S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-1987
Day Change Summary
Previous Current
05-Jan-1987 06-Jan-1987 Change Change % Previous Week
Open 246.45 252.19 5.74 2.3% 246.92
High 252.57 253.99 1.42 0.6% 246.92
Low 246.45 252.14 5.69 2.3% 241.28
Close 252.19 252.78 0.59 0.2% 246.45
Range 6.12 1.85 -4.27 -69.8% 5.64
ATR 2.80 2.73 -0.07 -2.4% 0.00
Volume
Daily Pivots for day following 06-Jan-1987
Classic Woodie Camarilla DeMark
R4 258.52 257.50 253.80
R3 256.67 255.65 253.29
R2 254.82 254.82 253.12
R1 253.80 253.80 252.95 254.31
PP 252.97 252.97 252.97 253.23
S1 251.95 251.95 252.61 252.46
S2 251.12 251.12 252.44
S3 249.27 250.10 252.27
S4 247.42 248.25 251.76
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
5 253.99 241.28 12.71 5.0% 3.33 1.3% 90% True False
10 253.99 241.28 12.71 5.0% 2.62 1.0% 90% True False
20 253.99 241.28 12.71 5.0% 2.68 1.1% 90% True False
40 254.87 235.51 19.36 7.7% 2.69 1.1% 89% False False
60 254.87 234.37 20.50 8.1% 2.48 1.0% 90% False False
80 254.87 228.08 26.79 10.6% 2.60 1.0% 92% False False
100 254.87 228.08 26.79 10.6% 2.73 1.1% 92% False False
120 254.87 228.08 26.79 10.6% 2.71 1.1% 92% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 261.85
2.618 258.83
1.618 256.98
1.000 255.84
0.618 255.13
HIGH 253.99
0.618 253.28
0.500 253.07
0.382 252.85
LOW 252.14
0.618 251.00
1.000 250.29
1.618 249.15
2.618 247.30
4.250 244.28
Fisher Pivots for day following 06-Jan-1987
Pivot 1 day 3 day
R1 253.07 251.21
PP 252.97 249.65
S1 252.88 248.08

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

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