S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Mar-1987
Day Change Summary
Previous Current
09-Mar-1987 10-Mar-1987 Change Change % Previous Week
Open 290.66 288.30 -2.36 -0.8% 284.20
High 290.66 290.88 0.22 0.1% 291.24
Low 287.12 287.89 0.77 0.3% 282.30
Close 288.30 290.86 2.56 0.9% 290.66
Range 3.54 2.99 -0.55 -15.5% 8.94
ATR 3.33 3.30 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 10-Mar-1987
Classic Woodie Camarilla DeMark
R4 298.85 297.84 292.50
R3 295.86 294.85 291.68
R2 292.87 292.87 291.41
R1 291.86 291.86 291.13 292.37
PP 289.88 289.88 289.88 290.13
S1 288.87 288.87 290.59 289.38
S2 286.89 286.89 290.31
S3 283.90 285.88 290.04
S4 280.91 282.89 289.22
Weekly Pivots for week ending 06-Mar-1987
Classic Woodie Camarilla DeMark
R4 314.89 311.71 295.58
R3 305.95 302.77 293.12
R2 297.01 297.01 292.30
R1 293.83 293.83 291.48 295.42
PP 288.07 288.07 288.07 288.86
S1 284.89 284.89 289.84 286.48
S2 279.13 279.13 289.02
S3 270.19 275.95 288.20
S4 261.25 267.01 285.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 291.24 284.12 7.12 2.4% 3.11 1.1% 95% False False
10 291.24 280.73 10.51 3.6% 2.80 1.0% 96% False False
20 291.24 273.49 17.75 6.1% 3.41 1.2% 98% False False
40 291.24 259.21 32.03 11.0% 3.76 1.3% 99% False False
60 291.24 241.28 49.96 17.2% 3.40 1.2% 99% False False
80 291.24 235.51 55.73 19.2% 3.30 1.1% 99% False False
100 291.24 234.78 56.46 19.4% 3.03 1.0% 99% False False
120 291.24 228.08 63.16 21.7% 2.95 1.0% 99% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 303.59
2.618 298.71
1.618 295.72
1.000 293.87
0.618 292.73
HIGH 290.88
0.618 289.74
0.500 289.39
0.382 289.03
LOW 287.89
0.618 286.04
1.000 284.90
1.618 283.05
2.618 280.06
4.250 275.18
Fisher Pivots for day following 10-Mar-1987
Pivot 1 day 3 day
R1 290.37 290.24
PP 289.88 289.62
S1 289.39 289.00

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

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