S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Dec-1986
Day Change Summary
Previous Current
15-Dec-1986 16-Dec-1986 Change Change % Previous Week
Open 247.35 248.21 0.86 0.3% 251.17
High 248.23 250.04 1.81 0.7% 252.36
Low 244.92 247.40 2.48 1.0% 247.02
Close 248.21 250.04 1.83 0.7% 247.35
Range 3.31 2.64 -0.67 -20.2% 5.34
ATR 2.68 2.67 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 16-Dec-1986
Classic Woodie Camarilla DeMark
R4 257.08 256.20 251.49
R3 254.44 253.56 250.77
R2 251.80 251.80 250.52
R1 250.92 250.92 250.28 251.36
PP 249.16 249.16 249.16 249.38
S1 248.28 248.28 249.80 248.72
S2 246.52 246.52 249.56
S3 243.88 245.64 249.31
S4 241.24 243.00 248.59
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
5 251.53 244.92 6.61 2.6% 2.73 1.1% 77% False False
10 254.87 244.92 9.95 4.0% 2.56 1.0% 51% False False
20 254.87 235.51 19.36 7.7% 2.94 1.2% 75% False False
40 254.87 234.95 19.92 8.0% 2.49 1.0% 76% False False
60 254.87 228.08 26.79 10.7% 2.51 1.0% 82% False False
80 254.87 228.08 26.79 10.7% 2.79 1.1% 82% False False
100 254.87 228.08 26.79 10.7% 2.76 1.1% 82% False False
120 254.87 228.08 26.79 10.7% 2.75 1.1% 82% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 261.26
2.618 256.95
1.618 254.31
1.000 252.68
0.618 251.67
HIGH 250.04
0.618 249.03
0.500 248.72
0.382 248.41
LOW 247.40
0.618 245.77
1.000 244.76
1.618 243.13
2.618 240.49
4.250 236.18
Fisher Pivots for day following 16-Dec-1986
Pivot 1 day 3 day
R1 249.60 249.19
PP 249.16 248.33
S1 248.72 247.48

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

View Archives - Comment on this page... - Back to Index of Symbols