S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-1986
Day Change Summary
Previous Current
11-Sep-1986 12-Sep-1986 Change Change % Previous Week
Open 247.06 235.18 -11.88 -4.8% 250.47
High 247.06 235.45 -11.61 -4.7% 250.47
Low 234.67 228.74 -5.93 -2.5% 228.74
Close 235.18 230.67 -4.51 -1.9% 230.67
Range 12.39 6.71 -5.68 -45.8% 21.73
ATR 3.56 3.79 0.22 6.3% 0.00
Volume
Daily Pivots for day following 12-Sep-1986
Classic Woodie Camarilla DeMark
R4 251.75 247.92 234.36
R3 245.04 241.21 232.52
R2 238.33 238.33 231.90
R1 234.50 234.50 231.29 233.06
PP 231.62 231.62 231.62 230.90
S1 227.79 227.79 230.05 226.35
S2 224.91 224.91 229.44
S3 218.20 221.08 228.82
S4 211.49 214.37 226.98
Weekly Pivots for week ending 12-Sep-1986
Classic Woodie Camarilla DeMark
R4 301.82 287.97 242.62
R3 280.09 266.24 236.65
R2 258.36 258.36 234.65
R1 244.51 244.51 232.66 240.57
PP 236.63 236.63 236.63 234.66
S1 222.78 222.78 228.68 218.84
S2 214.90 214.90 226.69
S3 193.17 201.05 224.69
S4 171.44 179.32 218.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 250.47 228.74 21.73 9.4% 5.49 2.4% 9% False True
10 254.13 228.74 25.39 11.0% 4.52 2.0% 8% False True
20 254.24 228.74 25.50 11.1% 3.53 1.5% 8% False True
40 254.24 228.74 25.50 11.1% 3.06 1.3% 8% False True
60 254.24 228.74 25.50 11.1% 3.01 1.3% 8% False True
80 254.24 228.74 25.50 11.1% 2.95 1.3% 8% False True
100 254.24 228.74 25.50 11.1% 2.85 1.2% 8% False True
120 254.24 226.30 27.94 12.1% 2.87 1.2% 16% 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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 263.97
2.618 253.02
1.618 246.31
1.000 242.16
0.618 239.60
HIGH 235.45
0.618 232.89
0.500 232.10
0.382 231.30
LOW 228.74
0.618 224.59
1.000 222.03
1.618 217.88
2.618 211.17
4.250 200.22
Fisher Pivots for day following 12-Sep-1986
Pivot 1 day 3 day
R1 232.10 238.25
PP 231.62 235.72
S1 231.15 233.20

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

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