S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Dec-1986
Day Change Summary
Previous Current
11-Dec-1986 12-Dec-1986 Change Change % Previous Week
Open 250.96 248.17 -2.79 -1.1% 251.17
High 250.98 248.31 -2.67 -1.1% 252.36
Low 247.15 247.02 -0.13 -0.1% 247.02
Close 248.17 247.35 -0.82 -0.3% 247.35
Range 3.83 1.29 -2.54 -66.3% 5.34
ATR 2.73 2.63 -0.10 -3.8% 0.00
Volume
Daily Pivots for day following 12-Dec-1986
Classic Woodie Camarilla DeMark
R4 251.43 250.68 248.06
R3 250.14 249.39 247.70
R2 248.85 248.85 247.59
R1 248.10 248.10 247.47 247.83
PP 247.56 247.56 247.56 247.43
S1 246.81 246.81 247.23 246.54
S2 246.27 246.27 247.11
S3 244.98 245.52 247.00
S4 243.69 244.23 246.64
Weekly Pivots for week ending 12-Dec-1986
Classic Woodie Camarilla DeMark
R4 264.93 261.48 250.29
R3 259.59 256.14 248.82
R2 254.25 254.25 248.33
R1 250.80 250.80 247.84 249.86
PP 248.91 248.91 248.91 248.44
S1 245.46 245.46 246.86 244.52
S2 243.57 243.57 246.37
S3 238.23 240.12 245.88
S4 232.89 234.78 244.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 252.36 247.02 5.34 2.2% 2.65 1.1% 6% False True
10 254.87 245.72 9.15 3.7% 2.81 1.1% 18% False False
20 254.87 235.51 19.36 7.8% 2.90 1.2% 61% False False
40 254.87 234.78 20.09 8.1% 2.48 1.0% 63% False False
60 254.87 228.08 26.79 10.8% 2.49 1.0% 72% False False
80 254.87 228.08 26.79 10.8% 2.79 1.1% 72% False False
100 254.87 228.08 26.79 10.8% 2.75 1.1% 72% False False
120 254.87 228.08 26.79 10.8% 2.74 1.1% 72% 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 0.40
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 253.79
2.618 251.69
1.618 250.40
1.000 249.60
0.618 249.11
HIGH 248.31
0.618 247.82
0.500 247.67
0.382 247.51
LOW 247.02
0.618 246.22
1.000 245.73
1.618 244.93
2.618 243.64
4.250 241.54
Fisher Pivots for day following 12-Dec-1986
Pivot 1 day 3 day
R1 247.67 249.28
PP 247.56 248.63
S1 247.46 247.99

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

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