S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Mar-1987
Day Change Summary
Previous Current
23-Mar-1987 24-Mar-1987 Change Change % Previous Week
Open 298.17 301.16 2.99 1.0% 289.89
High 301.17 301.92 0.75 0.2% 298.17
Low 297.50 300.14 2.64 0.9% 286.64
Close 301.16 301.64 0.48 0.2% 298.17
Range 3.67 1.78 -1.89 -51.5% 11.53
ATR 3.29 3.18 -0.11 -3.3% 0.00
Volume
Daily Pivots for day following 24-Mar-1987
Classic Woodie Camarilla DeMark
R4 306.57 305.89 302.62
R3 304.79 304.11 302.13
R2 303.01 303.01 301.97
R1 302.33 302.33 301.80 302.67
PP 301.23 301.23 301.23 301.41
S1 300.55 300.55 301.48 300.89
S2 299.45 299.45 301.31
S3 297.67 298.77 301.15
S4 295.89 296.99 300.66
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
5 301.92 290.87 11.05 3.7% 3.09 1.0% 97% True False
10 301.92 286.64 15.28 5.1% 3.06 1.0% 98% True False
20 301.92 280.73 21.19 7.0% 2.93 1.0% 99% True False
40 301.92 269.61 32.31 10.7% 3.38 1.1% 99% True False
60 301.92 241.28 60.64 20.1% 3.53 1.2% 100% True False
80 301.92 241.28 60.64 20.1% 3.28 1.1% 100% True False
100 301.92 235.51 66.41 22.0% 3.14 1.0% 100% True False
120 301.92 232.77 69.15 22.9% 2.97 1.0% 100% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.66
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 309.49
2.618 306.58
1.618 304.80
1.000 303.70
0.618 303.02
HIGH 301.92
0.618 301.24
0.500 301.03
0.382 300.82
LOW 300.14
0.618 299.04
1.000 298.36
1.618 297.26
2.618 295.48
4.250 292.58
Fisher Pivots for day following 24-Mar-1987
Pivot 1 day 3 day
R1 301.44 300.43
PP 301.23 299.21
S1 301.03 298.00

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

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