S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jan-1988
Day Change Summary
Previous Current
06-Jan-1988 07-Jan-1988 Change Change % Previous Week
Open 258.63 258.89 0.26 0.1% 252.02
High 259.79 261.32 1.53 0.6% 252.02
Low 257.18 256.18 -1.00 -0.4% 236.71
Close 258.89 261.07 2.18 0.8% 247.08
Range 2.61 5.14 2.53 96.9% 15.31
ATR 5.52 5.49 -0.03 -0.5% 0.00
Volume
Daily Pivots for day following 07-Jan-1988
Classic Woodie Camarilla DeMark
R4 274.94 273.15 263.90
R3 269.80 268.01 262.48
R2 264.66 264.66 262.01
R1 262.87 262.87 261.54 263.77
PP 259.52 259.52 259.52 259.97
S1 257.73 257.73 260.60 258.63
S2 254.38 254.38 260.13
S3 249.24 252.59 259.66
S4 244.10 247.45 258.24
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 9.6% 6.82 2.6% 97% False False
10 261.78 236.71 25.07 9.6% 5.19 2.0% 97% False False
20 261.78 233.35 28.43 10.9% 5.03 1.9% 98% False False
40 261.78 221.24 40.54 15.5% 5.27 2.0% 98% False False
60 314.53 216.46 98.07 37.6% 8.27 3.2% 45% False False
80 328.94 216.46 112.48 43.1% 7.34 2.8% 40% False False
100 337.89 216.46 121.43 46.5% 6.82 2.6% 37% False False
120 337.89 216.46 121.43 46.5% 6.24 2.4% 37% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 283.17
2.618 274.78
1.618 269.64
1.000 266.46
0.618 264.50
HIGH 261.32
0.618 259.36
0.500 258.75
0.382 258.14
LOW 256.18
0.618 253.00
1.000 251.04
1.618 247.86
2.618 242.72
4.250 234.34
Fisher Pivots for day following 07-Jan-1988
Pivot 1 day 3 day
R1 260.30 260.33
PP 259.52 259.60
S1 258.75 258.86

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

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