S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Mar-1987
Day Change Summary
Previous Current
30-Mar-1987 31-Mar-1987 Change Change % Previous Week
Open 296.13 289.20 -6.93 -2.3% 298.17
High 296.13 291.87 -4.26 -1.4% 302.72
Low 286.69 289.07 2.38 0.8% 296.06
Close 289.20 291.70 2.50 0.9% 296.13
Range 9.44 2.80 -6.64 -70.3% 6.66
ATR 3.68 3.62 -0.06 -1.7% 0.00
Volume
Daily Pivots for day following 31-Mar-1987
Classic Woodie Camarilla DeMark
R4 299.28 298.29 293.24
R3 296.48 295.49 292.47
R2 293.68 293.68 292.21
R1 292.69 292.69 291.96 293.19
PP 290.88 290.88 290.88 291.13
S1 289.89 289.89 291.44 290.39
S2 288.08 288.08 291.19
S3 285.28 287.09 290.93
S4 282.48 284.29 290.16
Weekly Pivots for week ending 27-Mar-1987
Classic Woodie Camarilla DeMark
R4 318.28 313.87 299.79
R3 311.62 307.21 297.96
R2 304.96 304.96 297.35
R1 300.55 300.55 296.74 299.43
PP 298.30 298.30 298.30 297.74
S1 293.89 293.89 295.52 292.77
S2 291.64 291.64 294.91
S3 284.98 287.23 294.30
S4 278.32 280.57 292.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 302.72 286.69 16.03 5.5% 4.48 1.5% 31% False False
10 302.72 286.69 16.03 5.5% 3.79 1.3% 31% False False
20 302.72 284.12 18.60 6.4% 3.43 1.2% 41% False False
40 302.72 273.49 29.23 10.0% 3.48 1.2% 62% False False
60 302.72 252.14 50.58 17.3% 3.62 1.2% 78% False False
80 302.72 241.28 61.44 21.1% 3.40 1.2% 82% False False
100 302.72 235.51 67.21 23.0% 3.26 1.1% 84% False False
120 302.72 234.37 68.35 23.4% 3.05 1.0% 84% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 303.77
2.618 299.20
1.618 296.40
1.000 294.67
0.618 293.60
HIGH 291.87
0.618 290.80
0.500 290.47
0.382 290.14
LOW 289.07
0.618 287.34
1.000 286.27
1.618 284.54
2.618 281.74
4.250 277.17
Fisher Pivots for day following 31-Mar-1987
Pivot 1 day 3 day
R1 291.29 294.05
PP 290.88 293.27
S1 290.47 292.48

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

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