S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jan-1987
Day Change Summary
Previous Current
12-Jan-1987 13-Jan-1987 Change Change % Previous Week
Open 258.73 260.30 1.57 0.6% 246.45
High 261.36 260.45 -0.91 -0.3% 259.20
Low 257.92 259.21 1.29 0.5% 246.45
Close 260.30 259.95 -0.35 -0.1% 258.73
Range 3.44 1.24 -2.20 -64.0% 12.75
ATR 2.80 2.69 -0.11 -4.0% 0.00
Volume
Daily Pivots for day following 13-Jan-1987
Classic Woodie Camarilla DeMark
R4 263.59 263.01 260.63
R3 262.35 261.77 260.29
R2 261.11 261.11 260.18
R1 260.53 260.53 260.06 260.20
PP 259.87 259.87 259.87 259.71
S1 259.29 259.29 259.84 258.96
S2 258.63 258.63 259.72
S3 257.39 258.05 259.61
S4 256.15 256.81 259.27
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
5 261.36 252.65 8.71 3.4% 2.63 1.0% 84% False False
10 261.36 241.28 20.08 7.7% 2.98 1.1% 93% False False
20 261.36 241.28 20.08 7.7% 2.68 1.0% 93% False False
40 261.36 235.51 25.85 9.9% 2.79 1.1% 95% False False
60 261.36 234.78 26.58 10.2% 2.55 1.0% 95% False False
80 261.36 228.08 33.28 12.8% 2.54 1.0% 96% False False
100 261.36 228.08 33.28 12.8% 2.76 1.1% 96% False False
120 261.36 228.08 33.28 12.8% 2.73 1.1% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 265.72
2.618 263.70
1.618 262.46
1.000 261.69
0.618 261.22
HIGH 260.45
0.618 259.98
0.500 259.83
0.382 259.68
LOW 259.21
0.618 258.44
1.000 257.97
1.618 257.20
2.618 255.96
4.250 253.94
Fisher Pivots for day following 13-Jan-1987
Pivot 1 day 3 day
R1 259.91 259.55
PP 259.87 259.14
S1 259.83 258.74

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

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