S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Apr-1987
Day Change Summary
Previous Current
15-Apr-1987 16-Apr-1987 Change Change % Previous Week
Open 279.16 284.44 5.28 1.9% 300.41
High 285.14 289.57 4.43 1.6% 303.65
Low 279.16 284.44 5.28 1.9% 290.94
Close 284.44 286.91 2.47 0.9% 292.49
Range 5.98 5.13 -0.85 -14.2% 12.71
ATR 4.83 4.85 0.02 0.4% 0.00
Volume
Daily Pivots for day following 16-Apr-1987
Classic Woodie Camarilla DeMark
R4 302.36 299.77 289.73
R3 297.23 294.64 288.32
R2 292.10 292.10 287.85
R1 289.51 289.51 287.38 290.81
PP 286.97 286.97 286.97 287.62
S1 284.38 284.38 286.44 285.68
S2 281.84 281.84 285.97
S3 276.71 279.25 285.50
S4 271.58 274.12 284.09
Weekly Pivots for week ending 10-Apr-1987
Classic Woodie Camarilla DeMark
R4 333.82 325.87 299.48
R3 321.11 313.16 295.99
R2 308.40 308.40 294.82
R1 300.45 300.45 293.66 298.07
PP 295.69 295.69 295.69 294.51
S1 287.74 287.74 291.32 285.36
S2 282.98 282.98 290.16
S3 270.27 275.03 288.99
S4 257.56 262.32 285.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 293.74 275.67 18.07 6.3% 6.32 2.2% 62% False False
10 303.65 275.67 27.98 9.8% 5.96 2.1% 40% False False
20 303.65 275.67 27.98 9.8% 4.90 1.7% 40% False False
40 303.65 275.67 27.98 9.8% 3.92 1.4% 40% False False
60 303.65 267.32 36.33 12.7% 4.10 1.4% 54% False False
80 303.65 241.28 62.37 21.7% 3.81 1.3% 73% False False
100 303.65 241.28 62.37 21.7% 3.57 1.2% 73% False False
120 303.65 235.51 68.14 23.7% 3.40 1.2% 75% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.67
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 311.37
2.618 303.00
1.618 297.87
1.000 294.70
0.618 292.74
HIGH 289.57
0.618 287.61
0.500 287.01
0.382 286.40
LOW 284.44
0.618 281.27
1.000 279.31
1.618 276.14
2.618 271.01
4.250 262.64
Fisher Pivots for day following 16-Apr-1987
Pivot 1 day 3 day
R1 287.01 285.48
PP 286.97 284.05
S1 286.94 282.62

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

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