S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jan-1987
Day Change Summary
Previous Current
19-Jan-1987 20-Jan-1987 Change Change % Previous Week
Open 266.28 269.34 3.06 1.1% 258.73
High 269.34 271.03 1.69 0.6% 267.24
Low 264.00 267.65 3.65 1.4% 257.92
Close 269.34 269.04 -0.30 -0.1% 266.28
Range 5.34 3.38 -1.96 -36.7% 9.32
ATR 3.00 3.03 0.03 0.9% 0.00
Volume
Daily Pivots for day following 20-Jan-1987
Classic Woodie Camarilla DeMark
R4 279.38 277.59 270.90
R3 276.00 274.21 269.97
R2 272.62 272.62 269.66
R1 270.83 270.83 269.35 270.04
PP 269.24 269.24 269.24 268.84
S1 267.45 267.45 268.73 266.66
S2 265.86 265.86 268.42
S3 262.48 264.07 268.11
S4 259.10 260.69 267.18
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
5 271.03 259.62 11.41 4.2% 3.76 1.4% 83% True False
10 271.03 252.65 18.38 6.8% 3.19 1.2% 89% True False
20 271.03 241.28 29.75 11.1% 2.91 1.1% 93% True False
40 271.03 241.28 29.75 11.1% 2.80 1.0% 93% True False
60 271.03 235.51 35.52 13.2% 2.67 1.0% 94% True False
80 271.03 228.08 42.95 16.0% 2.61 1.0% 95% True False
100 271.03 228.08 42.95 16.0% 2.80 1.0% 95% True False
120 271.03 228.08 42.95 16.0% 2.77 1.0% 95% True 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 0.81
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 285.40
2.618 279.88
1.618 276.50
1.000 274.41
0.618 273.12
HIGH 271.03
0.618 269.74
0.500 269.34
0.382 268.94
LOW 267.65
0.618 265.56
1.000 264.27
1.618 262.18
2.618 258.80
4.250 253.29
Fisher Pivots for day following 20-Jan-1987
Pivot 1 day 3 day
R1 269.34 268.53
PP 269.24 268.02
S1 269.14 267.52

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

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