S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jan-1988
Day Change Summary
Previous Current
08-Jan-1988 11-Jan-1988 Change Change % Previous Week
Open 261.07 243.40 -17.67 -6.8% 247.08
High 261.07 247.51 -13.56 -5.2% 261.78
Low 242.95 241.07 -1.88 -0.8% 242.95
Close 243.40 247.49 4.09 1.7% 243.40
Range 18.12 6.44 -11.68 -64.5% 18.83
ATR 6.39 6.40 0.00 0.1% 0.00
Volume
Daily Pivots for day following 11-Jan-1988
Classic Woodie Camarilla DeMark
R4 264.68 262.52 251.03
R3 258.24 256.08 249.26
R2 251.80 251.80 248.67
R1 249.64 249.64 248.08 250.72
PP 245.36 245.36 245.36 245.90
S1 243.20 243.20 246.90 244.28
S2 238.92 238.92 246.31
S3 232.48 236.76 245.72
S4 226.04 230.32 243.95
Weekly Pivots for week ending 08-Jan-1988
Classic Woodie Camarilla DeMark
R4 305.87 293.46 253.76
R3 287.04 274.63 248.58
R2 268.21 268.21 246.85
R1 255.80 255.80 245.13 252.59
PP 249.38 249.38 249.38 247.77
S1 236.97 236.97 241.67 233.76
S2 230.55 230.55 239.95
S3 211.72 218.14 238.22
S4 192.89 199.31 233.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 261.78 241.07 20.71 8.4% 7.63 3.1% 31% False True
10 261.78 236.71 25.07 10.1% 7.16 2.9% 43% False False
20 261.78 233.35 28.43 11.5% 5.61 2.3% 50% False False
40 261.78 221.24 40.54 16.4% 5.62 2.3% 65% False False
60 305.23 216.46 88.77 35.9% 8.44 3.4% 35% False False
80 328.94 216.46 112.48 45.4% 7.52 3.0% 28% False False
100 337.89 216.46 121.43 49.1% 6.96 2.8% 26% False False
120 337.89 216.46 121.43 49.1% 6.38 2.6% 26% 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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 274.88
2.618 264.37
1.618 257.93
1.000 253.95
0.618 251.49
HIGH 247.51
0.618 245.05
0.500 244.29
0.382 243.53
LOW 241.07
0.618 237.09
1.000 234.63
1.618 230.65
2.618 224.21
4.250 213.70
Fisher Pivots for day following 11-Jan-1988
Pivot 1 day 3 day
R1 246.42 251.20
PP 245.36 249.96
S1 244.29 248.73

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

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