S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Apr-1987
Day Change Summary
Previous Current
31-Mar-1987 01-Apr-1987 Change Change % Previous Week
Open 289.20 291.70 2.50 0.9% 298.17
High 291.87 292.39 0.52 0.2% 302.72
Low 289.07 288.34 -0.73 -0.3% 296.06
Close 291.70 292.39 0.69 0.2% 296.13
Range 2.80 4.05 1.25 44.6% 6.66
ATR 3.62 3.65 0.03 0.9% 0.00
Volume
Daily Pivots for day following 01-Apr-1987
Classic Woodie Camarilla DeMark
R4 303.19 301.84 294.62
R3 299.14 297.79 293.50
R2 295.09 295.09 293.13
R1 293.74 293.74 292.76 294.42
PP 291.04 291.04 291.04 291.38
S1 289.69 289.69 292.02 290.37
S2 286.99 286.99 291.65
S3 282.94 285.64 291.28
S4 278.89 281.59 290.16
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% 4.80 1.6% 36% False False
10 302.72 286.69 16.03 5.5% 3.82 1.3% 36% False False
20 302.72 286.64 16.08 5.5% 3.40 1.2% 36% False False
40 302.72 273.49 29.23 10.0% 3.53 1.2% 65% False False
60 302.72 252.65 50.07 17.1% 3.65 1.2% 79% False False
80 302.72 241.28 61.44 21.0% 3.41 1.2% 83% False False
100 302.72 235.51 67.21 23.0% 3.27 1.1% 85% False False
120 302.72 234.37 68.35 23.4% 3.07 1.0% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 309.60
2.618 302.99
1.618 298.94
1.000 296.44
0.618 294.89
HIGH 292.39
0.618 290.84
0.500 290.37
0.382 289.89
LOW 288.34
0.618 285.84
1.000 284.29
1.618 281.79
2.618 277.74
4.250 271.13
Fisher Pivots for day following 01-Apr-1987
Pivot 1 day 3 day
R1 291.72 292.06
PP 291.04 291.74
S1 290.37 291.41

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

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