S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Dec-1986
Day Change Summary
Previous Current
26-Dec-1986 29-Dec-1986 Change Change % Previous Week
Open 246.75 246.92 0.17 0.1% 249.73
High 247.09 246.92 -0.17 -0.1% 249.73
Low 246.73 244.31 -2.42 -1.0% 245.85
Close 246.92 244.67 -2.25 -0.9% 246.92
Range 0.36 2.61 2.25 625.0% 3.88
ATR 2.43 2.44 0.01 0.5% 0.00
Volume
Daily Pivots for day following 29-Dec-1986
Classic Woodie Camarilla DeMark
R4 253.13 251.51 246.11
R3 250.52 248.90 245.39
R2 247.91 247.91 245.15
R1 246.29 246.29 244.91 245.80
PP 245.30 245.30 245.30 245.05
S1 243.68 243.68 244.43 243.19
S2 242.69 242.69 244.19
S3 240.08 241.07 243.95
S4 237.47 238.46 243.23
Weekly Pivots for week ending 26-Dec-1986
Classic Woodie Camarilla DeMark
R4 259.14 256.91 249.05
R3 255.26 253.03 247.99
R2 251.38 251.38 247.63
R1 249.15 249.15 247.28 248.33
PP 247.50 247.50 247.50 247.09
S1 245.27 245.27 246.56 244.45
S2 243.62 243.62 246.21
S3 239.74 241.39 245.85
S4 235.86 237.51 244.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 249.73 244.31 5.42 2.2% 1.91 0.8% 7% False True
10 250.04 244.31 5.73 2.3% 2.38 1.0% 6% False True
20 254.87 244.31 10.56 4.3% 2.59 1.1% 3% False True
40 254.87 235.51 19.36 7.9% 2.52 1.0% 47% False False
60 254.87 232.79 22.08 9.0% 2.42 1.0% 54% False False
80 254.87 228.08 26.79 10.9% 2.70 1.1% 62% False False
100 254.87 228.08 26.79 10.9% 2.71 1.1% 62% False False
120 254.87 228.08 26.79 10.9% 2.71 1.1% 62% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 258.01
2.618 253.75
1.618 251.14
1.000 249.53
0.618 248.53
HIGH 246.92
0.618 245.92
0.500 245.62
0.382 245.31
LOW 244.31
0.618 242.70
1.000 241.70
1.618 240.09
2.618 237.48
4.250 233.22
Fisher Pivots for day following 29-Dec-1986
Pivot 1 day 3 day
R1 245.62 245.77
PP 245.30 245.40
S1 244.99 245.04

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

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