S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jan-1988
Day Change Summary
Previous Current
04-Jan-1988 05-Jan-1988 Change Change % Previous Week
Open 247.08 255.94 8.86 3.6% 252.02
High 256.44 261.78 5.34 2.1% 252.02
Low 247.08 255.94 8.86 3.6% 236.71
Close 255.94 258.63 2.69 1.1% 247.08
Range 9.36 5.84 -3.52 -37.6% 15.31
ATR 5.73 5.74 0.01 0.1% 0.00
Volume
Daily Pivots for day following 05-Jan-1988
Classic Woodie Camarilla DeMark
R4 276.30 273.31 261.84
R3 270.46 267.47 260.24
R2 264.62 264.62 259.70
R1 261.63 261.63 259.17 263.13
PP 258.78 258.78 258.78 259.53
S1 255.79 255.79 258.09 257.29
S2 252.94 252.94 257.56
S3 247.10 249.95 257.02
S4 241.26 244.11 255.42
Weekly Pivots for week ending 01-Jan-1988
Classic Woodie Camarilla DeMark
R4 291.20 284.45 255.50
R3 275.89 269.14 251.29
R2 260.58 260.58 249.89
R1 253.83 253.83 248.48 249.55
PP 245.27 245.27 245.27 243.13
S1 238.52 238.52 245.68 234.24
S2 229.96 229.96 244.27
S3 214.65 223.21 242.87
S4 199.34 207.90 238.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 261.78 236.71 25.07 9.7% 6.28 2.4% 87% True False
10 261.78 236.71 25.07 9.7% 4.90 1.9% 87% True False
20 261.78 223.92 37.86 14.6% 5.19 2.0% 92% True False
40 261.78 221.24 40.54 15.7% 5.45 2.1% 92% True False
60 315.04 216.46 98.58 38.1% 8.29 3.2% 43% False False
80 328.94 216.46 112.48 43.5% 7.36 2.8% 37% False False
100 337.89 216.46 121.43 47.0% 6.81 2.6% 35% False False
120 337.89 216.46 121.43 47.0% 6.22 2.4% 35% False 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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 286.60
2.618 277.07
1.618 271.23
1.000 267.62
0.618 265.39
HIGH 261.78
0.618 259.55
0.500 258.86
0.382 258.17
LOW 255.94
0.618 252.33
1.000 250.10
1.618 246.49
2.618 240.65
4.250 231.12
Fisher Pivots for day following 05-Jan-1988
Pivot 1 day 3 day
R1 258.86 255.50
PP 258.78 252.37
S1 258.71 249.25

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

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