S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Sep-1986
Day Change Summary
Previous Current
22-Sep-1986 23-Sep-1986 Change Change % Previous Week
Open 232.21 234.93 2.72 1.2% 230.67
High 234.93 235.88 0.95 0.4% 233.81
Low 232.20 234.50 2.30 1.0% 228.32
Close 234.93 235.67 0.74 0.3% 232.21
Range 2.73 1.38 -1.35 -49.5% 5.49
ATR 3.37 3.23 -0.14 -4.2% 0.00
Volume
Daily Pivots for day following 23-Sep-1986
Classic Woodie Camarilla DeMark
R4 239.49 238.96 236.43
R3 238.11 237.58 236.05
R2 236.73 236.73 235.92
R1 236.20 236.20 235.80 236.47
PP 235.35 235.35 235.35 235.48
S1 234.82 234.82 235.54 235.09
S2 233.97 233.97 235.42
S3 232.59 233.44 235.29
S4 231.21 232.06 234.91
Weekly Pivots for week ending 19-Sep-1986
Classic Woodie Camarilla DeMark
R4 247.92 245.55 235.23
R3 242.43 240.06 233.72
R2 236.94 236.94 233.22
R1 234.57 234.57 232.71 235.76
PP 231.45 231.45 231.45 232.04
S1 229.08 229.08 231.71 230.27
S2 225.96 225.96 231.20
S3 220.47 223.59 230.70
S4 214.98 218.10 229.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 235.88 230.57 5.31 2.3% 2.09 0.9% 96% True False
10 247.76 228.32 19.44 8.2% 3.82 1.6% 38% False False
20 254.24 228.32 25.92 11.0% 3.56 1.5% 28% False False
40 254.24 228.32 25.92 11.0% 3.05 1.3% 28% False False
60 254.24 228.32 25.92 11.0% 3.00 1.3% 28% False False
80 254.24 228.32 25.92 11.0% 2.91 1.2% 28% False False
100 254.24 228.32 25.92 11.0% 2.83 1.2% 28% False False
120 254.24 226.30 27.94 11.9% 2.85 1.2% 34% False 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 0.35
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 241.75
2.618 239.49
1.618 238.11
1.000 237.26
0.618 236.73
HIGH 235.88
0.618 235.35
0.500 235.19
0.382 235.03
LOW 234.50
0.618 233.65
1.000 233.12
1.618 232.27
2.618 230.89
4.250 228.64
Fisher Pivots for day following 23-Sep-1986
Pivot 1 day 3 day
R1 235.51 234.88
PP 235.35 234.08
S1 235.19 233.29

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

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