S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Dec-1986
Day Change Summary
Previous Current
08-Dec-1986 09-Dec-1986 Change Change % Previous Week
Open 251.17 251.16 -0.01 0.0% 249.22
High 252.36 251.27 -1.09 -0.4% 254.87
Low 248.82 249.25 0.43 0.2% 245.72
Close 251.16 249.28 -1.88 -0.7% 251.17
Range 3.54 2.02 -1.52 -42.9% 9.15
ATR 2.70 2.65 -0.05 -1.8% 0.00
Volume
Daily Pivots for day following 09-Dec-1986
Classic Woodie Camarilla DeMark
R4 255.99 254.66 250.39
R3 253.97 252.64 249.84
R2 251.95 251.95 249.65
R1 250.62 250.62 249.47 250.28
PP 249.93 249.93 249.93 249.76
S1 248.60 248.60 249.09 248.26
S2 247.91 247.91 248.91
S3 245.89 246.58 248.72
S4 243.87 244.56 248.17
Weekly Pivots for week ending 05-Dec-1986
Classic Woodie Camarilla DeMark
R4 278.04 273.75 256.20
R3 268.89 264.60 253.69
R2 259.74 259.74 252.85
R1 255.45 255.45 252.01 257.60
PP 250.59 250.59 250.59 251.66
S1 246.30 246.30 250.33 248.45
S2 241.44 241.44 249.49
S3 232.29 237.15 248.65
S4 223.14 228.00 246.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 254.87 248.82 6.05 2.4% 2.38 1.0% 8% False False
10 254.87 245.72 9.15 3.7% 2.46 1.0% 39% False False
20 254.87 235.51 19.36 7.8% 2.84 1.1% 71% False False
40 254.87 234.37 20.50 8.2% 2.47 1.0% 73% False False
60 254.87 228.08 26.79 10.7% 2.50 1.0% 79% False False
80 254.87 228.08 26.79 10.7% 2.78 1.1% 79% False False
100 254.87 228.08 26.79 10.7% 2.71 1.1% 79% False False
120 254.87 228.08 26.79 10.7% 2.77 1.1% 79% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 259.86
2.618 256.56
1.618 254.54
1.000 253.29
0.618 252.52
HIGH 251.27
0.618 250.50
0.500 250.26
0.382 250.02
LOW 249.25
0.618 248.00
1.000 247.23
1.618 245.98
2.618 243.96
4.250 240.67
Fisher Pivots for day following 09-Dec-1986
Pivot 1 day 3 day
R1 250.26 251.36
PP 249.93 250.66
S1 249.61 249.97

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

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