S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Mar-1987
Day Change Summary
Previous Current
16-Mar-1987 17-Mar-1987 Change Change % Previous Week
Open 289.89 288.23 -1.66 -0.6% 290.66
High 289.89 292.47 2.58 0.9% 292.51
Low 286.64 287.96 1.32 0.5% 287.12
Close 288.23 292.47 4.24 1.5% 289.89
Range 3.25 4.51 1.26 38.8% 5.39
ATR 3.14 3.23 0.10 3.1% 0.00
Volume
Daily Pivots for day following 17-Mar-1987
Classic Woodie Camarilla DeMark
R4 304.50 302.99 294.95
R3 299.99 298.48 293.71
R2 295.48 295.48 293.30
R1 293.97 293.97 292.88 294.73
PP 290.97 290.97 290.97 291.34
S1 289.46 289.46 292.06 290.22
S2 286.46 286.46 291.64
S3 281.95 284.95 291.23
S4 277.44 280.44 289.99
Weekly Pivots for week ending 13-Mar-1987
Classic Woodie Camarilla DeMark
R4 306.01 303.34 292.85
R3 300.62 297.95 291.37
R2 295.23 295.23 290.88
R1 292.56 292.56 290.38 291.20
PP 289.84 289.84 289.84 289.16
S1 287.17 287.17 289.40 285.81
S2 284.45 284.45 288.90
S3 279.06 281.78 288.41
S4 273.67 276.39 286.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 292.51 286.64 5.87 2.0% 3.02 1.0% 99% False False
10 292.51 284.12 8.39 2.9% 3.07 1.0% 100% False False
20 292.51 279.37 13.14 4.5% 2.99 1.0% 100% False False
40 292.51 267.32 25.19 8.6% 3.72 1.3% 100% False False
60 292.51 241.28 51.23 17.5% 3.46 1.2% 100% False False
80 292.51 237.66 54.85 18.8% 3.27 1.1% 100% False False
100 292.51 235.51 57.00 19.5% 3.09 1.1% 100% False False
120 292.51 228.08 64.43 22.0% 3.00 1.0% 100% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 311.64
2.618 304.28
1.618 299.77
1.000 296.98
0.618 295.26
HIGH 292.47
0.618 290.75
0.500 290.22
0.382 289.68
LOW 287.96
0.618 285.17
1.000 283.45
1.618 280.66
2.618 276.15
4.250 268.79
Fisher Pivots for day following 17-Mar-1987
Pivot 1 day 3 day
R1 291.72 291.50
PP 290.97 290.53
S1 290.22 289.56

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

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