S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jan-1987
Day Change Summary
Previous Current
27-Jan-1987 28-Jan-1987 Change Change % Previous Week
Open 269.61 273.75 4.14 1.5% 266.28
High 274.31 275.71 1.40 0.5% 280.96
Low 269.61 273.03 3.42 1.3% 264.00
Close 273.75 275.40 1.65 0.6% 270.10
Range 4.70 2.68 -2.02 -43.0% 16.96
ATR 3.95 3.86 -0.09 -2.3% 0.00
Volume
Daily Pivots for day following 28-Jan-1987
Classic Woodie Camarilla DeMark
R4 282.75 281.76 276.87
R3 280.07 279.08 276.14
R2 277.39 277.39 275.89
R1 276.40 276.40 275.65 276.90
PP 274.71 274.71 274.71 274.96
S1 273.72 273.72 275.15 274.22
S2 272.03 272.03 274.91
S3 269.35 271.04 274.66
S4 266.67 268.36 273.93
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 5.0% 5.87 2.1% 59% False False
10 280.96 262.64 18.32 6.7% 4.85 1.8% 70% False False
20 280.96 241.28 39.68 14.4% 3.99 1.4% 86% False False
40 280.96 241.28 39.68 14.4% 3.24 1.2% 86% False False
60 280.96 235.51 45.45 16.5% 3.01 1.1% 88% False False
80 280.96 233.17 47.79 17.4% 2.79 1.0% 88% False False
100 280.96 228.08 52.88 19.2% 2.94 1.1% 89% False False
120 280.96 228.08 52.88 19.2% 2.92 1.1% 89% False 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 1.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 287.10
2.618 282.73
1.618 280.05
1.000 278.39
0.618 277.37
HIGH 275.71
0.618 274.69
0.500 274.37
0.382 274.05
LOW 273.03
0.618 271.37
1.000 270.35
1.618 268.69
2.618 266.01
4.250 261.64
Fisher Pivots for day following 28-Jan-1987
Pivot 1 day 3 day
R1 275.06 274.17
PP 274.71 272.95
S1 274.37 271.72

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

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