S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Sep-1986
Day Change Summary
Previous Current
26-Sep-1986 29-Sep-1986 Change Change % Previous Week
Open 231.83 232.23 0.40 0.2% 232.21
High 233.68 232.23 -1.45 -0.6% 237.06
Low 230.64 228.08 -2.56 -1.1% 230.64
Close 232.23 229.91 -2.32 -1.0% 232.23
Range 3.04 4.15 1.11 36.5% 6.42
ATR 3.27 3.33 0.06 1.9% 0.00
Volume
Daily Pivots for day following 29-Sep-1986
Classic Woodie Camarilla DeMark
R4 242.52 240.37 232.19
R3 238.37 236.22 231.05
R2 234.22 234.22 230.67
R1 232.07 232.07 230.29 231.07
PP 230.07 230.07 230.07 229.58
S1 227.92 227.92 229.53 226.92
S2 225.92 225.92 229.15
S3 221.77 223.77 228.77
S4 217.62 219.62 227.63
Weekly Pivots for week ending 26-Sep-1986
Classic Woodie Camarilla DeMark
R4 252.57 248.82 235.76
R3 246.15 242.40 234.00
R2 239.73 239.73 233.41
R1 235.98 235.98 232.82 237.86
PP 233.31 233.31 233.31 234.25
S1 229.56 229.56 231.64 231.44
S2 226.89 226.89 231.05
S3 220.47 223.14 230.46
S4 214.05 216.72 228.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 237.06 228.08 8.98 3.9% 3.14 1.4% 20% False True
10 237.06 228.08 8.98 3.9% 2.84 1.2% 20% False True
20 254.13 228.08 26.05 11.3% 3.73 1.6% 7% False True
40 254.24 228.08 26.16 11.4% 3.17 1.4% 7% False True
60 254.24 228.08 26.16 11.4% 3.12 1.4% 7% False True
80 254.24 228.08 26.16 11.4% 2.95 1.3% 7% False True
100 254.24 228.08 26.16 11.4% 2.87 1.2% 7% False True
120 254.24 228.08 26.16 11.4% 2.84 1.2% 7% False True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 249.87
2.618 243.09
1.618 238.94
1.000 236.38
0.618 234.79
HIGH 232.23
0.618 230.64
0.500 230.16
0.382 229.67
LOW 228.08
0.618 225.52
1.000 223.93
1.618 221.37
2.618 217.22
4.250 210.44
Fisher Pivots for day following 29-Sep-1986
Pivot 1 day 3 day
R1 230.16 232.18
PP 230.07 231.42
S1 229.99 230.67

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

View Archives - Comment on this page... - Back to Index of Symbols