S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jan-1987
Day Change Summary
Previous Current
02-Jan-1987 05-Jan-1987 Change Change % Previous Week
Open 242.17 246.45 4.28 1.8% 246.92
High 246.45 252.57 6.12 2.5% 246.92
Low 242.17 246.45 4.28 1.8% 241.28
Close 246.45 252.19 5.74 2.3% 246.45
Range 4.28 6.12 1.84 43.0% 5.64
ATR 2.55 2.80 0.26 10.0% 0.00
Volume
Daily Pivots for day following 05-Jan-1987
Classic Woodie Camarilla DeMark
R4 268.76 266.60 255.56
R3 262.64 260.48 253.87
R2 256.52 256.52 253.31
R1 254.36 254.36 252.75 255.44
PP 250.40 250.40 250.40 250.95
S1 248.24 248.24 251.63 249.32
S2 244.28 244.28 251.07
S3 238.16 242.12 250.51
S4 232.04 236.00 248.82
Weekly Pivots for week ending 02-Jan-1987
Classic Woodie Camarilla DeMark
R4 261.80 259.77 249.55
R3 256.16 254.13 248.00
R2 250.52 250.52 247.48
R1 248.49 248.49 246.97 246.69
PP 244.88 244.88 244.88 243.98
S1 242.85 242.85 245.93 241.05
S2 239.24 239.24 245.42
S3 233.60 237.21 244.90
S4 227.96 231.57 243.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 252.57 241.28 11.29 4.5% 3.48 1.4% 97% True False
10 252.57 241.28 11.29 4.5% 2.84 1.1% 97% True False
20 253.89 241.28 12.61 5.0% 2.75 1.1% 87% False False
40 254.87 235.51 19.36 7.7% 2.71 1.1% 86% False False
60 254.87 234.37 20.50 8.1% 2.49 1.0% 87% False False
80 254.87 228.08 26.79 10.6% 2.73 1.1% 90% False False
100 254.87 228.08 26.79 10.6% 2.75 1.1% 90% False False
120 254.87 228.08 26.79 10.6% 2.72 1.1% 90% 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 0.19
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 278.58
2.618 268.59
1.618 262.47
1.000 258.69
0.618 256.35
HIGH 252.57
0.618 250.23
0.500 249.51
0.382 248.79
LOW 246.45
0.618 242.67
1.000 240.33
1.618 236.55
2.618 230.43
4.250 220.44
Fisher Pivots for day following 05-Jan-1987
Pivot 1 day 3 day
R1 251.30 250.44
PP 250.40 248.68
S1 249.51 246.93

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

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