S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Dec-1986
Day Change Summary
Previous Current
30-Dec-1986 31-Dec-1986 Change Change % Previous Week
Open 244.67 243.37 -1.30 -0.5% 249.73
High 244.67 244.03 -0.64 -0.3% 249.73
Low 243.04 241.28 -1.76 -0.7% 245.85
Close 243.37 242.17 -1.20 -0.5% 246.92
Range 1.63 2.75 1.12 68.7% 3.88
ATR 2.39 2.41 0.03 1.1% 0.00
Volume
Daily Pivots for day following 31-Dec-1986
Classic Woodie Camarilla DeMark
R4 250.74 249.21 243.68
R3 247.99 246.46 242.93
R2 245.24 245.24 242.67
R1 243.71 243.71 242.42 243.10
PP 242.49 242.49 242.49 242.19
S1 240.96 240.96 241.92 240.35
S2 239.74 239.74 241.67
S3 236.99 238.21 241.41
S4 234.24 235.46 240.66
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
5 247.22 241.28 5.94 2.5% 1.71 0.7% 15% False True
10 250.04 241.28 8.76 3.6% 2.22 0.9% 10% False True
20 254.87 241.28 13.59 5.6% 2.39 1.0% 7% False True
40 254.87 235.51 19.36 8.0% 2.55 1.1% 34% False False
60 254.87 233.46 21.41 8.8% 2.40 1.0% 41% False False
80 254.87 228.08 26.79 11.1% 2.66 1.1% 53% False False
100 254.87 228.08 26.79 11.1% 2.72 1.1% 53% False False
120 254.87 228.08 26.79 11.1% 2.70 1.1% 53% 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 0.21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 255.72
2.618 251.23
1.618 248.48
1.000 246.78
0.618 245.73
HIGH 244.03
0.618 242.98
0.500 242.66
0.382 242.33
LOW 241.28
0.618 239.58
1.000 238.53
1.618 236.83
2.618 234.08
4.250 229.59
Fisher Pivots for day following 31-Dec-1986
Pivot 1 day 3 day
R1 242.66 244.10
PP 242.49 243.46
S1 242.33 242.81

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

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