S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jan-1988
Day Change Summary
Previous Current
31-Dec-1987 04-Jan-1988 Change Change % Previous Week
Open 247.86 247.08 -0.78 -0.3% 252.02
High 247.86 256.44 8.58 3.5% 252.02
Low 236.71 247.08 10.37 4.4% 236.71
Close 247.08 255.94 8.86 3.6% 247.08
Range 11.15 9.36 -1.79 -16.1% 15.31
ATR 5.46 5.73 0.28 5.1% 0.00
Volume
Daily Pivots for day following 04-Jan-1988
Classic Woodie Camarilla DeMark
R4 281.23 277.95 261.09
R3 271.87 268.59 258.51
R2 262.51 262.51 257.66
R1 259.23 259.23 256.80 260.87
PP 253.15 253.15 253.15 253.98
S1 249.87 249.87 255.08 251.51
S2 243.79 243.79 254.22
S3 234.43 240.51 253.37
S4 225.07 231.15 250.79
Weekly Pivots for week ending 01-Jan-1988
Classic Woodie Camarilla DeMark
R4 291.20 284.45 255.50
R3 275.89 269.14 251.29
R2 260.58 260.58 249.89
R1 253.83 253.83 248.48 249.55
PP 245.27 245.27 245.27 243.13
S1 238.52 238.52 245.68 234.24
S2 229.96 229.96 244.27
S3 214.65 223.21 242.87
S4 199.34 207.90 238.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 256.44 236.71 19.73 7.7% 6.68 2.6% 97% True False
10 256.44 236.71 19.73 7.7% 4.94 1.9% 97% True False
20 256.44 221.24 35.20 13.8% 5.13 2.0% 99% True False
40 257.21 221.24 35.97 14.1% 5.51 2.2% 96% False False
60 319.34 216.46 102.88 40.2% 8.31 3.2% 38% False False
80 328.94 216.46 112.48 43.9% 7.33 2.9% 35% False False
100 337.89 216.46 121.43 47.4% 6.79 2.7% 33% False False
120 337.89 216.46 121.43 47.4% 6.19 2.4% 33% 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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 296.22
2.618 280.94
1.618 271.58
1.000 265.80
0.618 262.22
HIGH 256.44
0.618 252.86
0.500 251.76
0.382 250.66
LOW 247.08
0.618 241.30
1.000 237.72
1.618 231.94
2.618 222.58
4.250 207.30
Fisher Pivots for day following 04-Jan-1988
Pivot 1 day 3 day
R1 254.55 252.82
PP 253.15 249.70
S1 251.76 246.58

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

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