S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Nov-1986
Day Change Summary
Previous Current
13-Nov-1986 14-Nov-1986 Change Change % Previous Week
Open 246.64 243.02 -3.62 -1.5% 245.77
High 246.66 244.51 -2.15 -0.9% 247.67
Low 242.98 241.96 -1.02 -0.4% 241.96
Close 243.02 244.50 1.48 0.6% 244.50
Range 3.68 2.55 -1.13 -30.7% 5.71
ATR 2.19 2.22 0.03 1.2% 0.00
Volume
Daily Pivots for day following 14-Nov-1986
Classic Woodie Camarilla DeMark
R4 251.31 250.45 245.90
R3 248.76 247.90 245.20
R2 246.21 246.21 244.97
R1 245.35 245.35 244.73 245.78
PP 243.66 243.66 243.66 243.87
S1 242.80 242.80 244.27 243.23
S2 241.11 241.11 244.03
S3 238.56 240.25 243.80
S4 236.01 237.70 243.10
Weekly Pivots for week ending 14-Nov-1986
Classic Woodie Camarilla DeMark
R4 261.84 258.88 247.64
R3 256.13 253.17 246.07
R2 250.42 250.42 245.55
R1 247.46 247.46 245.02 246.09
PP 244.71 244.71 244.71 244.02
S1 241.75 241.75 243.98 240.38
S2 239.00 239.00 243.45
S3 233.29 236.04 242.93
S4 227.58 230.33 241.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.67 241.96 5.71 2.3% 2.15 0.9% 44% False True
10 247.67 241.96 5.71 2.3% 2.03 0.8% 44% False True
20 247.67 234.78 12.89 5.3% 2.11 0.9% 75% False False
40 247.67 228.08 19.59 8.0% 2.31 0.9% 84% False False
60 254.24 228.08 26.16 10.7% 2.75 1.1% 63% False False
80 254.24 228.08 26.16 10.7% 2.72 1.1% 63% False False
100 254.24 228.08 26.16 10.7% 2.71 1.1% 63% False False
120 254.24 228.08 26.16 10.7% 2.72 1.1% 63% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 255.35
2.618 251.19
1.618 248.64
1.000 247.06
0.618 246.09
HIGH 244.51
0.618 243.54
0.500 243.24
0.382 242.93
LOW 241.96
0.618 240.38
1.000 239.41
1.618 237.83
2.618 235.28
4.250 231.12
Fisher Pivots for day following 14-Nov-1986
Pivot 1 day 3 day
R1 244.08 244.82
PP 243.66 244.71
S1 243.24 244.61

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

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