S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jan-1987
Day Change Summary
Previous Current
29-Jan-1987 30-Jan-1987 Change Change % Previous Week
Open 275.40 274.24 -1.16 -0.4% 270.10
High 276.85 274.24 -2.61 -0.9% 276.85
Low 272.54 271.38 -1.16 -0.4% 267.73
Close 274.24 274.08 -0.16 -0.1% 274.08
Range 4.31 2.86 -1.45 -33.6% 9.12
ATR 3.89 3.82 -0.07 -1.9% 0.00
Volume
Daily Pivots for day following 30-Jan-1987
Classic Woodie Camarilla DeMark
R4 281.81 280.81 275.65
R3 278.95 277.95 274.87
R2 276.09 276.09 274.60
R1 275.09 275.09 274.34 274.16
PP 273.23 273.23 273.23 272.77
S1 272.23 272.23 273.82 271.30
S2 270.37 270.37 273.56
S3 267.51 269.37 273.29
S4 264.65 266.51 272.51
Weekly Pivots for week ending 30-Jan-1987
Classic Woodie Camarilla DeMark
R4 300.25 296.28 279.10
R3 291.13 287.16 276.59
R2 282.01 282.01 275.75
R1 278.04 278.04 274.92 280.03
PP 272.89 272.89 272.89 273.88
S1 268.92 268.92 273.24 270.91
S2 263.77 263.77 272.41
S3 254.65 259.80 271.57
S4 245.53 250.68 269.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 276.85 267.73 9.12 3.3% 3.44 1.3% 70% False False
10 280.96 264.00 16.96 6.2% 4.87 1.8% 59% False False
20 280.96 246.45 34.51 12.6% 4.00 1.5% 80% False False
40 280.96 241.28 39.68 14.5% 3.26 1.2% 83% False False
60 280.96 235.51 45.45 16.6% 3.07 1.1% 85% False False
80 280.96 233.68 47.28 17.3% 2.83 1.0% 85% False False
100 280.96 228.08 52.88 19.3% 2.94 1.1% 87% False False
120 280.96 228.08 52.88 19.3% 2.93 1.1% 87% 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 1.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 286.40
2.618 281.73
1.618 278.87
1.000 277.10
0.618 276.01
HIGH 274.24
0.618 273.15
0.500 272.81
0.382 272.47
LOW 271.38
0.618 269.61
1.000 268.52
1.618 266.75
2.618 263.89
4.250 259.23
Fisher Pivots for day following 30-Jan-1987
Pivot 1 day 3 day
R1 273.66 274.12
PP 273.23 274.10
S1 272.81 274.09

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

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