S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-1988
Day Change Summary
Previous Current
05-Jan-1988 06-Jan-1988 Change Change % Previous Week
Open 255.94 258.63 2.69 1.1% 252.02
High 261.78 259.79 -1.99 -0.8% 252.02
Low 255.94 257.18 1.24 0.5% 236.71
Close 258.63 258.89 0.26 0.1% 247.08
Range 5.84 2.61 -3.23 -55.3% 15.31
ATR 5.74 5.52 -0.22 -3.9% 0.00
Volume
Daily Pivots for day following 06-Jan-1988
Classic Woodie Camarilla DeMark
R4 266.45 265.28 260.33
R3 263.84 262.67 259.61
R2 261.23 261.23 259.37
R1 260.06 260.06 259.13 260.65
PP 258.62 258.62 258.62 258.91
S1 257.45 257.45 258.65 258.04
S2 256.01 256.01 258.41
S3 253.40 254.84 258.17
S4 250.79 252.23 257.45
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% 6.49 2.5% 88% False False
10 261.78 236.71 25.07 9.7% 4.97 1.9% 88% False False
20 261.78 228.69 33.09 12.8% 5.08 2.0% 91% False False
40 261.78 221.24 40.54 15.7% 5.32 2.1% 93% False False
60 314.53 216.46 98.07 37.9% 8.26 3.2% 43% False False
80 328.94 216.46 112.48 43.4% 7.32 2.8% 38% False False
100 337.89 216.46 121.43 46.9% 6.80 2.6% 35% False False
120 337.89 216.46 121.43 46.9% 6.22 2.4% 35% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 270.88
2.618 266.62
1.618 264.01
1.000 262.40
0.618 261.40
HIGH 259.79
0.618 258.79
0.500 258.49
0.382 258.18
LOW 257.18
0.618 255.57
1.000 254.57
1.618 252.96
2.618 250.35
4.250 246.09
Fisher Pivots for day following 06-Jan-1988
Pivot 1 day 3 day
R1 258.76 257.40
PP 258.62 255.92
S1 258.49 254.43

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

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