S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-May-1987
Day Change Summary
Previous Current
01-May-1987 04-May-1987 Change Change % Previous Week
Open 288.36 288.03 -0.33 -0.1% 281.52
High 289.71 289.99 0.28 0.1% 290.08
Low 286.52 286.39 -0.13 0.0% 276.22
Close 288.03 289.36 1.33 0.5% 288.03
Range 3.19 3.60 0.41 12.9% 13.86
ATR 5.14 5.03 -0.11 -2.1% 0.00
Volume
Daily Pivots for day following 04-May-1987
Classic Woodie Camarilla DeMark
R4 299.38 297.97 291.34
R3 295.78 294.37 290.35
R2 292.18 292.18 290.02
R1 290.77 290.77 289.69 291.48
PP 288.58 288.58 288.58 288.93
S1 287.17 287.17 289.03 287.88
S2 284.98 284.98 288.70
S3 281.38 283.57 288.37
S4 277.78 279.97 287.38
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
5 290.08 281.83 8.25 2.9% 4.07 1.4% 91% False False
10 293.46 276.22 17.24 6.0% 5.57 1.9% 76% False False
20 303.65 275.67 27.98 9.7% 5.51 1.9% 49% False False
40 303.65 275.67 27.98 9.7% 4.63 1.6% 49% False False
60 303.65 273.49 30.16 10.4% 4.25 1.5% 53% False False
80 303.65 256.11 47.54 16.4% 4.19 1.4% 70% False False
100 303.65 241.28 62.37 21.6% 3.89 1.3% 77% False False
120 303.65 235.51 68.14 23.5% 3.71 1.3% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 305.29
2.618 299.41
1.618 295.81
1.000 293.59
0.618 292.21
HIGH 289.99
0.618 288.61
0.500 288.19
0.382 287.77
LOW 286.39
0.618 284.17
1.000 282.79
1.618 280.57
2.618 276.97
4.250 271.09
Fisher Pivots for day following 04-May-1987
Pivot 1 day 3 day
R1 288.97 288.68
PP 288.58 288.00
S1 288.19 287.33

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

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