S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Aug-1987
Day Change Summary
Previous Current
14-Aug-1987 17-Aug-1987 Change Change % Previous Week
Open 334.65 333.99 -0.66 -0.2% 323.00
High 336.08 335.43 -0.65 -0.2% 336.08
Low 332.63 332.88 0.25 0.1% 322.95
Close 333.99 334.11 0.12 0.0% 333.99
Range 3.45 2.55 -0.90 -26.1% 13.13
ATR 3.41 3.35 -0.06 -1.8% 0.00
Volume
Daily Pivots for day following 17-Aug-1987
Classic Woodie Camarilla DeMark
R4 341.79 340.50 335.51
R3 339.24 337.95 334.81
R2 336.69 336.69 334.58
R1 335.40 335.40 334.34 336.05
PP 334.14 334.14 334.14 334.46
S1 332.85 332.85 333.88 333.50
S2 331.59 331.59 333.64
S3 329.04 330.30 333.41
S4 326.49 327.75 332.71
Weekly Pivots for week ending 14-Aug-1987
Classic Woodie Camarilla DeMark
R4 370.40 365.32 341.21
R3 357.27 352.19 337.60
R2 344.14 344.14 336.40
R1 339.06 339.06 335.19 341.60
PP 331.01 331.01 331.01 332.28
S1 325.93 325.93 332.79 328.47
S2 317.88 317.88 331.58
S3 304.75 312.80 330.38
S4 291.62 299.67 326.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 336.08 328.00 8.08 2.4% 3.61 1.1% 76% False False
10 336.08 314.51 21.57 6.5% 3.81 1.1% 91% False False
20 336.08 306.10 29.98 9.0% 3.31 1.0% 93% False False
40 336.08 302.53 33.55 10.0% 3.02 0.9% 94% False False
60 336.08 280.17 55.91 16.7% 3.32 1.0% 96% False False
80 336.08 276.22 59.86 17.9% 3.68 1.1% 97% False False
100 336.08 275.67 60.41 18.1% 4.06 1.2% 97% False False
120 336.08 275.67 60.41 18.1% 3.86 1.2% 97% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 346.27
2.618 342.11
1.618 339.56
1.000 337.98
0.618 337.01
HIGH 335.43
0.618 334.46
0.500 334.16
0.382 333.85
LOW 332.88
0.618 331.30
1.000 330.33
1.618 328.75
2.618 326.20
4.250 322.04
Fisher Pivots for day following 17-Aug-1987
Pivot 1 day 3 day
R1 334.16 334.23
PP 334.14 334.19
S1 334.13 334.15

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

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