S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Apr-1987
Day Change Summary
Previous Current
24-Apr-1987 27-Apr-1987 Change Change % Previous Week
Open 286.82 281.52 -5.30 -1.8% 286.91
High 286.82 284.45 -2.37 -0.8% 293.46
Low 281.18 276.22 -4.96 -1.8% 281.18
Close 281.52 281.83 0.31 0.1% 281.52
Range 5.64 8.23 2.59 45.9% 12.28
ATR 5.26 5.47 0.21 4.0% 0.00
Volume
Daily Pivots for day following 27-Apr-1987
Classic Woodie Camarilla DeMark
R4 305.52 301.91 286.36
R3 297.29 293.68 284.09
R2 289.06 289.06 283.34
R1 285.45 285.45 282.58 287.26
PP 280.83 280.83 280.83 281.74
S1 277.22 277.22 281.08 279.03
S2 272.60 272.60 280.32
S3 264.37 268.99 279.57
S4 256.14 260.76 277.30
Weekly Pivots for week ending 24-Apr-1987
Classic Woodie Camarilla DeMark
R4 322.23 314.15 288.27
R3 309.95 301.87 284.90
R2 297.67 297.67 283.77
R1 289.59 289.59 282.65 287.49
PP 285.39 285.39 285.39 284.34
S1 277.31 277.31 280.39 275.21
S2 273.11 273.11 279.27
S3 260.83 265.03 278.14
S4 248.55 252.75 274.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 293.46 276.22 17.24 6.1% 7.07 2.5% 33% False True
10 293.46 275.67 17.79 6.3% 6.80 2.4% 35% False False
20 303.65 275.67 27.98 9.9% 5.88 2.1% 22% False False
40 303.65 275.67 27.98 9.9% 4.44 1.6% 22% False False
60 303.65 271.38 32.27 11.5% 4.19 1.5% 32% False False
80 303.65 242.17 61.48 21.8% 4.16 1.5% 65% False False
100 303.65 241.28 62.37 22.1% 3.80 1.4% 65% False False
120 303.65 235.51 68.14 24.2% 3.62 1.3% 68% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 319.43
2.618 306.00
1.618 297.77
1.000 292.68
0.618 289.54
HIGH 284.45
0.618 281.31
0.500 280.34
0.382 279.36
LOW 276.22
0.618 271.13
1.000 267.99
1.618 262.90
2.618 254.67
4.250 241.24
Fisher Pivots for day following 27-Apr-1987
Pivot 1 day 3 day
R1 281.33 282.67
PP 280.83 282.39
S1 280.34 282.11

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

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