S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-May-1987
Day Change Summary
Previous Current
12-May-1987 13-May-1987 Change Change % Previous Week
Open 291.57 293.30 1.73 0.6% 288.03
High 293.30 294.54 1.24 0.4% 296.80
Low 290.18 290.74 0.56 0.2% 286.39
Close 293.30 293.98 0.68 0.2% 293.37
Range 3.12 3.80 0.68 21.8% 10.41
ATR 4.79 4.71 -0.07 -1.5% 0.00
Volume
Daily Pivots for day following 13-May-1987
Classic Woodie Camarilla DeMark
R4 304.49 303.03 296.07
R3 300.69 299.23 295.03
R2 296.89 296.89 294.68
R1 295.43 295.43 294.33 296.16
PP 293.09 293.09 293.09 293.45
S1 291.63 291.63 293.63 292.36
S2 289.29 289.29 293.28
S3 285.49 287.83 292.94
S4 281.69 284.03 291.89
Weekly Pivots for week ending 08-May-1987
Classic Woodie Camarilla DeMark
R4 323.42 318.80 299.10
R3 313.01 308.39 296.23
R2 302.60 302.60 295.28
R1 297.98 297.98 294.32 300.29
PP 292.19 292.19 292.19 293.34
S1 287.57 287.57 292.42 289.88
S2 281.78 281.78 291.46
S3 271.37 277.16 290.51
S4 260.96 266.75 287.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 298.69 290.18 8.51 2.9% 4.25 1.4% 45% False False
10 298.69 284.57 14.12 4.8% 4.22 1.4% 67% False False
20 298.69 276.22 22.47 7.6% 5.03 1.7% 79% False False
40 303.65 275.67 27.98 9.5% 4.83 1.6% 65% False False
60 303.65 275.67 27.98 9.5% 4.22 1.4% 65% False False
80 303.65 267.32 36.33 12.4% 4.28 1.5% 73% False False
100 303.65 241.28 62.37 21.2% 4.01 1.4% 84% False False
120 303.65 237.66 65.99 22.4% 3.79 1.3% 85% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 310.69
2.618 304.49
1.618 300.69
1.000 298.34
0.618 296.89
HIGH 294.54
0.618 293.09
0.500 292.64
0.382 292.19
LOW 290.74
0.618 288.39
1.000 286.94
1.618 284.59
2.618 280.79
4.250 274.59
Fisher Pivots for day following 13-May-1987
Pivot 1 day 3 day
R1 293.53 294.44
PP 293.09 294.28
S1 292.64 294.13

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

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