S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jan-1988
Day Change Summary
Previous Current
26-Jan-1988 27-Jan-1988 Change Change % Previous Week
Open 252.17 249.57 -2.60 -1.0% 252.05
High 252.17 253.02 0.85 0.3% 253.33
Low 249.10 248.50 -0.60 -0.2% 240.17
Close 249.57 249.38 -0.19 -0.1% 246.50
Range 3.07 4.52 1.45 47.2% 13.16
ATR 5.68 5.60 -0.08 -1.5% 0.00
Volume
Daily Pivots for day following 27-Jan-1988
Classic Woodie Camarilla DeMark
R4 263.86 261.14 251.87
R3 259.34 256.62 250.62
R2 254.82 254.82 250.21
R1 252.10 252.10 249.79 251.20
PP 250.30 250.30 250.30 249.85
S1 247.58 247.58 248.97 246.68
S2 245.78 245.78 248.55
S3 241.26 243.06 248.14
S4 236.74 238.54 246.89
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
5 253.02 240.17 12.85 5.2% 4.28 1.7% 72% True False
10 253.65 240.17 13.48 5.4% 4.78 1.9% 68% False False
20 261.78 236.71 25.07 10.1% 6.24 2.5% 51% False False
40 261.78 221.24 40.54 16.3% 5.51 2.2% 69% False False
60 261.78 221.24 40.54 16.3% 5.76 2.3% 69% False False
80 328.57 216.46 112.11 45.0% 7.68 3.1% 29% False False
100 328.94 216.46 112.48 45.1% 7.04 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 False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 272.23
2.618 264.85
1.618 260.33
1.000 257.54
0.618 255.81
HIGH 253.02
0.618 251.29
0.500 250.76
0.382 250.23
LOW 248.50
0.618 245.71
1.000 243.98
1.618 241.19
2.618 236.67
4.250 229.29
Fisher Pivots for day following 27-Jan-1988
Pivot 1 day 3 day
R1 250.76 249.76
PP 250.30 249.63
S1 249.84 249.51

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

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