S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Apr-1987
Day Change Summary
Previous Current
03-Apr-1987 06-Apr-1987 Change Change % Previous Week
Open 293.63 300.41 6.78 2.3% 296.13
High 301.30 302.21 0.91 0.3% 301.30
Low 292.30 300.41 8.11 2.8% 286.69
Close 300.41 301.95 1.54 0.5% 300.41
Range 9.00 1.80 -7.20 -80.0% 14.61
ATR 3.95 3.80 -0.15 -3.9% 0.00
Volume
Daily Pivots for day following 06-Apr-1987
Classic Woodie Camarilla DeMark
R4 306.92 306.24 302.94
R3 305.12 304.44 302.45
R2 303.32 303.32 302.28
R1 302.64 302.64 302.12 302.98
PP 301.52 301.52 301.52 301.70
S1 300.84 300.84 301.79 301.18
S2 299.72 299.72 301.62
S3 297.92 299.04 301.46
S4 296.12 297.24 300.96
Weekly Pivots for week ending 03-Apr-1987
Classic Woodie Camarilla DeMark
R4 339.96 334.80 308.45
R3 325.35 320.19 304.43
R2 310.74 310.74 303.09
R1 305.58 305.58 301.75 308.16
PP 296.13 296.13 296.13 297.43
S1 290.97 290.97 299.07 293.55
S2 281.52 281.52 297.73
S3 266.91 276.36 296.39
S4 252.30 261.75 292.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 302.21 288.34 13.87 4.6% 4.02 1.3% 98% True False
10 302.72 286.69 16.03 5.3% 4.15 1.4% 95% False False
20 302.72 286.64 16.08 5.3% 3.66 1.2% 95% False False
40 302.72 273.49 29.23 9.7% 3.53 1.2% 97% False False
60 302.72 257.92 44.80 14.8% 3.73 1.2% 98% False False
80 302.72 241.28 61.44 20.3% 3.48 1.2% 99% False False
100 302.72 235.51 67.21 22.3% 3.36 1.1% 99% False False
120 302.72 234.78 67.94 22.5% 3.14 1.0% 99% False 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 0.40
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 309.86
2.618 306.92
1.618 305.12
1.000 304.01
0.618 303.32
HIGH 302.21
0.618 301.52
0.500 301.31
0.382 301.10
LOW 300.41
0.618 299.30
1.000 298.61
1.618 297.50
2.618 295.70
4.250 292.76
Fisher Pivots for day following 06-Apr-1987
Pivot 1 day 3 day
R1 301.74 300.34
PP 301.52 298.73
S1 301.31 297.12

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

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