S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-May-1987
Day Change Summary
Previous Current
21-May-1987 22-May-1987 Change Change % Previous Week
Open 278.21 280.17 1.96 0.7% 287.43
High 282.31 283.33 1.02 0.4% 287.43
Low 278.21 280.17 1.96 0.7% 277.01
Close 280.17 282.16 1.99 0.7% 282.16
Range 4.10 3.16 -0.94 -22.9% 10.42
ATR 4.86 4.74 -0.12 -2.5% 0.00
Volume
Daily Pivots for day following 22-May-1987
Classic Woodie Camarilla DeMark
R4 291.37 289.92 283.90
R3 288.21 286.76 283.03
R2 285.05 285.05 282.74
R1 283.60 283.60 282.45 284.33
PP 281.89 281.89 281.89 282.25
S1 280.44 280.44 281.87 281.17
S2 278.73 278.73 281.58
S3 275.57 277.28 281.29
S4 272.41 274.12 280.42
Weekly Pivots for week ending 22-May-1987
Classic Woodie Camarilla DeMark
R4 313.46 308.23 287.89
R3 303.04 297.81 285.03
R2 292.62 292.62 284.07
R1 287.39 287.39 283.12 284.80
PP 282.20 282.20 282.20 280.90
S1 276.97 276.97 281.20 274.38
S2 271.78 271.78 280.25
S3 261.36 266.55 279.29
S4 250.94 256.13 276.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 287.43 277.01 10.42 3.7% 4.91 1.7% 49% False False
10 298.69 277.01 21.68 7.7% 4.79 1.7% 24% False False
20 298.69 276.22 22.47 8.0% 4.61 1.6% 26% False False
40 303.65 275.67 27.98 9.9% 5.17 1.8% 23% False False
60 303.65 275.67 27.98 9.9% 4.39 1.6% 23% False False
80 303.65 271.38 32.27 11.4% 4.25 1.5% 33% False False
100 303.65 241.28 62.37 22.1% 4.20 1.5% 66% False False
120 303.65 241.28 62.37 22.1% 3.91 1.4% 66% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.75
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 296.76
2.618 291.60
1.618 288.44
1.000 286.49
0.618 285.28
HIGH 283.33
0.618 282.12
0.500 281.75
0.382 281.38
LOW 280.17
0.618 278.22
1.000 277.01
1.618 275.06
2.618 271.90
4.250 266.74
Fisher Pivots for day following 22-May-1987
Pivot 1 day 3 day
R1 282.02 281.50
PP 281.89 280.83
S1 281.75 280.17

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

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