S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Dec-1986
Day Change Summary
Previous Current
28-Nov-1986 01-Dec-1986 Change Change % Previous Week
Open 248.77 249.22 0.45 0.2% 245.86
High 249.22 249.22 0.00 0.0% 249.22
Low 248.07 245.72 -2.35 -0.9% 245.21
Close 249.22 249.05 -0.17 -0.1% 249.22
Range 1.15 3.50 2.35 204.3% 4.01
ATR 2.51 2.58 0.07 2.8% 0.00
Volume
Daily Pivots for day following 01-Dec-1986
Classic Woodie Camarilla DeMark
R4 258.50 257.27 250.98
R3 255.00 253.77 250.01
R2 251.50 251.50 249.69
R1 250.27 250.27 249.37 249.14
PP 248.00 248.00 248.00 247.43
S1 246.77 246.77 248.73 245.64
S2 244.50 244.50 248.41
S3 241.00 243.27 248.09
S4 237.50 239.77 247.13
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
5 249.22 245.21 4.01 1.6% 2.10 0.8% 96% True False
10 249.22 235.51 13.71 5.5% 3.08 1.2% 99% True False
20 249.22 235.51 13.71 5.5% 2.55 1.0% 99% True False
40 249.22 233.17 16.05 6.4% 2.33 0.9% 99% True False
60 250.47 228.08 22.39 9.0% 2.73 1.1% 94% False False
80 254.24 228.08 26.16 10.5% 2.76 1.1% 80% False False
100 254.24 228.08 26.16 10.5% 2.73 1.1% 80% False False
120 254.24 228.08 26.16 10.5% 2.74 1.1% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 264.10
2.618 258.38
1.618 254.88
1.000 252.72
0.618 251.38
HIGH 249.22
0.618 247.88
0.500 247.47
0.382 247.06
LOW 245.72
0.618 243.56
1.000 242.22
1.618 240.06
2.618 236.56
4.250 230.85
Fisher Pivots for day following 01-Dec-1986
Pivot 1 day 3 day
R1 248.52 248.52
PP 248.00 248.00
S1 247.47 247.47

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

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