S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-1986
Day Change Summary
Previous Current
05-Nov-1986 06-Nov-1986 Change Change % Previous Week
Open 246.20 246.58 0.38 0.2% 238.26
High 247.05 246.90 -0.15 -0.1% 244.51
Low 245.21 244.30 -0.91 -0.4% 236.72
Close 246.58 245.87 -0.71 -0.3% 243.98
Range 1.84 2.60 0.76 41.3% 7.79
ATR 2.27 2.29 0.02 1.0% 0.00
Volume
Daily Pivots for day following 06-Nov-1986
Classic Woodie Camarilla DeMark
R4 253.49 252.28 247.30
R3 250.89 249.68 246.59
R2 248.29 248.29 246.35
R1 247.08 247.08 246.11 246.39
PP 245.69 245.69 245.69 245.34
S1 244.48 244.48 245.63 243.79
S2 243.09 243.09 245.39
S3 240.49 241.88 245.16
S4 237.89 239.28 244.44
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
5 247.05 242.95 4.10 1.7% 1.98 0.8% 71% False False
10 247.05 236.72 10.33 4.2% 2.03 0.8% 89% False False
20 247.05 234.37 12.68 5.2% 2.05 0.8% 91% False False
40 247.05 228.08 18.97 7.7% 2.51 1.0% 94% False False
60 254.24 228.08 26.16 10.6% 2.76 1.1% 68% False False
80 254.24 228.08 26.16 10.6% 2.72 1.1% 68% False False
100 254.24 228.08 26.16 10.6% 2.77 1.1% 68% False False
120 254.24 228.08 26.16 10.6% 2.77 1.1% 68% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 257.95
2.618 253.71
1.618 251.11
1.000 249.50
0.618 248.51
HIGH 246.90
0.618 245.91
0.500 245.60
0.382 245.29
LOW 244.30
0.618 242.69
1.000 241.70
1.618 240.09
2.618 237.49
4.250 233.25
Fisher Pivots for day following 06-Nov-1986
Pivot 1 day 3 day
R1 245.78 245.81
PP 245.69 245.74
S1 245.60 245.68

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

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