S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jan-1987
Day Change Summary
Previous Current
22-Jan-1987 23-Jan-1987 Change Change % Previous Week
Open 267.84 273.91 6.07 2.3% 266.28
High 274.05 280.96 6.91 2.5% 280.96
Low 267.32 268.41 1.09 0.4% 264.00
Close 273.91 270.10 -3.81 -1.4% 270.10
Range 6.73 12.55 5.82 86.5% 16.96
ATR 3.33 3.98 0.66 19.8% 0.00
Volume
Daily Pivots for day following 23-Jan-1987
Classic Woodie Camarilla DeMark
R4 310.81 303.00 277.00
R3 298.26 290.45 273.55
R2 285.71 285.71 272.40
R1 277.90 277.90 271.25 275.53
PP 273.16 273.16 273.16 271.97
S1 265.35 265.35 268.95 262.98
S2 260.61 260.61 267.80
S3 248.06 252.80 266.65
S4 235.51 240.25 263.20
Weekly Pivots for week ending 23-Jan-1987
Classic Woodie Camarilla DeMark
R4 322.57 313.29 279.43
R3 305.61 296.33 274.76
R2 288.65 288.65 273.21
R1 279.37 279.37 271.65 284.01
PP 271.69 271.69 271.69 274.01
S1 262.41 262.41 268.55 267.05
S2 254.73 254.73 266.99
S3 237.77 245.45 265.44
S4 220.81 228.49 260.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 280.96 264.00 16.96 6.3% 6.30 2.3% 36% True False
10 280.96 257.92 23.04 8.5% 4.63 1.7% 53% True False
20 280.96 241.28 39.68 14.7% 3.72 1.4% 73% True False
40 280.96 241.28 39.68 14.7% 3.14 1.2% 73% True False
60 280.96 235.51 45.45 16.8% 2.96 1.1% 76% True False
80 280.96 231.32 49.64 18.4% 2.77 1.0% 78% True False
100 280.96 228.08 52.88 19.6% 2.94 1.1% 79% True False
120 280.96 228.08 52.88 19.6% 2.89 1.1% 79% 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 1.42
Widest range in 1813 trading days
Fibonacci Retracements and Extensions
4.250 334.30
2.618 313.82
1.618 301.27
1.000 293.51
0.618 288.72
HIGH 280.96
0.618 276.17
0.500 274.69
0.382 273.20
LOW 268.41
0.618 260.65
1.000 255.86
1.618 248.10
2.618 235.55
4.250 215.07
Fisher Pivots for day following 23-Jan-1987
Pivot 1 day 3 day
R1 274.69 274.14
PP 273.16 272.79
S1 271.63 271.45

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

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