S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jan-1987
Day Change Summary
Previous Current
15-Jan-1987 16-Jan-1987 Change Change % Previous Week
Open 262.64 265.49 2.85 1.1% 258.73
High 266.68 267.24 0.56 0.2% 267.24
Low 262.64 264.31 1.67 0.6% 257.92
Close 265.49 266.28 0.79 0.3% 266.28
Range 4.04 2.93 -1.11 -27.5% 9.32
ATR 2.81 2.82 0.01 0.3% 0.00
Volume
Daily Pivots for day following 16-Jan-1987
Classic Woodie Camarilla DeMark
R4 274.73 273.44 267.89
R3 271.80 270.51 267.09
R2 268.87 268.87 266.82
R1 267.58 267.58 266.55 268.23
PP 265.94 265.94 265.94 266.27
S1 264.65 264.65 266.01 265.30
S2 263.01 263.01 265.74
S3 260.08 261.72 265.47
S4 257.15 258.79 264.67
Weekly Pivots for week ending 16-Jan-1987
Classic Woodie Camarilla DeMark
R4 291.77 288.35 271.41
R3 282.45 279.03 268.84
R2 273.13 273.13 267.99
R1 269.71 269.71 267.13 271.42
PP 263.81 263.81 263.81 264.67
S1 260.39 260.39 265.43 262.10
S2 254.49 254.49 264.57
S3 245.17 251.07 263.72
S4 235.85 241.75 261.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 267.24 257.92 9.32 3.5% 2.95 1.1% 90% True False
10 267.24 246.45 20.79 7.8% 3.12 1.2% 95% True False
20 267.24 241.28 25.96 9.7% 2.74 1.0% 96% True False
40 267.24 235.51 31.73 11.9% 2.75 1.0% 97% True False
60 267.24 235.51 31.73 11.9% 2.59 1.0% 97% True False
80 267.24 228.08 39.16 14.7% 2.59 1.0% 98% True False
100 267.24 228.08 39.16 14.7% 2.78 1.0% 98% True False
120 267.24 228.08 39.16 14.7% 2.74 1.0% 98% 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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 279.69
2.618 274.91
1.618 271.98
1.000 270.17
0.618 269.05
HIGH 267.24
0.618 266.12
0.500 265.78
0.382 265.43
LOW 264.31
0.618 262.50
1.000 261.38
1.618 259.57
2.618 256.64
4.250 251.86
Fisher Pivots for day following 16-Jan-1987
Pivot 1 day 3 day
R1 266.11 265.33
PP 265.94 264.38
S1 265.78 263.43

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

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