S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jan-1987
Day Change Summary
Previous Current
08-Jan-1987 09-Jan-1987 Change Change % Previous Week
Open 255.33 257.28 1.95 0.8% 246.45
High 257.28 259.20 1.92 0.7% 259.20
Low 254.97 256.11 1.14 0.4% 246.45
Close 257.28 258.73 1.45 0.6% 258.73
Range 2.31 3.09 0.78 33.8% 12.75
ATR 2.73 2.75 0.03 1.0% 0.00
Volume
Daily Pivots for day following 09-Jan-1987
Classic Woodie Camarilla DeMark
R4 267.28 266.10 260.43
R3 264.19 263.01 259.58
R2 261.10 261.10 259.30
R1 259.92 259.92 259.01 260.51
PP 258.01 258.01 258.01 258.31
S1 256.83 256.83 258.45 257.42
S2 254.92 254.92 258.16
S3 251.83 253.74 257.88
S4 248.74 250.65 257.03
Weekly Pivots for week ending 09-Jan-1987
Classic Woodie Camarilla DeMark
R4 293.04 288.64 265.74
R3 280.29 275.89 262.24
R2 267.54 267.54 261.07
R1 263.14 263.14 259.90 265.34
PP 254.79 254.79 254.79 255.90
S1 250.39 250.39 257.56 252.59
S2 242.04 242.04 256.39
S3 229.29 237.64 255.22
S4 216.54 224.89 251.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 259.20 246.45 12.75 4.9% 3.29 1.3% 96% True False
10 259.20 241.28 17.92 6.9% 2.81 1.1% 97% True False
20 259.20 241.28 17.92 6.9% 2.70 1.0% 97% True False
40 259.20 235.51 23.69 9.2% 2.81 1.1% 98% True False
60 259.20 234.78 24.42 9.4% 2.56 1.0% 98% True False
80 259.20 228.08 31.12 12.0% 2.54 1.0% 98% True False
100 259.20 228.08 31.12 12.0% 2.77 1.1% 98% True False
120 259.20 228.08 31.12 12.0% 2.73 1.1% 98% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 272.33
2.618 267.29
1.618 264.20
1.000 262.29
0.618 261.11
HIGH 259.20
0.618 258.02
0.500 257.66
0.382 257.29
LOW 256.11
0.618 254.20
1.000 253.02
1.618 251.11
2.618 248.02
4.250 242.98
Fisher Pivots for day following 09-Jan-1987
Pivot 1 day 3 day
R1 258.37 257.80
PP 258.01 256.86
S1 257.66 255.93

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

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