S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Nov-1986
Day Change Summary
Previous Current
25-Nov-1986 26-Nov-1986 Change Change % Previous Week
Open 247.45 248.17 0.72 0.3% 244.50
High 248.18 248.90 0.72 0.3% 246.38
Low 246.30 247.73 1.43 0.6% 235.51
Close 248.17 248.77 0.60 0.2% 245.86
Range 1.88 1.17 -0.71 -37.8% 10.87
ATR 2.73 2.62 -0.11 -4.1% 0.00
Volume
Daily Pivots for day following 26-Nov-1986
Classic Woodie Camarilla DeMark
R4 251.98 251.54 249.41
R3 250.81 250.37 249.09
R2 249.64 249.64 248.98
R1 249.20 249.20 248.88 249.42
PP 248.47 248.47 248.47 248.58
S1 248.03 248.03 248.66 248.25
S2 247.30 247.30 248.56
S3 246.13 246.86 248.45
S4 244.96 245.69 248.13
Weekly Pivots for week ending 21-Nov-1986
Classic Woodie Camarilla DeMark
R4 275.19 271.40 251.84
R3 264.32 260.53 248.85
R2 253.45 253.45 247.85
R1 249.66 249.66 246.86 251.56
PP 242.58 242.58 242.58 243.53
S1 238.79 238.79 244.86 240.69
S2 231.71 231.71 243.87
S3 220.84 227.92 242.87
S4 209.97 217.05 239.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 248.90 237.66 11.24 4.5% 2.93 1.2% 99% True False
10 248.90 235.51 13.39 5.4% 3.24 1.3% 99% True False
20 248.90 235.51 13.39 5.4% 2.56 1.0% 99% True False
40 248.90 232.77 16.13 6.5% 2.34 0.9% 99% True False
60 254.13 228.08 26.05 10.5% 2.78 1.1% 79% False False
80 254.24 228.08 26.16 10.5% 2.75 1.1% 79% False False
100 254.24 228.08 26.16 10.5% 2.74 1.1% 79% False False
120 254.24 228.08 26.16 10.5% 2.73 1.1% 79% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 253.87
2.618 251.96
1.618 250.79
1.000 250.07
0.618 249.62
HIGH 248.90
0.618 248.45
0.500 248.32
0.382 248.18
LOW 247.73
0.618 247.01
1.000 246.56
1.618 245.84
2.618 244.67
4.250 242.76
Fisher Pivots for day following 26-Nov-1986
Pivot 1 day 3 day
R1 248.62 248.20
PP 248.47 247.63
S1 248.32 247.06

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

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