S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jan-1988
Day Change Summary
Previous Current
21-Jan-1988 22-Jan-1988 Change Change % Previous Week
Open 242.63 243.14 0.51 0.2% 252.05
High 244.25 246.50 2.25 0.9% 253.33
Low 240.17 243.14 2.97 1.2% 240.17
Close 243.14 246.50 3.36 1.4% 246.50
Range 4.08 3.36 -0.72 -17.6% 13.16
ATR 6.04 5.85 -0.19 -3.2% 0.00
Volume
Daily Pivots for day following 22-Jan-1988
Classic Woodie Camarilla DeMark
R4 255.46 254.34 248.35
R3 252.10 250.98 247.42
R2 248.74 248.74 247.12
R1 247.62 247.62 246.81 248.18
PP 245.38 245.38 245.38 245.66
S1 244.26 244.26 246.19 244.82
S2 242.02 242.02 245.88
S3 238.66 240.90 245.58
S4 235.30 237.54 244.65
Weekly Pivots for week ending 22-Jan-1988
Classic Woodie Camarilla DeMark
R4 286.15 279.48 253.74
R3 272.99 266.32 250.12
R2 259.83 259.83 248.91
R1 253.16 253.16 247.71 249.92
PP 246.67 246.67 246.67 245.04
S1 240.00 240.00 245.29 236.76
S2 233.51 233.51 244.09
S3 220.35 226.84 242.88
S4 207.19 213.68 239.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 253.33 240.17 13.16 5.3% 4.62 1.9% 48% False False
10 253.65 240.17 13.48 5.5% 5.52 2.2% 47% False False
20 261.78 236.71 25.07 10.2% 6.09 2.5% 39% False False
40 261.78 221.24 40.54 16.4% 5.68 2.3% 62% False False
60 261.78 221.24 40.54 16.4% 6.11 2.5% 62% False False
80 328.94 216.46 112.48 45.6% 7.63 3.1% 27% False False
100 332.18 216.46 115.72 46.9% 7.12 2.9% 26% False False
120 337.89 216.46 121.43 49.3% 6.59 2.7% 25% False False
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 260.78
2.618 255.30
1.618 251.94
1.000 249.86
0.618 248.58
HIGH 246.50
0.618 245.22
0.500 244.82
0.382 244.42
LOW 243.14
0.618 241.06
1.000 239.78
1.618 237.70
2.618 234.34
4.250 228.86
Fisher Pivots for day following 22-Jan-1988
Pivot 1 day 3 day
R1 245.94 245.92
PP 245.38 245.33
S1 244.82 244.75

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

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