S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-1986
Day Change Summary
Previous Current
11-Nov-1986 12-Nov-1986 Change Change % Previous Week
Open 246.13 247.08 0.95 0.4% 243.98
High 247.10 247.67 0.57 0.2% 247.05
Low 246.12 245.68 -0.44 -0.2% 243.93
Close 247.08 246.64 -0.44 -0.2% 245.77
Range 0.98 1.99 1.01 103.1% 3.12
ATR 2.08 2.08 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 12-Nov-1986
Classic Woodie Camarilla DeMark
R4 252.63 251.63 247.73
R3 250.64 249.64 247.19
R2 248.65 248.65 247.00
R1 247.65 247.65 246.82 247.16
PP 246.66 246.66 246.66 246.42
S1 245.66 245.66 246.46 245.17
S2 244.67 244.67 246.28
S3 242.68 243.67 246.09
S4 240.69 241.68 245.55
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
5 247.67 244.30 3.37 1.4% 1.66 0.7% 69% True False
10 247.67 240.94 6.73 2.7% 1.87 0.8% 85% True False
20 247.67 234.78 12.89 5.2% 1.96 0.8% 92% True False
40 247.67 228.08 19.59 7.9% 2.25 0.9% 95% True False
60 254.24 228.08 26.16 10.6% 2.74 1.1% 71% False False
80 254.24 228.08 26.16 10.6% 2.68 1.1% 71% False False
100 254.24 228.08 26.16 10.6% 2.71 1.1% 71% False False
120 254.24 228.08 26.16 10.6% 2.72 1.1% 71% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 256.13
2.618 252.88
1.618 250.89
1.000 249.66
0.618 248.90
HIGH 247.67
0.618 246.91
0.500 246.68
0.382 246.44
LOW 245.68
0.618 244.45
1.000 243.69
1.618 242.46
2.618 240.47
4.250 237.22
Fisher Pivots for day following 12-Nov-1986
Pivot 1 day 3 day
R1 246.68 246.49
PP 246.66 246.33
S1 246.65 246.18

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

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