S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jan-1988
Day Change Summary
Previous Current
25-Jan-1988 26-Jan-1988 Change Change % Previous Week
Open 246.50 252.17 5.67 2.3% 252.05
High 252.87 252.17 -0.70 -0.3% 253.33
Low 246.50 249.10 2.60 1.1% 240.17
Close 252.17 249.57 -2.60 -1.0% 246.50
Range 6.37 3.07 -3.30 -51.8% 13.16
ATR 5.88 5.68 -0.20 -3.4% 0.00
Volume
Daily Pivots for day following 26-Jan-1988
Classic Woodie Camarilla DeMark
R4 259.49 257.60 251.26
R3 256.42 254.53 250.41
R2 253.35 253.35 250.13
R1 251.46 251.46 249.85 250.87
PP 250.28 250.28 250.28 249.99
S1 248.39 248.39 249.29 247.80
S2 247.21 247.21 249.01
S3 244.14 245.32 248.73
S4 241.07 242.25 247.88
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
5 252.87 240.17 12.70 5.1% 5.01 2.0% 74% False False
10 253.65 240.17 13.48 5.4% 5.12 2.0% 70% False False
20 261.78 236.71 25.07 10.0% 6.10 2.4% 51% False False
40 261.78 221.24 40.54 16.2% 5.76 2.3% 70% False False
60 261.78 221.24 40.54 16.2% 5.84 2.3% 70% False False
80 328.94 216.46 112.48 45.1% 7.65 3.1% 29% False False
100 328.94 216.46 112.48 45.1% 7.06 2.8% 29% False False
120 337.89 216.46 121.43 48.7% 6.61 2.6% 27% 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 0.89
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 265.22
2.618 260.21
1.618 257.14
1.000 255.24
0.618 254.07
HIGH 252.17
0.618 251.00
0.500 250.64
0.382 250.27
LOW 249.10
0.618 247.20
1.000 246.03
1.618 244.13
2.618 241.06
4.250 236.05
Fisher Pivots for day following 26-Jan-1988
Pivot 1 day 3 day
R1 250.64 249.05
PP 250.28 248.53
S1 249.93 248.01

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

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