S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jan-1987
Day Change Summary
Previous Current
21-Jan-1987 22-Jan-1987 Change Change % Previous Week
Open 269.04 267.84 -1.20 -0.4% 258.73
High 270.87 274.05 3.18 1.2% 267.24
Low 267.35 267.32 -0.03 0.0% 257.92
Close 267.84 273.91 6.07 2.3% 266.28
Range 3.52 6.73 3.21 91.2% 9.32
ATR 3.06 3.33 0.26 8.6% 0.00
Volume
Daily Pivots for day following 22-Jan-1987
Classic Woodie Camarilla DeMark
R4 291.95 289.66 277.61
R3 285.22 282.93 275.76
R2 278.49 278.49 275.14
R1 276.20 276.20 274.53 277.35
PP 271.76 271.76 271.76 272.33
S1 269.47 269.47 273.29 270.62
S2 265.03 265.03 272.68
S3 258.30 262.74 272.06
S4 251.57 256.01 270.21
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
5 274.05 264.00 10.05 3.7% 4.38 1.6% 99% True False
10 274.05 256.11 17.94 6.5% 3.68 1.3% 99% True False
20 274.05 241.28 32.77 12.0% 3.15 1.1% 100% True False
40 274.05 241.28 32.77 12.0% 2.87 1.0% 100% True False
60 274.05 235.51 38.54 14.1% 2.78 1.0% 100% True False
80 274.05 229.91 44.14 16.1% 2.65 1.0% 100% True False
100 274.05 228.08 45.97 16.8% 2.87 1.0% 100% True False
120 274.05 228.08 45.97 16.8% 2.82 1.0% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 302.65
2.618 291.67
1.618 284.94
1.000 280.78
0.618 278.21
HIGH 274.05
0.618 271.48
0.500 270.69
0.382 269.89
LOW 267.32
0.618 263.16
1.000 260.59
1.618 256.43
2.618 249.70
4.250 238.72
Fisher Pivots for day following 22-Jan-1987
Pivot 1 day 3 day
R1 272.84 272.84
PP 271.76 271.76
S1 270.69 270.69

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

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