S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jan-1987
Day Change Summary
Previous Current
07-Jan-1987 08-Jan-1987 Change Change % Previous Week
Open 252.78 255.33 2.55 1.0% 246.92
High 255.72 257.28 1.56 0.6% 246.92
Low 252.65 254.97 2.32 0.9% 241.28
Close 255.33 257.28 1.95 0.8% 246.45
Range 3.07 2.31 -0.76 -24.8% 5.64
ATR 2.76 2.73 -0.03 -1.2% 0.00
Volume
Daily Pivots for day following 08-Jan-1987
Classic Woodie Camarilla DeMark
R4 263.44 262.67 258.55
R3 261.13 260.36 257.92
R2 258.82 258.82 257.70
R1 258.05 258.05 257.49 258.44
PP 256.51 256.51 256.51 256.70
S1 255.74 255.74 257.07 256.13
S2 254.20 254.20 256.86
S3 251.89 253.43 256.64
S4 249.58 251.12 256.01
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
5 257.28 242.17 15.11 5.9% 3.53 1.4% 100% True False
10 257.28 241.28 16.00 6.2% 2.62 1.0% 100% True False
20 257.28 241.28 16.00 6.2% 2.67 1.0% 100% True False
40 257.28 235.51 21.77 8.5% 2.76 1.1% 100% True False
60 257.28 234.37 22.91 8.9% 2.54 1.0% 100% True False
80 257.28 228.08 29.20 11.3% 2.54 1.0% 100% True False
100 257.28 228.08 29.20 11.3% 2.76 1.1% 100% True False
120 257.28 228.08 29.20 11.3% 2.71 1.1% 100% True False
Crabel Price Patterns
NR True
NR4 False
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 267.10
2.618 263.33
1.618 261.02
1.000 259.59
0.618 258.71
HIGH 257.28
0.618 256.40
0.500 256.13
0.382 255.85
LOW 254.97
0.618 253.54
1.000 252.66
1.618 251.23
2.618 248.92
4.250 245.15
Fisher Pivots for day following 08-Jan-1987
Pivot 1 day 3 day
R1 256.90 256.42
PP 256.51 255.57
S1 256.13 254.71

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

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