S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Aug-1986
Day Change Summary
Previous Current
26-Aug-1986 27-Aug-1986 Change Change % Previous Week
Open 247.81 252.84 5.03 2.0% 247.15
High 252.91 254.24 1.33 0.5% 250.61
Low 247.81 252.66 4.85 2.0% 245.48
Close 252.84 253.30 0.46 0.2% 250.19
Range 5.10 1.58 -3.52 -69.0% 5.13
ATR 2.77 2.68 -0.08 -3.1% 0.00
Volume
Daily Pivots for day following 27-Aug-1986
Classic Woodie Camarilla DeMark
R4 258.14 257.30 254.17
R3 256.56 255.72 253.73
R2 254.98 254.98 253.59
R1 254.14 254.14 253.44 254.56
PP 253.40 253.40 253.40 253.61
S1 252.56 252.56 253.16 252.98
S2 251.82 251.82 253.01
S3 250.24 250.98 252.87
S4 248.66 249.40 252.43
Weekly Pivots for week ending 22-Aug-1986
Classic Woodie Camarilla DeMark
R4 264.15 262.30 253.01
R3 259.02 257.17 251.60
R2 253.89 253.89 251.13
R1 252.04 252.04 250.66 252.97
PP 248.76 248.76 248.76 249.22
S1 246.91 246.91 249.72 247.84
S2 243.63 243.63 249.25
S3 238.50 241.78 248.78
S4 233.37 236.65 247.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 254.24 247.67 6.57 2.6% 2.98 1.2% 86% True False
10 254.24 245.48 8.76 3.5% 2.48 1.0% 89% True False
20 254.24 231.92 22.32 8.8% 2.58 1.0% 96% True False
40 254.24 231.92 22.32 8.8% 2.79 1.1% 96% True False
60 254.24 231.92 22.32 8.8% 2.71 1.1% 96% True False
80 254.24 231.92 22.32 8.8% 2.67 1.1% 96% True False
100 254.24 228.63 25.61 10.1% 2.70 1.1% 96% True False
120 254.24 225.36 28.88 11.4% 2.74 1.1% 97% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 260.96
2.618 258.38
1.618 256.80
1.000 255.82
0.618 255.22
HIGH 254.24
0.618 253.64
0.500 253.45
0.382 253.26
LOW 252.66
0.618 251.68
1.000 251.08
1.618 250.10
2.618 248.52
4.250 245.95
Fisher Pivots for day following 27-Aug-1986
Pivot 1 day 3 day
R1 253.45 252.53
PP 253.40 251.77
S1 253.35 251.00

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

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