S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Sep-1986
Day Change Summary
Previous Current
10-Sep-1986 11-Sep-1986 Change Change % Previous Week
Open 247.67 247.06 -0.61 -0.2% 252.93
High 247.76 247.06 -0.70 -0.3% 254.13
Low 246.11 234.67 -11.44 -4.6% 247.59
Close 247.06 235.18 -11.88 -4.8% 250.47
Range 1.65 12.39 10.74 650.9% 6.54
ATR 2.88 3.56 0.68 23.6% 0.00
Volume
Daily Pivots for day following 11-Sep-1986
Classic Woodie Camarilla DeMark
R4 276.14 268.05 241.99
R3 263.75 255.66 238.59
R2 251.36 251.36 237.45
R1 243.27 243.27 236.32 241.12
PP 238.97 238.97 238.97 237.90
S1 230.88 230.88 234.04 228.73
S2 226.58 226.58 232.91
S3 214.19 218.49 231.77
S4 201.80 206.10 228.37
Weekly Pivots for week ending 05-Sep-1986
Classic Woodie Camarilla DeMark
R4 270.35 266.95 254.07
R3 263.81 260.41 252.27
R2 257.27 257.27 251.67
R1 253.87 253.87 251.07 252.30
PP 250.73 250.73 250.73 249.95
S1 247.33 247.33 249.87 245.76
S2 244.19 244.19 249.27
S3 237.65 240.79 248.67
S4 231.11 234.25 246.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 254.13 234.67 19.46 8.3% 4.91 2.1% 3% False True
10 254.13 234.67 19.46 8.3% 4.03 1.7% 3% False True
20 254.24 234.67 19.57 8.3% 3.26 1.4% 3% False True
40 254.24 231.92 22.32 9.5% 2.93 1.2% 15% False False
60 254.24 231.92 22.32 9.5% 2.94 1.3% 15% False False
80 254.24 231.92 22.32 9.5% 2.91 1.2% 15% False False
100 254.24 231.92 22.32 9.5% 2.82 1.2% 15% False False
120 254.24 226.30 27.94 11.9% 2.84 1.2% 32% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 1720 trading days
Fibonacci Retracements and Extensions
4.250 299.72
2.618 279.50
1.618 267.11
1.000 259.45
0.618 254.72
HIGH 247.06
0.618 242.33
0.500 240.87
0.382 239.40
LOW 234.67
0.618 227.01
1.000 222.28
1.618 214.62
2.618 202.23
4.250 182.01
Fisher Pivots for day following 11-Sep-1986
Pivot 1 day 3 day
R1 240.87 242.44
PP 238.97 240.02
S1 237.08 237.60

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

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