S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-May-1987
Day Change Summary
Previous Current
15-May-1987 18-May-1987 Change Change % Previous Week
Open 294.24 287.43 -6.81 -2.3% 293.37
High 294.24 287.43 -6.81 -2.3% 298.69
Low 287.11 282.57 -4.54 -1.6% 287.11
Close 287.43 286.65 -0.78 -0.3% 287.43
Range 7.13 4.86 -2.27 -31.8% 11.58
ATR 4.72 4.73 0.01 0.2% 0.00
Volume
Daily Pivots for day following 18-May-1987
Classic Woodie Camarilla DeMark
R4 300.13 298.25 289.32
R3 295.27 293.39 287.99
R2 290.41 290.41 287.54
R1 288.53 288.53 287.10 287.04
PP 285.55 285.55 285.55 284.81
S1 283.67 283.67 286.20 282.18
S2 280.69 280.69 285.76
S3 275.83 278.81 285.31
S4 270.97 273.95 283.98
Weekly Pivots for week ending 15-May-1987
Classic Woodie Camarilla DeMark
R4 325.82 318.20 293.80
R3 314.24 306.62 290.61
R2 302.66 302.66 289.55
R1 295.04 295.04 288.49 293.06
PP 291.08 291.08 291.08 290.09
S1 283.46 283.46 286.37 281.48
S2 279.50 279.50 285.31
S3 267.92 271.88 284.25
S4 256.34 260.30 281.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 295.10 282.57 12.53 4.4% 4.21 1.5% 33% False True
10 298.69 282.57 16.12 5.6% 4.40 1.5% 25% False True
20 298.69 276.22 22.47 7.8% 4.99 1.7% 46% False False
40 303.65 275.67 27.98 9.8% 4.94 1.7% 39% False False
60 303.65 275.67 27.98 9.8% 4.31 1.5% 39% False False
80 303.65 267.73 35.92 12.5% 4.28 1.5% 53% False False
100 303.65 241.28 62.37 21.8% 4.06 1.4% 73% False False
120 303.65 241.28 62.37 21.8% 3.81 1.3% 73% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.92
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 308.09
2.618 300.15
1.618 295.29
1.000 292.29
0.618 290.43
HIGH 287.43
0.618 285.57
0.500 285.00
0.382 284.43
LOW 282.57
0.618 279.57
1.000 277.71
1.618 274.71
2.618 269.85
4.250 261.92
Fisher Pivots for day following 18-May-1987
Pivot 1 day 3 day
R1 286.10 288.84
PP 285.55 288.11
S1 285.00 287.38

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

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