S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Sep-1986
Day Change Summary
Previous Current
23-Sep-1986 24-Sep-1986 Change Change % Previous Week
Open 234.93 235.67 0.74 0.3% 230.67
High 235.88 237.06 1.18 0.5% 233.81
Low 234.50 235.53 1.03 0.4% 228.32
Close 235.67 236.28 0.61 0.3% 232.21
Range 1.38 1.53 0.15 10.9% 5.49
ATR 3.23 3.11 -0.12 -3.8% 0.00
Volume
Daily Pivots for day following 24-Sep-1986
Classic Woodie Camarilla DeMark
R4 240.88 240.11 237.12
R3 239.35 238.58 236.70
R2 237.82 237.82 236.56
R1 237.05 237.05 236.42 237.44
PP 236.29 236.29 236.29 236.48
S1 235.52 235.52 236.14 235.91
S2 234.76 234.76 236.00
S3 233.23 233.99 235.86
S4 231.70 232.46 235.44
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
5 237.06 230.57 6.49 2.7% 1.91 0.8% 88% True False
10 247.06 228.32 18.74 7.9% 3.81 1.6% 42% False False
20 254.24 228.32 25.92 11.0% 3.38 1.4% 31% False False
40 254.24 228.32 25.92 11.0% 3.05 1.3% 31% False False
60 254.24 228.32 25.92 11.0% 2.99 1.3% 31% False False
80 254.24 228.32 25.92 11.0% 2.88 1.2% 31% False False
100 254.24 228.32 25.92 11.0% 2.82 1.2% 31% False False
120 254.24 226.30 27.94 11.8% 2.82 1.2% 36% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 243.56
2.618 241.07
1.618 239.54
1.000 238.59
0.618 238.01
HIGH 237.06
0.618 236.48
0.500 236.30
0.382 236.11
LOW 235.53
0.618 234.58
1.000 234.00
1.618 233.05
2.618 231.52
4.250 229.03
Fisher Pivots for day following 24-Sep-1986
Pivot 1 day 3 day
R1 236.30 235.73
PP 236.29 235.18
S1 236.29 234.63

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

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