S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jan-1988
Day Change Summary
Previous Current
20-Jan-1988 21-Jan-1988 Change Change % Previous Week
Open 249.32 242.63 -6.69 -2.7% 243.40
High 249.32 244.25 -5.07 -2.0% 253.65
Low 241.14 240.17 -0.97 -0.4% 240.46
Close 242.63 243.14 0.51 0.2% 252.05
Range 8.18 4.08 -4.10 -50.1% 13.19
ATR 6.19 6.04 -0.15 -2.4% 0.00
Volume
Daily Pivots for day following 21-Jan-1988
Classic Woodie Camarilla DeMark
R4 254.76 253.03 245.38
R3 250.68 248.95 244.26
R2 246.60 246.60 243.89
R1 244.87 244.87 243.51 245.74
PP 242.52 242.52 242.52 242.95
S1 240.79 240.79 242.77 241.66
S2 238.44 238.44 242.39
S3 234.36 236.71 242.02
S4 230.28 232.63 240.90
Weekly Pivots for week ending 15-Jan-1988
Classic Woodie Camarilla DeMark
R4 288.29 283.36 259.30
R3 275.10 270.17 255.68
R2 261.91 261.91 254.47
R1 256.98 256.98 253.26 259.45
PP 248.72 248.72 248.72 249.95
S1 243.79 243.79 250.84 246.26
S2 235.53 235.53 249.63
S3 222.34 230.60 248.42
S4 209.15 217.41 244.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 253.65 240.17 13.48 5.5% 5.50 2.3% 22% False True
10 261.07 240.17 20.90 8.6% 7.00 2.9% 14% False True
20 261.78 236.71 25.07 10.3% 6.09 2.5% 26% False False
40 261.78 221.24 40.54 16.7% 5.72 2.4% 54% False False
60 261.78 221.24 40.54 16.7% 6.22 2.6% 54% False False
80 328.94 216.46 112.48 46.3% 7.64 3.1% 24% False False
100 332.18 216.46 115.72 47.6% 7.12 2.9% 23% False False
120 337.89 216.46 121.43 49.9% 6.59 2.7% 22% 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 1.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 261.59
2.618 254.93
1.618 250.85
1.000 248.33
0.618 246.77
HIGH 244.25
0.618 242.69
0.500 242.21
0.382 241.73
LOW 240.17
0.618 237.65
1.000 236.09
1.618 233.57
2.618 229.49
4.250 222.83
Fisher Pivots for day following 21-Jan-1988
Pivot 1 day 3 day
R1 242.83 246.75
PP 242.52 245.55
S1 242.21 244.34

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

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