S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-1981
Day Change Summary
Previous Current
05-Jan-1981 06-Jan-1981 Change Change % Previous Week
Open 137.69 138.07 0.38 0.3% 135.63
High 139.24 140.32 1.08 0.8% 137.51
Low 135.86 135.78 -0.08 -0.1% 134.04
Close 137.97 138.12 0.15 0.1% 136.34
Range 3.38 4.54 1.16 34.3% 3.47
ATR 3.03 3.13 0.11 3.6% 0.00
Volume
Daily Pivots for day following 06-Jan-1981
Classic Woodie Camarilla DeMark
R4 151.69 149.45 140.62
R3 147.15 144.91 139.37
R2 142.61 142.61 138.95
R1 140.37 140.37 138.54 141.49
PP 138.07 138.07 138.07 138.64
S1 135.83 135.83 137.70 136.95
S2 133.53 133.53 137.29
S3 128.99 131.29 136.87
S4 124.45 126.75 135.62
Weekly Pivots for week ending 02-Jan-1981
Classic Woodie Camarilla DeMark
R4 146.37 144.83 138.25
R3 142.90 141.36 137.29
R2 139.43 139.43 136.98
R1 137.89 137.89 136.66 138.66
PP 135.96 135.96 135.96 136.35
S1 134.42 134.42 136.02 135.19
S2 132.49 132.49 135.70
S3 129.02 130.95 135.39
S4 125.55 127.48 134.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.32 134.04 6.28 4.5% 3.07 2.2% 65% True False
10 140.32 132.88 7.44 5.4% 3.00 2.2% 70% True False
20 140.32 125.32 15.00 10.9% 3.10 2.2% 85% True False
40 141.96 125.32 16.64 12.0% 3.16 2.3% 77% False False
60 141.96 125.29 16.67 12.1% 3.10 2.2% 77% False False
80 141.96 122.87 19.09 13.8% 3.03 2.2% 80% False False
100 141.96 121.06 20.90 15.1% 2.90 2.1% 82% False False
120 141.96 118.54 23.42 17.0% 2.80 2.0% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.35
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 159.62
2.618 152.21
1.618 147.67
1.000 144.86
0.618 143.13
HIGH 140.32
0.618 138.59
0.500 138.05
0.382 137.51
LOW 135.78
0.618 132.97
1.000 131.24
1.618 128.43
2.618 123.89
4.250 116.49
Fisher Pivots for day following 06-Jan-1981
Pivot 1 day 3 day
R1 138.10 137.90
PP 138.07 137.68
S1 138.05 137.47

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

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