S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Nov-1986
Day Change Summary
Previous Current
10-Nov-1986 11-Nov-1986 Change Change % Previous Week
Open 245.77 246.13 0.36 0.1% 243.98
High 246.22 247.10 0.88 0.4% 247.05
Low 244.68 246.12 1.44 0.6% 243.93
Close 246.13 247.08 0.95 0.4% 245.77
Range 1.54 0.98 -0.56 -36.4% 3.12
ATR 2.17 2.08 -0.08 -3.9% 0.00
Volume
Daily Pivots for day following 11-Nov-1986
Classic Woodie Camarilla DeMark
R4 249.71 249.37 247.62
R3 248.73 248.39 247.35
R2 247.75 247.75 247.26
R1 247.41 247.41 247.17 247.58
PP 246.77 246.77 246.77 246.85
S1 246.43 246.43 246.99 246.60
S2 245.79 245.79 246.90
S3 244.81 245.45 246.81
S4 243.83 244.47 246.54
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
5 247.10 244.30 2.80 1.1% 1.63 0.7% 99% True False
10 247.10 238.98 8.12 3.3% 1.88 0.8% 100% True False
20 247.10 234.78 12.32 5.0% 2.05 0.8% 100% True False
40 247.10 228.08 19.02 7.7% 2.26 0.9% 100% True False
60 254.24 228.08 26.16 10.6% 2.74 1.1% 73% False False
80 254.24 228.08 26.16 10.6% 2.68 1.1% 73% False False
100 254.24 228.08 26.16 10.6% 2.72 1.1% 73% False False
120 254.24 228.08 26.16 10.6% 2.72 1.1% 73% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 251.27
2.618 249.67
1.618 248.69
1.000 248.08
0.618 247.71
HIGH 247.10
0.618 246.73
0.500 246.61
0.382 246.49
LOW 246.12
0.618 245.51
1.000 245.14
1.618 244.53
2.618 243.55
4.250 241.96
Fisher Pivots for day following 11-Nov-1986
Pivot 1 day 3 day
R1 246.92 246.68
PP 246.77 246.29
S1 246.61 245.89

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

View Archives - Comment on this page... - Back to Index of Symbols