S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-May-1987
Day Change Summary
Previous Current
04-May-1987 05-May-1987 Change Change % Previous Week
Open 288.03 289.36 1.33 0.5% 281.52
High 289.99 295.40 5.41 1.9% 290.08
Low 286.39 289.34 2.95 1.0% 276.22
Close 289.36 295.34 5.98 2.1% 288.03
Range 3.60 6.06 2.46 68.3% 13.86
ATR 5.03 5.10 0.07 1.5% 0.00
Volume
Daily Pivots for day following 05-May-1987
Classic Woodie Camarilla DeMark
R4 311.54 309.50 298.67
R3 305.48 303.44 297.01
R2 299.42 299.42 296.45
R1 297.38 297.38 295.90 298.40
PP 293.36 293.36 293.36 293.87
S1 291.32 291.32 294.78 292.34
S2 287.30 287.30 294.23
S3 281.24 285.26 293.67
S4 275.18 279.20 292.01
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
5 295.40 282.51 12.89 4.4% 4.45 1.5% 100% True False
10 295.40 276.22 19.18 6.5% 5.16 1.7% 100% True False
20 303.65 275.67 27.98 9.5% 5.72 1.9% 70% False False
40 303.65 275.67 27.98 9.5% 4.69 1.6% 70% False False
60 303.65 273.49 30.16 10.2% 4.26 1.4% 72% False False
80 303.65 257.92 45.73 15.5% 4.23 1.4% 82% False False
100 303.65 241.28 62.37 21.1% 3.92 1.3% 87% False False
120 303.65 235.51 68.14 23.1% 3.76 1.3% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 321.16
2.618 311.27
1.618 305.21
1.000 301.46
0.618 299.15
HIGH 295.40
0.618 293.09
0.500 292.37
0.382 291.65
LOW 289.34
0.618 285.59
1.000 283.28
1.618 279.53
2.618 273.47
4.250 263.59
Fisher Pivots for day following 05-May-1987
Pivot 1 day 3 day
R1 294.35 293.86
PP 293.36 292.38
S1 292.37 290.90

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

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