S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Apr-1987
Day Change Summary
Previous Current
27-Apr-1987 28-Apr-1987 Change Change % Previous Week
Open 281.52 281.83 0.31 0.1% 286.91
High 284.45 285.95 1.50 0.5% 293.46
Low 276.22 281.83 5.61 2.0% 281.18
Close 281.83 282.51 0.68 0.2% 281.52
Range 8.23 4.12 -4.11 -49.9% 12.28
ATR 5.47 5.37 -0.10 -1.8% 0.00
Volume
Daily Pivots for day following 28-Apr-1987
Classic Woodie Camarilla DeMark
R4 295.79 293.27 284.78
R3 291.67 289.15 283.64
R2 287.55 287.55 283.27
R1 285.03 285.03 282.89 286.29
PP 283.43 283.43 283.43 284.06
S1 280.91 280.91 282.13 282.17
S2 279.31 279.31 281.75
S3 275.19 276.79 281.38
S4 271.07 272.67 280.24
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% 5.86 2.1% 36% False False
10 293.46 275.67 17.79 6.3% 6.44 2.3% 38% False False
20 303.65 275.67 27.98 9.9% 5.61 2.0% 24% False False
40 303.65 275.67 27.98 9.9% 4.48 1.6% 24% False False
60 303.65 273.16 30.49 10.8% 4.21 1.5% 31% False False
80 303.65 246.45 57.20 20.2% 4.16 1.5% 63% False False
100 303.65 241.28 62.37 22.1% 3.83 1.4% 66% False False
120 303.65 235.51 68.14 24.1% 3.64 1.3% 69% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.99
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 303.46
2.618 296.74
1.618 292.62
1.000 290.07
0.618 288.50
HIGH 285.95
0.618 284.38
0.500 283.89
0.382 283.40
LOW 281.83
0.618 279.28
1.000 277.71
1.618 275.16
2.618 271.04
4.250 264.32
Fisher Pivots for day following 28-Apr-1987
Pivot 1 day 3 day
R1 283.89 282.18
PP 283.43 281.85
S1 282.97 281.52

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

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