S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-May-1988
Day Change Summary
Previous Current
12-May-1988 13-May-1988 Change Change % Previous Week
Open 253.31 253.85 0.54 0.2% 257.48
High 254.87 256.83 1.96 0.8% 258.30
Low 253.31 253.85 0.54 0.2% 252.32
Close 253.85 256.78 2.93 1.2% 256.78
Range 1.56 2.98 1.42 91.0% 5.98
ATR 3.12 3.11 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 13-May-1988
Classic Woodie Camarilla DeMark
R4 264.76 263.75 258.42
R3 261.78 260.77 257.60
R2 258.80 258.80 257.33
R1 257.79 257.79 257.05 258.30
PP 255.82 255.82 255.82 256.07
S1 254.81 254.81 256.51 255.32
S2 252.84 252.84 256.23
S3 249.86 251.83 255.96
S4 246.88 248.85 255.14
Weekly Pivots for week ending 13-May-1988
Classic Woodie Camarilla DeMark
R4 273.74 271.24 260.07
R3 267.76 265.26 258.42
R2 261.78 261.78 257.88
R1 259.28 259.28 257.33 257.54
PP 255.80 255.80 255.80 254.93
S1 253.30 253.30 256.23 251.56
S2 249.82 249.82 255.68
S3 243.84 247.32 255.14
S4 237.86 241.34 253.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 258.30 252.32 5.98 2.3% 3.00 1.2% 75% False False
10 263.70 252.32 11.38 4.4% 2.71 1.1% 39% False False
20 265.09 252.32 12.77 5.0% 2.92 1.1% 35% False False
40 272.64 252.32 20.32 7.9% 3.39 1.3% 22% False False
60 272.64 252.32 20.32 7.9% 3.32 1.3% 22% False False
80 272.64 240.17 32.47 12.6% 3.43 1.3% 51% False False
100 272.64 236.71 35.93 14.0% 3.95 1.5% 56% False False
120 272.64 221.24 51.40 20.0% 4.18 1.6% 69% 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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 269.50
2.618 264.63
1.618 261.65
1.000 259.81
0.618 258.67
HIGH 256.83
0.618 255.69
0.500 255.34
0.382 254.99
LOW 253.85
0.618 252.01
1.000 250.87
1.618 249.03
2.618 246.05
4.250 241.19
Fisher Pivots for day following 13-May-1988
Pivot 1 day 3 day
R1 256.30 256.18
PP 255.82 255.57
S1 255.34 254.97

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

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