S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-1986
Day Change Summary
Previous Current
30-Sep-1986 01-Oct-1986 Change Change % Previous Week
Open 229.91 231.32 1.41 0.6% 232.21
High 233.01 234.62 1.61 0.7% 237.06
Low 229.91 231.32 1.41 0.6% 230.64
Close 231.32 233.60 2.28 1.0% 232.23
Range 3.10 3.30 0.20 6.5% 6.42
ATR 3.31 3.31 0.00 0.0% 0.00
Volume
Daily Pivots for day following 01-Oct-1986
Classic Woodie Camarilla DeMark
R4 243.08 241.64 235.42
R3 239.78 238.34 234.51
R2 236.48 236.48 234.21
R1 235.04 235.04 233.90 235.76
PP 233.18 233.18 233.18 233.54
S1 231.74 231.74 233.30 232.46
S2 229.88 229.88 233.00
S3 226.58 228.44 232.69
S4 223.28 225.14 231.79
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
5 236.28 228.08 8.20 3.5% 3.84 1.6% 67% False False
10 237.06 228.08 8.98 3.8% 2.88 1.2% 61% False False
20 254.13 228.08 26.05 11.2% 3.67 1.6% 21% False False
40 254.24 228.08 26.16 11.2% 3.15 1.3% 21% False False
60 254.24 228.08 26.16 11.2% 3.01 1.3% 21% False False
80 254.24 228.08 26.16 11.2% 2.93 1.3% 21% False False
100 254.24 228.08 26.16 11.2% 2.89 1.2% 21% False False
120 254.24 228.08 26.16 11.2% 2.85 1.2% 21% 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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 248.65
2.618 243.26
1.618 239.96
1.000 237.92
0.618 236.66
HIGH 234.62
0.618 233.36
0.500 232.97
0.382 232.58
LOW 231.32
0.618 229.28
1.000 228.02
1.618 225.98
2.618 222.68
4.250 217.30
Fisher Pivots for day following 01-Oct-1986
Pivot 1 day 3 day
R1 233.39 232.85
PP 233.18 232.10
S1 232.97 231.35

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

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