S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jan-1987
Day Change Summary
Previous Current
16-Jan-1987 19-Jan-1987 Change Change % Previous Week
Open 265.49 266.28 0.79 0.3% 258.73
High 267.24 269.34 2.10 0.8% 267.24
Low 264.31 264.00 -0.31 -0.1% 257.92
Close 266.28 269.34 3.06 1.1% 266.28
Range 2.93 5.34 2.41 82.3% 9.32
ATR 2.82 3.00 0.18 6.4% 0.00
Volume
Daily Pivots for day following 19-Jan-1987
Classic Woodie Camarilla DeMark
R4 283.58 281.80 272.28
R3 278.24 276.46 270.81
R2 272.90 272.90 270.32
R1 271.12 271.12 269.83 272.01
PP 267.56 267.56 267.56 268.01
S1 265.78 265.78 268.85 266.67
S2 262.22 262.22 268.36
S3 256.88 260.44 267.87
S4 251.54 255.10 266.40
Weekly Pivots for week ending 16-Jan-1987
Classic Woodie Camarilla DeMark
R4 291.77 288.35 271.41
R3 282.45 279.03 268.84
R2 273.13 273.13 267.99
R1 269.71 269.71 267.13 271.42
PP 263.81 263.81 263.81 264.67
S1 260.39 260.39 265.43 262.10
S2 254.49 254.49 264.57
S3 245.17 251.07 263.72
S4 235.85 241.75 261.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 269.34 259.21 10.13 3.8% 3.33 1.2% 100% True False
10 269.34 252.14 17.20 6.4% 3.04 1.1% 100% True False
20 269.34 241.28 28.06 10.4% 2.94 1.1% 100% True False
40 269.34 237.66 31.68 11.8% 2.82 1.0% 100% True False
60 269.34 235.51 33.83 12.6% 2.67 1.0% 100% True False
80 269.34 228.08 41.26 15.3% 2.64 1.0% 100% True False
100 269.34 228.08 41.26 15.3% 2.79 1.0% 100% True False
120 269.34 228.08 41.26 15.3% 2.77 1.0% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 292.04
2.618 283.32
1.618 277.98
1.000 274.68
0.618 272.64
HIGH 269.34
0.618 267.30
0.500 266.67
0.382 266.04
LOW 264.00
0.618 260.70
1.000 258.66
1.618 255.36
2.618 250.02
4.250 241.31
Fisher Pivots for day following 19-Jan-1987
Pivot 1 day 3 day
R1 268.45 268.22
PP 267.56 267.11
S1 266.67 265.99

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

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