S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-1986
Day Change Summary
Previous Current
19-Nov-1986 20-Nov-1986 Change Change % Previous Week
Open 236.78 237.66 0.88 0.4% 245.77
High 237.94 242.05 4.11 1.7% 247.67
Low 235.51 237.66 2.15 0.9% 241.96
Close 237.66 242.05 4.39 1.8% 244.50
Range 2.43 4.39 1.96 80.7% 5.71
ATR 2.54 2.67 0.13 5.2% 0.00
Volume
Daily Pivots for day following 20-Nov-1986
Classic Woodie Camarilla DeMark
R4 253.76 252.29 244.46
R3 249.37 247.90 243.26
R2 244.98 244.98 242.85
R1 243.51 243.51 242.45 244.25
PP 240.59 240.59 240.59 240.95
S1 239.12 239.12 241.65 239.86
S2 236.20 236.20 241.25
S3 231.81 234.73 240.84
S4 227.42 230.34 239.64
Weekly Pivots for week ending 14-Nov-1986
Classic Woodie Camarilla DeMark
R4 261.84 258.88 247.64
R3 256.13 253.17 246.07
R2 250.42 250.42 245.55
R1 247.46 247.46 245.02 246.09
PP 244.71 244.71 244.71 244.02
S1 241.75 241.75 243.98 240.38
S2 239.00 239.00 243.45
S3 233.29 236.04 242.93
S4 227.58 230.33 241.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 244.80 235.51 9.29 3.8% 3.69 1.5% 70% False False
10 247.67 235.51 12.16 5.0% 2.79 1.2% 54% False False
20 247.67 235.51 12.16 5.0% 2.41 1.0% 54% False False
40 247.67 228.08 19.59 8.1% 2.42 1.0% 71% False False
60 254.13 228.08 26.05 10.8% 2.81 1.2% 54% False False
80 254.24 228.08 26.16 10.8% 2.75 1.1% 53% False False
100 254.24 228.08 26.16 10.8% 2.80 1.2% 53% False False
120 254.24 228.08 26.16 10.8% 2.76 1.1% 53% 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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 260.71
2.618 253.54
1.618 249.15
1.000 246.44
0.618 244.76
HIGH 242.05
0.618 240.37
0.500 239.86
0.382 239.34
LOW 237.66
0.618 234.95
1.000 233.27
1.618 230.56
2.618 226.17
4.250 219.00
Fisher Pivots for day following 20-Nov-1986
Pivot 1 day 3 day
R1 241.32 241.16
PP 240.59 240.26
S1 239.86 239.37

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

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