S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jan-1987
Day Change Summary
Previous Current
09-Jan-1987 12-Jan-1987 Change Change % Previous Week
Open 257.28 258.73 1.45 0.6% 246.45
High 259.20 261.36 2.16 0.8% 259.20
Low 256.11 257.92 1.81 0.7% 246.45
Close 258.73 260.30 1.57 0.6% 258.73
Range 3.09 3.44 0.35 11.3% 12.75
ATR 2.75 2.80 0.05 1.8% 0.00
Volume
Daily Pivots for day following 12-Jan-1987
Classic Woodie Camarilla DeMark
R4 270.18 268.68 262.19
R3 266.74 265.24 261.25
R2 263.30 263.30 260.93
R1 261.80 261.80 260.62 262.55
PP 259.86 259.86 259.86 260.24
S1 258.36 258.36 259.98 259.11
S2 256.42 256.42 259.67
S3 252.98 254.92 259.35
S4 249.54 251.48 258.41
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
5 261.36 252.14 9.22 3.5% 2.75 1.1% 89% True False
10 261.36 241.28 20.08 7.7% 3.12 1.2% 95% True False
20 261.36 241.28 20.08 7.7% 2.68 1.0% 95% True False
40 261.36 235.51 25.85 9.9% 2.85 1.1% 96% True False
60 261.36 234.78 26.58 10.2% 2.55 1.0% 96% True False
80 261.36 228.08 33.28 12.8% 2.55 1.0% 97% True False
100 261.36 228.08 33.28 12.8% 2.78 1.1% 97% True False
120 261.36 228.08 33.28 12.8% 2.73 1.1% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 275.98
2.618 270.37
1.618 266.93
1.000 264.80
0.618 263.49
HIGH 261.36
0.618 260.05
0.500 259.64
0.382 259.23
LOW 257.92
0.618 255.79
1.000 254.48
1.618 252.35
2.618 248.91
4.250 243.30
Fisher Pivots for day following 12-Jan-1987
Pivot 1 day 3 day
R1 260.08 259.59
PP 259.86 258.88
S1 259.64 258.17

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

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