S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-May-1987
Day Change Summary
Previous Current
06-May-1987 07-May-1987 Change Change % Previous Week
Open 295.34 295.47 0.13 0.0% 281.52
High 296.19 296.80 0.61 0.2% 290.08
Low 293.60 294.07 0.47 0.2% 276.22
Close 295.47 294.71 -0.76 -0.3% 288.03
Range 2.59 2.73 0.14 5.4% 13.86
ATR 4.92 4.76 -0.16 -3.2% 0.00
Volume
Daily Pivots for day following 07-May-1987
Classic Woodie Camarilla DeMark
R4 303.38 301.78 296.21
R3 300.65 299.05 295.46
R2 297.92 297.92 295.21
R1 296.32 296.32 294.96 295.76
PP 295.19 295.19 295.19 294.91
S1 293.59 293.59 294.46 293.03
S2 292.46 292.46 294.21
S3 289.73 290.86 293.96
S4 287.00 288.13 293.21
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
5 296.80 286.39 10.41 3.5% 3.63 1.2% 80% True False
10 296.80 276.22 20.58 7.0% 4.56 1.5% 90% True False
20 297.71 275.67 22.04 7.5% 5.44 1.8% 86% False False
40 303.65 275.67 27.98 9.5% 4.67 1.6% 68% False False
60 303.65 273.89 29.76 10.1% 4.23 1.4% 70% False False
80 303.65 259.62 44.03 14.9% 4.24 1.4% 80% False False
100 303.65 241.28 62.37 21.2% 3.93 1.3% 86% False False
120 303.65 235.51 68.14 23.1% 3.75 1.3% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 308.40
2.618 303.95
1.618 301.22
1.000 299.53
0.618 298.49
HIGH 296.80
0.618 295.76
0.500 295.44
0.382 295.11
LOW 294.07
0.618 292.38
1.000 291.34
1.618 289.65
2.618 286.92
4.250 282.47
Fisher Pivots for day following 07-May-1987
Pivot 1 day 3 day
R1 295.44 294.16
PP 295.19 293.62
S1 294.95 293.07

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

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