S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Oct-1986
Day Change Summary
Previous Current
29-Oct-1986 30-Oct-1986 Change Change % Previous Week
Open 239.26 240.94 1.68 0.7% 238.84
High 241.00 244.08 3.08 1.3% 239.76
Low 238.98 240.94 1.96 0.8% 234.78
Close 240.94 243.71 2.77 1.1% 238.26
Range 2.02 3.14 1.12 55.4% 4.98
ATR 2.37 2.42 0.06 2.3% 0.00
Volume
Daily Pivots for day following 30-Oct-1986
Classic Woodie Camarilla DeMark
R4 252.33 251.16 245.44
R3 249.19 248.02 244.57
R2 246.05 246.05 244.29
R1 244.88 244.88 244.00 245.47
PP 242.91 242.91 242.91 243.20
S1 241.74 241.74 243.42 242.33
S2 239.77 239.77 243.13
S3 236.63 238.60 242.85
S4 233.49 235.46 241.98
Weekly Pivots for week ending 24-Oct-1986
Classic Woodie Camarilla DeMark
R4 252.54 250.38 241.00
R3 247.56 245.40 239.63
R2 242.58 242.58 239.17
R1 240.42 240.42 238.72 239.01
PP 237.60 237.60 237.60 236.90
S1 235.44 235.44 237.80 234.03
S2 232.62 232.62 237.35
S3 227.64 230.46 236.89
S4 222.66 225.48 235.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 244.08 236.72 7.36 3.0% 2.08 0.9% 95% True False
10 244.08 234.78 9.30 3.8% 2.22 0.9% 96% True False
20 244.08 232.79 11.29 4.6% 2.20 0.9% 97% True False
40 254.13 228.08 26.05 10.7% 2.88 1.2% 60% False False
60 254.24 228.08 26.16 10.7% 2.83 1.2% 60% False False
80 254.24 228.08 26.16 10.7% 2.81 1.2% 60% False False
100 254.24 228.08 26.16 10.7% 2.78 1.1% 60% False False
120 254.24 228.08 26.16 10.7% 2.78 1.1% 60% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 257.43
2.618 252.30
1.618 249.16
1.000 247.22
0.618 246.02
HIGH 244.08
0.618 242.88
0.500 242.51
0.382 242.14
LOW 240.94
0.618 239.00
1.000 237.80
1.618 235.86
2.618 232.72
4.250 227.60
Fisher Pivots for day following 30-Oct-1986
Pivot 1 day 3 day
R1 243.31 242.95
PP 242.91 242.19
S1 242.51 241.43

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

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