S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Dec-1986
Day Change Summary
Previous Current
10-Dec-1986 11-Dec-1986 Change Change % Previous Week
Open 249.28 250.96 1.68 0.7% 249.22
High 251.53 250.98 -0.55 -0.2% 254.87
Low 248.94 247.15 -1.79 -0.7% 245.72
Close 250.96 248.17 -2.79 -1.1% 251.17
Range 2.59 3.83 1.24 47.9% 9.15
ATR 2.65 2.73 0.08 3.2% 0.00
Volume
Daily Pivots for day following 11-Dec-1986
Classic Woodie Camarilla DeMark
R4 260.26 258.04 250.28
R3 256.43 254.21 249.22
R2 252.60 252.60 248.87
R1 250.38 250.38 248.52 249.58
PP 248.77 248.77 248.77 248.36
S1 246.55 246.55 247.82 245.75
S2 244.94 244.94 247.47
S3 241.11 242.72 247.12
S4 237.28 238.89 246.06
Weekly Pivots for week ending 05-Dec-1986
Classic Woodie Camarilla DeMark
R4 278.04 273.75 256.20
R3 268.89 264.60 253.69
R2 259.74 259.74 252.85
R1 255.45 255.45 252.01 257.60
PP 250.59 250.59 250.59 251.66
S1 246.30 246.30 250.33 248.45
S2 241.44 241.44 249.49
S3 232.29 237.15 248.65
S4 223.14 228.00 246.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 253.89 247.15 6.74 2.7% 3.03 1.2% 15% False True
10 254.87 245.72 9.15 3.7% 2.79 1.1% 27% False False
20 254.87 235.51 19.36 7.8% 3.02 1.2% 65% False False
40 254.87 234.78 20.09 8.1% 2.49 1.0% 67% False False
60 254.87 228.08 26.79 10.8% 2.50 1.0% 75% False False
80 254.87 228.08 26.79 10.8% 2.81 1.1% 75% False False
100 254.87 228.08 26.79 10.8% 2.74 1.1% 75% False False
120 254.87 228.08 26.79 10.8% 2.76 1.1% 75% 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 0.43
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 267.26
2.618 261.01
1.618 257.18
1.000 254.81
0.618 253.35
HIGH 250.98
0.618 249.52
0.500 249.07
0.382 248.61
LOW 247.15
0.618 244.78
1.000 243.32
1.618 240.95
2.618 237.12
4.250 230.87
Fisher Pivots for day following 11-Dec-1986
Pivot 1 day 3 day
R1 249.07 249.34
PP 248.77 248.95
S1 248.47 248.56

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

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