S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-1981
Day Change Summary
Previous Current
31-Dec-1980 02-Jan-1981 Change Change % Previous Week
Open 135.60 136.01 0.41 0.3% 135.63
High 136.76 137.10 0.34 0.2% 137.51
Low 134.29 134.61 0.32 0.2% 134.04
Close 135.76 136.34 0.58 0.4% 136.34
Range 2.47 2.49 0.02 0.8% 3.47
ATR 3.04 3.00 -0.04 -1.3% 0.00
Volume
Daily Pivots for day following 02-Jan-1981
Classic Woodie Camarilla DeMark
R4 143.49 142.40 137.71
R3 141.00 139.91 137.02
R2 138.51 138.51 136.80
R1 137.42 137.42 136.57 137.97
PP 136.02 136.02 136.02 136.29
S1 134.93 134.93 136.11 135.48
S2 133.53 133.53 135.88
S3 131.04 132.44 135.66
S4 128.55 129.95 134.97
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
5 137.51 134.04 3.47 2.5% 2.48 1.8% 66% False False
10 137.51 131.80 5.71 4.2% 2.83 2.1% 80% False False
20 138.40 125.32 13.08 9.6% 3.05 2.2% 84% False False
40 141.96 125.32 16.64 12.2% 3.16 2.3% 66% False False
60 141.96 125.29 16.67 12.2% 3.06 2.2% 66% False False
80 141.96 121.94 20.02 14.7% 2.99 2.2% 72% False False
100 141.96 121.06 20.90 15.3% 2.87 2.1% 73% False False
120 141.96 117.45 24.51 18.0% 2.79 2.0% 77% 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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.68
2.618 143.62
1.618 141.13
1.000 139.59
0.618 138.64
HIGH 137.10
0.618 136.15
0.500 135.86
0.382 135.56
LOW 134.61
0.618 133.07
1.000 132.12
1.618 130.58
2.618 128.09
4.250 124.03
Fisher Pivots for day following 02-Jan-1981
Pivot 1 day 3 day
R1 136.18 136.08
PP 136.02 135.83
S1 135.86 135.57

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

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