S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Nov-1986
Day Change Summary
Previous Current
07-Nov-1986 10-Nov-1986 Change Change % Previous Week
Open 245.87 245.77 -0.10 0.0% 243.98
High 246.13 246.22 0.09 0.0% 247.05
Low 244.92 244.68 -0.24 -0.1% 243.93
Close 245.77 246.13 0.36 0.1% 245.77
Range 1.21 1.54 0.33 27.3% 3.12
ATR 2.22 2.17 -0.05 -2.2% 0.00
Volume
Daily Pivots for day following 10-Nov-1986
Classic Woodie Camarilla DeMark
R4 250.30 249.75 246.98
R3 248.76 248.21 246.55
R2 247.22 247.22 246.41
R1 246.67 246.67 246.27 246.95
PP 245.68 245.68 245.68 245.81
S1 245.13 245.13 245.99 245.41
S2 244.14 244.14 245.85
S3 242.60 243.59 245.71
S4 241.06 242.05 245.28
Weekly Pivots for week ending 07-Nov-1986
Classic Woodie Camarilla DeMark
R4 254.94 253.48 247.49
R3 251.82 250.36 246.63
R2 248.70 248.70 246.34
R1 247.24 247.24 246.06 247.97
PP 245.58 245.58 245.58 245.95
S1 244.12 244.12 245.48 244.85
S2 242.46 242.46 245.20
S3 239.34 241.00 244.91
S4 236.22 237.88 244.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.05 244.30 2.75 1.1% 1.84 0.7% 67% False False
10 247.05 238.77 8.28 3.4% 1.96 0.8% 89% False False
20 247.05 234.37 12.68 5.2% 2.10 0.9% 93% False False
40 247.05 228.08 18.97 7.7% 2.33 0.9% 95% False False
60 254.24 228.08 26.16 10.6% 2.76 1.1% 69% False False
80 254.24 228.08 26.16 10.6% 2.68 1.1% 69% False False
100 254.24 228.08 26.16 10.6% 2.75 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 True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 252.77
2.618 250.25
1.618 248.71
1.000 247.76
0.618 247.17
HIGH 246.22
0.618 245.63
0.500 245.45
0.382 245.27
LOW 244.68
0.618 243.73
1.000 243.14
1.618 242.19
2.618 240.65
4.250 238.14
Fisher Pivots for day following 10-Nov-1986
Pivot 1 day 3 day
R1 245.90 245.95
PP 245.68 245.78
S1 245.45 245.60

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

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