S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Oct-1986
Day Change Summary
Previous Current
28-Oct-1986 29-Oct-1986 Change Change % Previous Week
Open 238.77 239.26 0.49 0.2% 238.84
High 240.58 241.00 0.42 0.2% 239.76
Low 238.77 238.98 0.21 0.1% 234.78
Close 239.26 240.94 1.68 0.7% 238.26
Range 1.81 2.02 0.21 11.6% 4.98
ATR 2.39 2.37 -0.03 -1.1% 0.00
Volume
Daily Pivots for day following 29-Oct-1986
Classic Woodie Camarilla DeMark
R4 246.37 245.67 242.05
R3 244.35 243.65 241.50
R2 242.33 242.33 241.31
R1 241.63 241.63 241.13 241.98
PP 240.31 240.31 240.31 240.48
S1 239.61 239.61 240.75 239.96
S2 238.29 238.29 240.57
S3 236.27 237.59 240.38
S4 234.25 235.57 239.83
Weekly Pivots for week ending 24-Oct-1986
Classic Woodie Camarilla DeMark
R4 252.54 250.38 241.00
R3 247.56 245.40 239.63
R2 242.58 242.58 239.17
R1 240.42 240.42 238.72 239.01
PP 237.60 237.60 237.60 236.90
S1 235.44 235.44 237.80 234.03
S2 232.62 232.62 237.35
S3 227.64 230.46 236.89
S4 222.66 225.48 235.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 241.00 236.26 4.74 2.0% 2.16 0.9% 99% True False
10 241.00 234.78 6.22 2.6% 2.04 0.8% 99% True False
20 241.00 232.77 8.23 3.4% 2.12 0.9% 99% True False
40 254.13 228.08 26.05 10.8% 2.90 1.2% 49% False False
60 254.24 228.08 26.16 10.9% 2.81 1.2% 49% False False
80 254.24 228.08 26.16 10.9% 2.79 1.2% 49% False False
100 254.24 228.08 26.16 10.9% 2.77 1.1% 49% False False
120 254.24 228.08 26.16 10.9% 2.77 1.1% 49% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 249.59
2.618 246.29
1.618 244.27
1.000 243.02
0.618 242.25
HIGH 241.00
0.618 240.23
0.500 239.99
0.382 239.75
LOW 238.98
0.618 237.73
1.000 236.96
1.618 235.71
2.618 233.69
4.250 230.40
Fisher Pivots for day following 29-Oct-1986
Pivot 1 day 3 day
R1 240.62 240.25
PP 240.31 239.55
S1 239.99 238.86

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

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