S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jan-1988
Day Change Summary
Previous Current
13-Jan-1988 14-Jan-1988 Change Change % Previous Week
Open 245.42 245.81 0.39 0.2% 247.08
High 249.25 247.00 -2.25 -0.9% 261.78
Low 241.41 243.97 2.56 1.1% 242.95
Close 245.81 245.88 0.07 0.0% 243.40
Range 7.84 3.03 -4.81 -61.4% 18.83
ATR 6.54 6.29 -0.25 -3.8% 0.00
Volume
Daily Pivots for day following 14-Jan-1988
Classic Woodie Camarilla DeMark
R4 254.71 253.32 247.55
R3 251.68 250.29 246.71
R2 248.65 248.65 246.44
R1 247.26 247.26 246.16 247.96
PP 245.62 245.62 245.62 245.96
S1 244.23 244.23 245.60 244.93
S2 242.59 242.59 245.32
S3 239.56 241.20 245.05
S4 236.53 238.17 244.21
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
5 261.07 240.46 20.61 8.4% 8.49 3.5% 26% False False
10 261.78 236.71 25.07 10.2% 7.66 3.1% 37% False False
20 261.78 236.71 25.07 10.2% 5.82 2.4% 37% False False
40 261.78 221.24 40.54 16.5% 5.66 2.3% 61% False False
60 261.78 216.46 45.32 18.4% 7.36 3.0% 65% False False
80 328.94 216.46 112.48 45.7% 7.59 3.1% 26% False False
100 337.89 216.46 121.43 49.4% 7.03 2.9% 24% False False
120 337.89 216.46 121.43 49.4% 6.47 2.6% 24% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 259.88
2.618 254.93
1.618 251.90
1.000 250.03
0.618 248.87
HIGH 247.00
0.618 245.84
0.500 245.49
0.382 245.13
LOW 243.97
0.618 242.10
1.000 240.94
1.618 239.07
2.618 236.04
4.250 231.09
Fisher Pivots for day following 14-Jan-1988
Pivot 1 day 3 day
R1 245.75 245.54
PP 245.62 245.20
S1 245.49 244.86

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

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