S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Sep-1986
Day Change Summary
Previous Current
29-Aug-1986 02-Sep-1986 Change Change % Previous Week
Open 252.84 252.93 0.09 0.0% 250.19
High 254.07 253.30 -0.77 -0.3% 254.24
Low 251.73 248.14 -3.59 -1.4% 247.76
Close 252.93 248.52 -4.41 -1.7% 252.93
Range 2.34 5.16 2.82 120.5% 6.48
ATR 2.60 2.78 0.18 7.0% 0.00
Volume
Daily Pivots for day following 02-Sep-1986
Classic Woodie Camarilla DeMark
R4 265.47 262.15 251.36
R3 260.31 256.99 249.94
R2 255.15 255.15 249.47
R1 251.83 251.83 248.99 250.91
PP 249.99 249.99 249.99 249.53
S1 246.67 246.67 248.05 245.75
S2 244.83 244.83 247.57
S3 239.67 241.51 247.10
S4 234.51 236.35 245.68
Weekly Pivots for week ending 29-Aug-1986
Classic Woodie Camarilla DeMark
R4 271.08 268.49 256.49
R3 264.60 262.01 254.71
R2 258.12 258.12 254.12
R1 255.53 255.53 253.52 256.83
PP 251.64 251.64 251.64 252.29
S1 249.05 249.05 252.34 250.35
S2 245.16 245.16 251.74
S3 238.68 242.57 251.15
S4 232.20 236.09 249.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 254.24 247.81 6.43 2.6% 3.19 1.3% 11% False False
10 254.24 245.82 8.42 3.4% 2.90 1.2% 32% False False
20 254.24 235.48 18.76 7.5% 2.62 1.1% 70% False False
40 254.24 231.92 22.32 9.0% 2.74 1.1% 74% False False
60 254.24 231.92 22.32 9.0% 2.74 1.1% 74% False False
80 254.24 231.92 22.32 9.0% 2.69 1.1% 74% False False
100 254.24 231.92 22.32 9.0% 2.68 1.1% 74% False False
120 254.24 226.30 27.94 11.2% 2.73 1.1% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 275.23
2.618 266.81
1.618 261.65
1.000 258.46
0.618 256.49
HIGH 253.30
0.618 251.33
0.500 250.72
0.382 250.11
LOW 248.14
0.618 244.95
1.000 242.98
1.618 239.79
2.618 234.63
4.250 226.21
Fisher Pivots for day following 02-Sep-1986
Pivot 1 day 3 day
R1 250.72 251.11
PP 249.99 250.24
S1 249.25 249.38

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

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