S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-1987
Day Change Summary
Previous Current
14-Jan-1987 15-Jan-1987 Change Change % Previous Week
Open 259.95 262.64 2.69 1.0% 246.45
High 262.72 266.68 3.96 1.5% 259.20
Low 259.62 262.64 3.02 1.2% 246.45
Close 262.64 265.49 2.85 1.1% 258.73
Range 3.10 4.04 0.94 30.3% 12.75
ATR 2.72 2.81 0.09 3.5% 0.00
Volume
Daily Pivots for day following 15-Jan-1987
Classic Woodie Camarilla DeMark
R4 277.06 275.31 267.71
R3 273.02 271.27 266.60
R2 268.98 268.98 266.23
R1 267.23 267.23 265.86 268.11
PP 264.94 264.94 264.94 265.37
S1 263.19 263.19 265.12 264.07
S2 260.90 260.90 264.75
S3 256.86 259.15 264.38
S4 252.82 255.11 263.27
Weekly Pivots for week ending 09-Jan-1987
Classic Woodie Camarilla DeMark
R4 293.04 288.64 265.74
R3 280.29 275.89 262.24
R2 267.54 267.54 261.07
R1 263.14 263.14 259.90 265.34
PP 254.79 254.79 254.79 255.90
S1 250.39 250.39 257.56 252.59
S2 242.04 242.04 256.39
S3 229.29 237.64 255.22
S4 216.54 224.89 251.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 266.68 256.11 10.57 4.0% 2.98 1.1% 89% True False
10 266.68 242.17 24.51 9.2% 3.25 1.2% 95% True False
20 266.68 241.28 25.40 9.6% 2.74 1.0% 95% True False
40 266.68 235.51 31.17 11.7% 2.84 1.1% 96% True False
60 266.68 234.95 31.73 12.0% 2.57 1.0% 96% True False
80 266.68 228.08 38.60 14.5% 2.57 1.0% 97% True False
100 266.68 228.08 38.60 14.5% 2.78 1.0% 97% True False
120 266.68 228.08 38.60 14.5% 2.76 1.0% 97% True 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 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 283.85
2.618 277.26
1.618 273.22
1.000 270.72
0.618 269.18
HIGH 266.68
0.618 265.14
0.500 264.66
0.382 264.18
LOW 262.64
0.618 260.14
1.000 258.60
1.618 256.10
2.618 252.06
4.250 245.47
Fisher Pivots for day following 15-Jan-1987
Pivot 1 day 3 day
R1 265.21 264.64
PP 264.94 263.79
S1 264.66 262.95

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

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