S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Nov-1986
Day Change Summary
Previous Current
26-Nov-1986 28-Nov-1986 Change Change % Previous Week
Open 248.17 248.77 0.60 0.2% 245.86
High 248.90 249.22 0.32 0.1% 249.22
Low 247.73 248.07 0.34 0.1% 245.21
Close 248.77 249.22 0.45 0.2% 249.22
Range 1.17 1.15 -0.02 -1.7% 4.01
ATR 2.62 2.51 -0.10 -4.0% 0.00
Volume
Daily Pivots for day following 28-Nov-1986
Classic Woodie Camarilla DeMark
R4 252.29 251.90 249.85
R3 251.14 250.75 249.54
R2 249.99 249.99 249.43
R1 249.60 249.60 249.33 249.80
PP 248.84 248.84 248.84 248.93
S1 248.45 248.45 249.11 248.65
S2 247.69 247.69 249.01
S3 246.54 247.30 248.90
S4 245.39 246.15 248.59
Weekly Pivots for week ending 28-Nov-1986
Classic Woodie Camarilla DeMark
R4 259.91 258.58 251.43
R3 255.90 254.57 250.32
R2 251.89 251.89 249.96
R1 250.56 250.56 249.59 251.23
PP 247.88 247.88 247.88 248.22
S1 246.55 246.55 248.85 247.22
S2 243.87 243.87 248.48
S3 239.86 242.54 248.12
S4 235.85 238.53 247.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 249.22 241.97 7.25 2.9% 2.28 0.9% 100% True False
10 249.22 235.51 13.71 5.5% 2.99 1.2% 100% True False
20 249.22 235.51 13.71 5.5% 2.46 1.0% 100% True False
40 249.22 232.79 16.43 6.6% 2.33 0.9% 100% True False
60 254.13 228.08 26.05 10.5% 2.74 1.1% 81% False False
80 254.24 228.08 26.16 10.5% 2.74 1.1% 81% False False
100 254.24 228.08 26.16 10.5% 2.74 1.1% 81% False False
120 254.24 228.08 26.16 10.5% 2.73 1.1% 81% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 254.11
2.618 252.23
1.618 251.08
1.000 250.37
0.618 249.93
HIGH 249.22
0.618 248.78
0.500 248.65
0.382 248.51
LOW 248.07
0.618 247.36
1.000 246.92
1.618 246.21
2.618 245.06
4.250 243.18
Fisher Pivots for day following 28-Nov-1986
Pivot 1 day 3 day
R1 249.03 248.73
PP 248.84 248.25
S1 248.65 247.76

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

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