S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-May-1987
Day Change Summary
Previous Current
30-Apr-1987 01-May-1987 Change Change % Previous Week
Open 284.57 288.36 3.79 1.3% 281.52
High 290.08 289.71 -0.37 -0.1% 290.08
Low 284.57 286.52 1.95 0.7% 276.22
Close 288.36 288.03 -0.33 -0.1% 288.03
Range 5.51 3.19 -2.32 -42.1% 13.86
ATR 5.29 5.14 -0.15 -2.8% 0.00
Volume
Daily Pivots for day following 01-May-1987
Classic Woodie Camarilla DeMark
R4 297.66 296.03 289.78
R3 294.47 292.84 288.91
R2 291.28 291.28 288.61
R1 289.65 289.65 288.32 288.87
PP 288.09 288.09 288.09 287.70
S1 286.46 286.46 287.74 285.68
S2 284.90 284.90 287.45
S3 281.71 283.27 287.15
S4 278.52 280.08 286.28
Weekly Pivots for week ending 01-May-1987
Classic Woodie Camarilla DeMark
R4 326.36 321.05 295.65
R3 312.50 307.19 291.84
R2 298.64 298.64 290.57
R1 293.33 293.33 289.30 295.99
PP 284.78 284.78 284.78 286.10
S1 279.47 279.47 286.76 282.13
S2 270.92 270.92 285.49
S3 257.06 265.61 284.22
S4 243.20 251.75 280.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 290.08 276.22 13.86 4.8% 4.99 1.7% 85% False False
10 293.46 276.22 17.24 6.0% 5.59 1.9% 69% False False
20 303.65 275.67 27.98 9.7% 5.78 2.0% 44% False False
40 303.65 275.67 27.98 9.7% 4.59 1.6% 44% False False
60 303.65 273.49 30.16 10.5% 4.25 1.5% 48% False False
80 303.65 254.97 48.68 16.9% 4.18 1.5% 68% False False
100 303.65 241.28 62.37 21.7% 3.87 1.3% 75% False False
120 303.65 235.51 68.14 23.7% 3.70 1.3% 77% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.13
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 303.27
2.618 298.06
1.618 294.87
1.000 292.90
0.618 291.68
HIGH 289.71
0.618 288.49
0.500 288.12
0.382 287.74
LOW 286.52
0.618 284.55
1.000 283.33
1.618 281.36
2.618 278.17
4.250 272.96
Fisher Pivots for day following 01-May-1987
Pivot 1 day 3 day
R1 288.12 287.45
PP 288.09 286.87
S1 288.06 286.30

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

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