S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jan-1987
Day Change Summary
Previous Current
23-Jan-1987 26-Jan-1987 Change Change % Previous Week
Open 273.91 270.10 -3.81 -1.4% 266.28
High 280.96 270.40 -10.56 -3.8% 280.96
Low 268.41 267.73 -0.68 -0.3% 264.00
Close 270.10 269.61 -0.49 -0.2% 270.10
Range 12.55 2.67 -9.88 -78.7% 16.96
ATR 3.98 3.89 -0.09 -2.4% 0.00
Volume
Daily Pivots for day following 26-Jan-1987
Classic Woodie Camarilla DeMark
R4 277.26 276.10 271.08
R3 274.59 273.43 270.34
R2 271.92 271.92 270.10
R1 270.76 270.76 269.85 270.01
PP 269.25 269.25 269.25 268.87
S1 268.09 268.09 269.37 267.34
S2 266.58 266.58 269.12
S3 263.91 265.42 268.88
S4 261.24 262.75 268.14
Weekly Pivots for week ending 23-Jan-1987
Classic Woodie Camarilla DeMark
R4 322.57 313.29 279.43
R3 305.61 296.33 274.76
R2 288.65 288.65 273.21
R1 279.37 279.37 271.65 284.01
PP 271.69 271.69 271.69 274.01
S1 262.41 262.41 268.55 267.05
S2 254.73 254.73 266.99
S3 237.77 245.45 265.44
S4 220.81 228.49 260.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 280.96 267.32 13.64 5.1% 5.77 2.1% 17% False False
10 280.96 259.21 21.75 8.1% 4.55 1.7% 48% False False
20 280.96 241.28 39.68 14.7% 3.83 1.4% 71% False False
40 280.96 241.28 39.68 14.7% 3.18 1.2% 71% False False
60 280.96 235.51 45.45 16.9% 2.97 1.1% 75% False False
80 280.96 232.77 48.19 17.9% 2.76 1.0% 76% False False
100 280.96 228.08 52.88 19.6% 2.94 1.1% 79% False False
120 280.96 228.08 52.88 19.6% 2.89 1.1% 79% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.36
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 281.75
2.618 277.39
1.618 274.72
1.000 273.07
0.618 272.05
HIGH 270.40
0.618 269.38
0.500 269.07
0.382 268.75
LOW 267.73
0.618 266.08
1.000 265.06
1.618 263.41
2.618 260.74
4.250 256.38
Fisher Pivots for day following 26-Jan-1987
Pivot 1 day 3 day
R1 269.43 274.14
PP 269.25 272.63
S1 269.07 271.12

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

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