S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jan-1987
Day Change Summary
Previous Current
26-Jan-1987 27-Jan-1987 Change Change % Previous Week
Open 270.10 269.61 -0.49 -0.2% 266.28
High 270.40 274.31 3.91 1.4% 280.96
Low 267.73 269.61 1.88 0.7% 264.00
Close 269.61 273.75 4.14 1.5% 270.10
Range 2.67 4.70 2.03 76.0% 16.96
ATR 3.89 3.95 0.06 1.5% 0.00
Volume
Daily Pivots for day following 27-Jan-1987
Classic Woodie Camarilla DeMark
R4 286.66 284.90 276.34
R3 281.96 280.20 275.04
R2 277.26 277.26 274.61
R1 275.50 275.50 274.18 276.38
PP 272.56 272.56 272.56 273.00
S1 270.80 270.80 273.32 271.68
S2 267.86 267.86 272.89
S3 263.16 266.10 272.46
S4 258.46 261.40 271.17
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
5 280.96 267.32 13.64 5.0% 6.03 2.2% 47% False False
10 280.96 259.62 21.34 7.8% 4.90 1.8% 66% False False
20 280.96 241.28 39.68 14.5% 3.94 1.4% 82% False False
40 280.96 241.28 39.68 14.5% 3.26 1.2% 82% False False
60 280.96 235.51 45.45 16.6% 3.00 1.1% 84% False False
80 280.96 232.79 48.17 17.6% 2.80 1.0% 85% False False
100 280.96 228.08 52.88 19.3% 2.95 1.1% 86% False False
120 280.96 228.08 52.88 19.3% 2.91 1.1% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 294.29
2.618 286.61
1.618 281.91
1.000 279.01
0.618 277.21
HIGH 274.31
0.618 272.51
0.500 271.96
0.382 271.41
LOW 269.61
0.618 266.71
1.000 264.91
1.618 262.01
2.618 257.31
4.250 249.64
Fisher Pivots for day following 27-Jan-1987
Pivot 1 day 3 day
R1 273.15 274.35
PP 272.56 274.15
S1 271.96 273.95

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

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