S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jan-1988
Day Change Summary
Previous Current
11-Jan-1988 12-Jan-1988 Change Change % Previous Week
Open 243.40 247.49 4.09 1.7% 247.08
High 247.51 247.49 -0.02 0.0% 261.78
Low 241.07 240.46 -0.61 -0.3% 242.95
Close 247.49 245.42 -2.07 -0.8% 243.40
Range 6.44 7.03 0.59 9.2% 18.83
ATR 6.40 6.44 0.05 0.7% 0.00
Volume
Daily Pivots for day following 12-Jan-1988
Classic Woodie Camarilla DeMark
R4 265.55 262.51 249.29
R3 258.52 255.48 247.35
R2 251.49 251.49 246.71
R1 248.45 248.45 246.06 246.46
PP 244.46 244.46 244.46 243.46
S1 241.42 241.42 244.78 239.43
S2 237.43 237.43 244.13
S3 230.40 234.39 243.49
S4 223.37 227.36 241.55
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
5 261.32 240.46 20.86 8.5% 7.87 3.2% 24% False True
10 261.78 236.71 25.07 10.2% 7.08 2.9% 35% False False
20 261.78 235.04 26.74 10.9% 5.86 2.4% 39% False False
40 261.78 221.24 40.54 16.5% 5.60 2.3% 60% False False
60 298.92 216.46 82.46 33.6% 8.43 3.4% 35% False False
80 328.94 216.46 112.48 45.8% 7.58 3.1% 26% False False
100 337.89 216.46 121.43 49.5% 7.00 2.9% 24% False False
120 337.89 216.46 121.43 49.5% 6.42 2.6% 24% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 277.37
2.618 265.89
1.618 258.86
1.000 254.52
0.618 251.83
HIGH 247.49
0.618 244.80
0.500 243.98
0.382 243.15
LOW 240.46
0.618 236.12
1.000 233.43
1.618 229.09
2.618 222.06
4.250 210.58
Fisher Pivots for day following 12-Jan-1988
Pivot 1 day 3 day
R1 244.94 250.77
PP 244.46 248.98
S1 243.98 247.20

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

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