S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jan-1988
Day Change Summary
Previous Current
07-Jan-1988 08-Jan-1988 Change Change % Previous Week
Open 258.89 261.07 2.18 0.8% 247.08
High 261.32 261.07 -0.25 -0.1% 261.78
Low 256.18 242.95 -13.23 -5.2% 242.95
Close 261.07 243.40 -17.67 -6.8% 243.40
Range 5.14 18.12 12.98 252.5% 18.83
ATR 5.49 6.39 0.90 16.4% 0.00
Volume
Daily Pivots for day following 08-Jan-1988
Classic Woodie Camarilla DeMark
R4 303.50 291.57 253.37
R3 285.38 273.45 248.38
R2 267.26 267.26 246.72
R1 255.33 255.33 245.06 252.24
PP 249.14 249.14 249.14 247.59
S1 237.21 237.21 241.74 234.12
S2 231.02 231.02 240.08
S3 212.90 219.09 238.42
S4 194.78 200.97 233.43
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
5 261.78 242.95 18.83 7.7% 8.21 3.4% 2% False True
10 261.78 236.71 25.07 10.3% 6.66 2.7% 27% False False
20 261.78 233.35 28.43 11.7% 5.62 2.3% 35% False False
40 261.78 221.24 40.54 16.7% 5.58 2.3% 55% False False
60 314.52 216.46 98.06 40.3% 8.49 3.5% 27% False False
80 328.94 216.46 112.48 46.2% 7.50 3.1% 24% False False
100 337.89 216.46 121.43 49.9% 6.98 2.9% 22% False False
120 337.89 216.46 121.43 49.9% 6.36 2.6% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 338.08
2.618 308.51
1.618 290.39
1.000 279.19
0.618 272.27
HIGH 261.07
0.618 254.15
0.500 252.01
0.382 249.87
LOW 242.95
0.618 231.75
1.000 224.83
1.618 213.63
2.618 195.51
4.250 165.94
Fisher Pivots for day following 08-Jan-1988
Pivot 1 day 3 day
R1 252.01 252.14
PP 249.14 249.22
S1 246.27 246.31

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

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