S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-1987
Day Change Summary
Previous Current
19-Mar-1987 20-Mar-1987 Change Change % Previous Week
Open 292.78 294.08 1.30 0.4% 289.89
High 294.46 298.17 3.71 1.3% 298.17
Low 292.26 294.08 1.82 0.6% 286.64
Close 294.08 298.17 4.09 1.4% 298.17
Range 2.20 4.09 1.89 85.9% 11.53
ATR 3.19 3.26 0.06 2.0% 0.00
Volume
Daily Pivots for day following 20-Mar-1987
Classic Woodie Camarilla DeMark
R4 309.08 307.71 300.42
R3 304.99 303.62 299.29
R2 300.90 300.90 298.92
R1 299.53 299.53 298.54 300.22
PP 296.81 296.81 296.81 297.15
S1 295.44 295.44 297.80 296.13
S2 292.72 292.72 297.42
S3 288.63 291.35 297.05
S4 284.54 287.26 295.92
Weekly Pivots for week ending 20-Mar-1987
Classic Woodie Camarilla DeMark
R4 328.92 325.07 304.51
R3 317.39 313.54 301.34
R2 305.86 305.86 300.28
R1 302.01 302.01 299.23 303.94
PP 294.33 294.33 294.33 295.29
S1 290.48 290.48 297.11 292.41
S2 282.80 282.80 296.06
S3 271.27 278.95 295.00
S4 259.74 267.42 291.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 298.17 286.64 11.53 3.9% 3.55 1.2% 100% True False
10 298.17 286.64 11.53 3.9% 3.16 1.1% 100% True False
20 298.17 279.37 18.80 6.3% 3.06 1.0% 100% True False
40 298.17 267.73 30.44 10.2% 3.63 1.2% 100% True False
60 298.17 241.28 56.89 19.1% 3.47 1.2% 100% True False
80 298.17 241.28 56.89 19.1% 3.25 1.1% 100% True False
100 298.17 235.51 62.66 21.0% 3.12 1.0% 100% True False
120 298.17 229.91 68.26 22.9% 2.97 1.0% 100% True 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 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 315.55
2.618 308.88
1.618 304.79
1.000 302.26
0.618 300.70
HIGH 298.17
0.618 296.61
0.500 296.13
0.382 295.64
LOW 294.08
0.618 291.55
1.000 289.99
1.618 287.46
2.618 283.37
4.250 276.70
Fisher Pivots for day following 20-Mar-1987
Pivot 1 day 3 day
R1 297.49 296.95
PP 296.81 295.74
S1 296.13 294.52

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

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