S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Aug-1987
Day Change Summary
Previous Current
18-Aug-1987 19-Aug-1987 Change Change % Previous Week
Open 334.11 329.25 -4.86 -1.5% 323.00
High 334.11 329.89 -4.22 -1.3% 336.08
Low 326.43 326.54 0.11 0.0% 322.95
Close 329.25 329.83 0.58 0.2% 333.99
Range 7.68 3.35 -4.33 -56.4% 13.13
ATR 3.66 3.64 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 19-Aug-1987
Classic Woodie Camarilla DeMark
R4 338.80 337.67 331.67
R3 335.45 334.32 330.75
R2 332.10 332.10 330.44
R1 330.97 330.97 330.14 331.54
PP 328.75 328.75 328.75 329.04
S1 327.62 327.62 329.52 328.19
S2 325.40 325.40 329.22
S3 322.05 324.27 328.91
S4 318.70 320.92 327.99
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
5 336.08 326.43 9.65 2.9% 4.03 1.2% 35% False False
10 336.08 317.50 18.58 5.6% 4.19 1.3% 66% False False
20 336.08 306.10 29.98 9.1% 3.51 1.1% 79% False False
40 336.08 302.53 33.55 10.2% 3.15 1.0% 81% False False
60 336.08 286.33 49.75 15.1% 3.34 1.0% 87% False False
80 336.08 277.01 59.07 17.9% 3.64 1.1% 89% False False
100 336.08 275.67 60.41 18.3% 4.09 1.2% 90% False False
120 336.08 275.67 60.41 18.3% 3.91 1.2% 90% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 344.13
2.618 338.66
1.618 335.31
1.000 333.24
0.618 331.96
HIGH 329.89
0.618 328.61
0.500 328.22
0.382 327.82
LOW 326.54
0.618 324.47
1.000 323.19
1.618 321.12
2.618 317.77
4.250 312.30
Fisher Pivots for day following 19-Aug-1987
Pivot 1 day 3 day
R1 329.29 330.93
PP 328.75 330.56
S1 328.22 330.20

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

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