 250.45 236.37 14.08 5.7% 2.52 1.0% 80% True False
20 250.45 231.92 18.53 7.5% 2.64 1.1% 85% True False
40 253.20 231.92 21.28 8.6% 2.65 1.1% 74% False False
60 253.20 231.92 21.28 8.6% 2.70 1.1% 74% False False
80 253.20 231.92 21.28 8.6% 2.67 1.1% 74% False False
100 253.20 226.30 26.90 10.9% 2.72 1.1% 79% False False
120 253.20 222.18 31.02 12.5% 2.71 1.1% 82% False 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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 262.27
2.618 257.73
1.618 254.95
1.000 253.23
0.618 252.17
HIGH 250.45
0.618 249.39
0.500 249.06
0.382 248.73
LOW 247.67
0.618 245.95
1.000 244.89
1.618 243.17
2.618 240.39
4.250 235.86
Fisher Pivots for day following 21-Aug-1986
Pivot 1 day 3 day
R1 249.06 248.14
PP 248.60 247.98
S1 248.13 247.83

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

View Archives - Comment on this page... - Back to Index of Symbols