S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jan-1988
Day Change Summary
Previous Current
27-Jan-1988 28-Jan-1988 Change Change % Previous Week
Open 249.57 249.38 -0.19 -0.1% 252.05
High 253.02 253.66 0.64 0.3% 253.33
Low 248.50 249.38 0.88 0.4% 240.17
Close 249.38 253.29 3.91 1.6% 246.50
Range 4.52 4.28 -0.24 -5.3% 13.16
ATR 5.60 5.50 -0.09 -1.7% 0.00
Volume
Daily Pivots for day following 28-Jan-1988
Classic Woodie Camarilla DeMark
R4 264.95 263.40 255.64
R3 260.67 259.12 254.47
R2 256.39 256.39 254.07
R1 254.84 254.84 253.68 255.62
PP 252.11 252.11 252.11 252.50
S1 250.56 250.56 252.90 251.34
S2 247.83 247.83 252.51
S3 243.55 246.28 252.11
S4 239.27 242.00 250.94
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
5 253.66 243.14 10.52 4.2% 4.32 1.7% 96% True False
10 253.66 240.17 13.49 5.3% 4.91 1.9% 97% True False
20 261.78 236.71 25.07 9.9% 6.28 2.5% 66% False False
40 261.78 221.24 40.54 16.0% 5.52 2.2% 79% False False
60 261.78 221.24 40.54 16.0% 5.72 2.3% 79% False False
80 328.08 216.46 111.62 44.1% 7.70 3.0% 33% False False
100 328.94 216.46 112.48 44.4% 7.03 2.8% 33% False False
120 337.89 216.46 121.43 47.9% 6.62 2.6% 30% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 271.85
2.618 264.87
1.618 260.59
1.000 257.94
0.618 256.31
HIGH 253.66
0.618 252.03
0.500 251.52
0.382 251.01
LOW 249.38
0.618 246.73
1.000 245.10
1.618 242.45
2.618 238.17
4.250 231.19
Fisher Pivots for day following 28-Jan-1988
Pivot 1 day 3 day
R1 252.70 252.55
PP 252.11 251.82
S1 251.52 251.08

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

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