S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Nov-1986
Day Change Summary
Previous Current
03-Nov-1986 04-Nov-1986 Change Change % Previous Week
Open 243.98 245.80 1.82 0.7% 238.26
High 245.80 246.43 0.63 0.3% 244.51
Low 243.93 244.42 0.49 0.2% 236.72
Close 245.80 246.20 0.40 0.2% 243.98
Range 1.87 2.01 0.14 7.5% 7.79
ATR 2.33 2.30 -0.02 -1.0% 0.00
Volume
Daily Pivots for day following 04-Nov-1986
Classic Woodie Camarilla DeMark
R4 251.71 250.97 247.31
R3 249.70 248.96 246.75
R2 247.69 247.69 246.57
R1 246.95 246.95 246.38 247.32
PP 245.68 245.68 245.68 245.87
S1 244.94 244.94 246.02 245.31
S2 243.67 243.67 245.83
S3 241.66 242.93 245.65
S4 239.65 240.92 245.09
Weekly Pivots for week ending 31-Oct-1986
Classic Woodie Camarilla DeMark
R4 265.11 262.33 248.26
R3 257.32 254.54 246.12
R2 249.53 249.53 245.41
R1 246.75 246.75 244.69 248.14
PP 241.74 241.74 241.74 242.43
S1 238.96 238.96 243.27 240.35
S2 233.95 233.95 242.55
S3 226.16 231.17 241.84
S4 218.37 223.38 239.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 246.43 238.98 7.45 3.0% 2.12 0.9% 97% True False
10 246.43 235.82 10.61 4.3% 2.02 0.8% 98% True False
20 246.43 233.68 12.75 5.2% 2.11 0.9% 98% True False
40 247.76 228.08 19.68 8.0% 2.75 1.1% 92% False False
60 254.24 228.08 26.16 10.6% 2.79 1.1% 69% False False
80 254.24 228.08 26.16 10.6% 2.75 1.1% 69% False False
100 254.24 228.08 26.16 10.6% 2.76 1.1% 69% False False
120 254.24 228.08 26.16 10.6% 2.76 1.1% 69% 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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 254.97
2.618 251.69
1.618 249.68
1.000 248.44
0.618 247.67
HIGH 246.43
0.618 245.66
0.500 245.43
0.382 245.19
LOW 244.42
0.618 243.18
1.000 242.41
1.618 241.17
2.618 239.16
4.250 235.88
Fisher Pivots for day following 04-Nov-1986
Pivot 1 day 3 day
R1 245.94 245.70
PP 245.68 245.19
S1 245.43 244.69

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

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