S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jan-1981
Day Change Summary
Previous Current
02-Jan-1981 05-Jan-1981 Change Change % Previous Week
Open 136.01 137.69 1.68 1.2% 135.63
High 137.10 139.24 2.14 1.6% 137.51
Low 134.61 135.86 1.25 0.9% 134.04
Close 136.34 137.97 1.63 1.2% 136.34
Range 2.49 3.38 0.89 35.7% 3.47
ATR 3.00 3.03 0.03 0.9% 0.00
Volume
Daily Pivots for day following 05-Jan-1981
Classic Woodie Camarilla DeMark
R4 147.83 146.28 139.83
R3 144.45 142.90 138.90
R2 141.07 141.07 138.59
R1 139.52 139.52 138.28 140.30
PP 137.69 137.69 137.69 138.08
S1 136.14 136.14 137.66 136.92
S2 134.31 134.31 137.35
S3 130.93 132.76 137.04
S4 127.55 129.38 136.11
Weekly Pivots for week ending 02-Jan-1981
Classic Woodie Camarilla DeMark
R4 146.37 144.83 138.25
R3 142.90 141.36 137.29
R2 139.43 139.43 136.98
R1 137.89 137.89 136.66 138.66
PP 135.96 135.96 135.96 136.35
S1 134.42 134.42 136.02 135.19
S2 132.49 132.49 135.70
S3 129.02 130.95 135.39
S4 125.55 127.48 134.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.24 134.04 5.20 3.8% 2.79 2.0% 76% True False
10 139.24 131.80 7.44 5.4% 2.77 2.0% 83% True False
20 139.24 125.32 13.92 10.1% 3.05 2.2% 91% True False
40 141.96 125.32 16.64 12.1% 3.13 2.3% 76% False False
60 141.96 125.29 16.67 12.1% 3.07 2.2% 76% False False
80 141.96 122.87 19.09 13.8% 3.00 2.2% 79% False False
100 141.96 121.06 20.90 15.1% 2.88 2.1% 81% False False
120 141.96 118.54 23.42 17.0% 2.79 2.0% 83% 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 1.21
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 153.61
2.618 148.09
1.618 144.71
1.000 142.62
0.618 141.33
HIGH 139.24
0.618 137.95
0.500 137.55
0.382 137.15
LOW 135.86
0.618 133.77
1.000 132.48
1.618 130.39
2.618 127.01
4.250 121.50
Fisher Pivots for day following 05-Jan-1981
Pivot 1 day 3 day
R1 137.83 137.57
PP 137.69 137.17
S1 137.55 136.77

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

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