S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-May-1987
Day Change Summary
Previous Current
27-May-1987 28-May-1987 Change Change % Previous Week
Open 289.11 288.73 -0.38 -0.1% 287.43
High 290.78 291.50 0.72 0.2% 287.43
Low 288.19 286.33 -1.86 -0.6% 277.01
Close 288.73 290.76 2.03 0.7% 282.16
Range 2.59 5.17 2.58 99.6% 10.42
ATR 4.73 4.76 0.03 0.7% 0.00
Volume
Daily Pivots for day following 28-May-1987
Classic Woodie Camarilla DeMark
R4 305.04 303.07 293.60
R3 299.87 297.90 292.18
R2 294.70 294.70 291.71
R1 292.73 292.73 291.23 293.72
PP 289.53 289.53 289.53 290.02
S1 287.56 287.56 290.29 288.55
S2 284.36 284.36 289.81
S3 279.19 282.39 289.34
S4 274.02 277.22 287.92
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
5 291.50 278.21 13.29 4.6% 4.39 1.5% 94% True False
10 295.10 277.01 18.09 6.2% 4.86 1.7% 76% False False
20 298.69 277.01 21.68 7.5% 4.54 1.6% 63% False False
40 303.65 275.67 27.98 9.6% 5.10 1.8% 54% False False
60 303.65 275.67 27.98 9.6% 4.54 1.6% 54% False False
80 303.65 273.49 30.16 10.4% 4.29 1.5% 57% False False
100 303.65 252.14 51.51 17.7% 4.21 1.4% 75% False False
120 303.65 241.28 62.37 21.5% 3.97 1.4% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 313.47
2.618 305.04
1.618 299.87
1.000 296.67
0.618 294.70
HIGH 291.50
0.618 289.53
0.500 288.92
0.382 288.30
LOW 286.33
0.618 283.13
1.000 281.16
1.618 277.96
2.618 272.79
4.250 264.36
Fisher Pivots for day following 28-May-1987
Pivot 1 day 3 day
R1 290.15 289.45
PP 289.53 288.14
S1 288.92 286.83

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

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