S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jan-1988
Day Change Summary
Previous Current
12-Jan-1988 13-Jan-1988 Change Change % Previous Week
Open 247.49 245.42 -2.07 -0.8% 247.08
High 247.49 249.25 1.76 0.7% 261.78
Low 240.46 241.41 0.95 0.4% 242.95
Close 245.42 245.81 0.39 0.2% 243.40
Range 7.03 7.84 0.81 11.5% 18.83
ATR 6.44 6.54 0.10 1.6% 0.00
Volume
Daily Pivots for day following 13-Jan-1988
Classic Woodie Camarilla DeMark
R4 269.01 265.25 250.12
R3 261.17 257.41 247.97
R2 253.33 253.33 247.25
R1 249.57 249.57 246.53 251.45
PP 245.49 245.49 245.49 246.43
S1 241.73 241.73 245.09 243.61
S2 237.65 237.65 244.37
S3 229.81 233.89 243.65
S4 221.97 226.05 241.50
Weekly Pivots for week ending 08-Jan-1988
Classic Woodie Camarilla DeMark
R4 305.87 293.46 253.76
R3 287.04 274.63 248.58
R2 268.21 268.21 246.85
R1 255.80 255.80 245.13 252.59
PP 249.38 249.38 249.38 247.77
S1 236.97 236.97 241.67 233.76
S2 230.55 230.55 239.95
S3 211.72 218.14 238.22
S4 192.89 199.31 233.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 261.32 240.46 20.86 8.5% 8.91 3.6% 26% False False
10 261.78 236.71 25.07 10.2% 7.70 3.1% 36% False False
20 261.78 236.71 25.07 10.2% 5.88 2.4% 36% False False
40 261.78 221.24 40.54 16.5% 5.70 2.3% 61% False False
60 282.70 216.46 66.24 26.9% 8.27 3.4% 44% False False
80 328.94 216.46 112.48 45.8% 7.65 3.1% 26% False False
100 337.89 216.46 121.43 49.4% 7.03 2.9% 24% False False
120 337.89 216.46 121.43 49.4% 6.45 2.6% 24% 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 0.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 282.57
2.618 269.78
1.618 261.94
1.000 257.09
0.618 254.10
HIGH 249.25
0.618 246.26
0.500 245.33
0.382 244.40
LOW 241.41
0.618 236.56
1.000 233.57
1.618 228.72
2.618 220.88
4.250 208.09
Fisher Pivots for day following 13-Jan-1988
Pivot 1 day 3 day
R1 245.65 245.49
PP 245.49 245.17
S1 245.33 244.86

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

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