S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-1986
Day Change Summary
Previous Current
16-Sep-1986 17-Sep-1986 Change Change % Previous Week
Open 231.94 231.72 -0.22 -0.1% 250.47
High 231.94 233.81 1.87 0.8% 250.47
Low 228.32 231.38 3.06 1.3% 228.74
Close 231.72 231.68 -0.04 0.0% 230.67
Range 3.62 2.43 -1.19 -32.9% 21.73
ATR 3.75 3.65 -0.09 -2.5% 0.00
Volume
Daily Pivots for day following 17-Sep-1986
Classic Woodie Camarilla DeMark
R4 239.58 238.06 233.02
R3 237.15 235.63 232.35
R2 234.72 234.72 232.13
R1 233.20 233.20 231.90 232.75
PP 232.29 232.29 232.29 232.06
S1 230.77 230.77 231.46 230.32
S2 229.86 229.86 231.23
S3 227.43 228.34 231.01
S4 225.00 225.91 230.34
Weekly Pivots for week ending 12-Sep-1986
Classic Woodie Camarilla DeMark
R4 301.82 287.97 242.62
R3 280.09 266.24 236.65
R2 258.36 258.36 234.65
R1 244.51 244.51 232.66 240.57
PP 236.63 236.63 236.63 234.66
S1 222.78 222.78 228.68 218.84
S2 214.90 214.90 226.69
S3 193.17 201.05 224.69
S4 171.44 179.32 218.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.06 228.32 18.74 8.1% 5.71 2.5% 18% False False
10 254.13 228.32 25.81 11.1% 4.47 1.9% 13% False False
20 254.24 228.32 25.92 11.2% 3.73 1.6% 13% False False
40 254.24 228.32 25.92 11.2% 3.10 1.3% 13% False False
60 254.24 228.32 25.92 11.2% 3.02 1.3% 13% False False
80 254.24 228.32 25.92 11.2% 2.96 1.3% 13% False False
100 254.24 228.32 25.92 11.2% 2.88 1.2% 13% False False
120 254.24 226.30 27.94 12.1% 2.89 1.2% 19% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 244.14
2.618 240.17
1.618 237.74
1.000 236.24
0.618 235.31
HIGH 233.81
0.618 232.88
0.500 232.60
0.382 232.31
LOW 231.38
0.618 229.88
1.000 228.95
1.618 227.45
2.618 225.02
4.250 221.05
Fisher Pivots for day following 17-Sep-1986
Pivot 1 day 3 day
R1 232.60 231.48
PP 232.29 231.27
S1 231.99 231.07

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

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