S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jan-1988
Day Change Summary
Previous Current
28-Jan-1988 29-Jan-1988 Change Change % Previous Week
Open 249.38 253.29 3.91 1.6% 246.50
High 253.66 257.07 3.41 1.3% 257.07
Low 249.38 252.70 3.32 1.3% 246.50
Close 253.29 257.07 3.78 1.5% 257.07
Range 4.28 4.37 0.09 2.1% 10.57
ATR 5.50 5.42 -0.08 -1.5% 0.00
Volume
Daily Pivots for day following 29-Jan-1988
Classic Woodie Camarilla DeMark
R4 268.72 267.27 259.47
R3 264.35 262.90 258.27
R2 259.98 259.98 257.87
R1 258.53 258.53 257.47 259.26
PP 255.61 255.61 255.61 255.98
S1 254.16 254.16 256.67 254.89
S2 251.24 251.24 256.27
S3 246.87 249.79 255.87
S4 242.50 245.42 254.67
Weekly Pivots for week ending 29-Jan-1988
Classic Woodie Camarilla DeMark
R4 285.26 281.73 262.88
R3 274.69 271.16 259.98
R2 264.12 264.12 259.01
R1 260.59 260.59 258.04 262.36
PP 253.55 253.55 253.55 254.43
S1 250.02 250.02 256.10 251.79
S2 242.98 242.98 255.13
S3 232.41 239.45 254.16
S4 221.84 228.88 251.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 257.07 246.50 10.57 4.1% 4.52 1.8% 100% True False
10 257.07 240.17 16.90 6.6% 4.57 1.8% 100% True False
20 261.78 240.17 21.61 8.4% 5.94 2.3% 78% False False
40 261.78 221.24 40.54 15.8% 5.52 2.1% 88% False False
60 261.78 221.24 40.54 15.8% 5.58 2.2% 88% False False
80 319.39 216.46 102.93 40.0% 7.65 3.0% 39% False False
100 328.94 216.46 112.48 43.8% 6.99 2.7% 36% False False
120 337.89 216.46 121.43 47.2% 6.61 2.6% 33% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 275.64
2.618 268.51
1.618 264.14
1.000 261.44
0.618 259.77
HIGH 257.07
0.618 255.40
0.500 254.89
0.382 254.37
LOW 252.70
0.618 250.00
1.000 248.33
1.618 245.63
2.618 241.26
4.250 234.13
Fisher Pivots for day following 29-Jan-1988
Pivot 1 day 3 day
R1 256.34 255.64
PP 255.61 254.21
S1 254.89 252.79

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

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