S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jan-1987
Day Change Summary
Previous Current
13-Jan-1987 14-Jan-1987 Change Change % Previous Week
Open 260.30 259.95 -0.35 -0.1% 246.45
High 260.45 262.72 2.27 0.9% 259.20
Low 259.21 259.62 0.41 0.2% 246.45
Close 259.95 262.64 2.69 1.0% 258.73
Range 1.24 3.10 1.86 150.0% 12.75
ATR 2.69 2.72 0.03 1.1% 0.00
Volume
Daily Pivots for day following 14-Jan-1987
Classic Woodie Camarilla DeMark
R4 270.96 269.90 264.35
R3 267.86 266.80 263.49
R2 264.76 264.76 263.21
R1 263.70 263.70 262.92 264.23
PP 261.66 261.66 261.66 261.93
S1 260.60 260.60 262.36 261.13
S2 258.56 258.56 262.07
S3 255.46 257.50 261.79
S4 252.36 254.40 260.94
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
5 262.72 254.97 7.75 3.0% 2.64 1.0% 99% True False
10 262.72 241.28 21.44 8.2% 3.13 1.2% 100% True False
20 262.72 241.28 21.44 8.2% 2.67 1.0% 100% True False
40 262.72 235.51 27.21 10.4% 2.80 1.1% 100% True False
60 262.72 234.78 27.94 10.6% 2.57 1.0% 100% True False
80 262.72 228.08 34.64 13.2% 2.55 1.0% 100% True False
100 262.72 228.08 34.64 13.2% 2.77 1.1% 100% True False
120 262.72 228.08 34.64 13.2% 2.75 1.0% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 275.90
2.618 270.84
1.618 267.74
1.000 265.82
0.618 264.64
HIGH 262.72
0.618 261.54
0.500 261.17
0.382 260.80
LOW 259.62
0.618 257.70
1.000 256.52
1.618 254.60
2.618 251.50
4.250 246.45
Fisher Pivots for day following 14-Jan-1987
Pivot 1 day 3 day
R1 262.15 261.87
PP 261.66 261.09
S1 261.17 260.32

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

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