S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Aug-1987
Day Change Summary
Previous Current
20-Aug-1987 21-Aug-1987 Change Change % Previous Week
Open 329.83 334.84 5.01 1.5% 333.99
High 335.19 336.37 1.18 0.4% 336.37
Low 329.83 334.30 4.47 1.4% 326.43
Close 334.84 335.90 1.06 0.3% 335.90
Range 5.36 2.07 -3.29 -61.4% 9.94
ATR 3.76 3.64 -0.12 -3.2% 0.00
Volume
Daily Pivots for day following 21-Aug-1987
Classic Woodie Camarilla DeMark
R4 341.73 340.89 337.04
R3 339.66 338.82 336.47
R2 337.59 337.59 336.28
R1 336.75 336.75 336.09 337.17
PP 335.52 335.52 335.52 335.74
S1 334.68 334.68 335.71 335.10
S2 333.45 333.45 335.52
S3 331.38 332.61 335.33
S4 329.31 330.54 334.76
Weekly Pivots for week ending 21-Aug-1987
Classic Woodie Camarilla DeMark
R4 362.72 359.25 341.37
R3 352.78 349.31 338.63
R2 342.84 342.84 337.72
R1 339.37 339.37 336.81 341.11
PP 332.90 332.90 332.90 333.77
S1 329.43 329.43 334.99 331.17
S2 322.96 322.96 334.08
S3 313.02 319.49 333.17
S4 303.08 309.55 330.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 336.37 326.43 9.94 3.0% 4.20 1.3% 95% True False
10 336.37 322.95 13.42 4.0% 4.24 1.3% 96% True False
20 336.37 308.61 27.76 8.3% 3.63 1.1% 98% True False
40 336.37 302.53 33.84 10.1% 3.20 1.0% 99% True False
60 336.37 286.93 49.44 14.7% 3.33 1.0% 99% True False
80 336.37 277.01 59.36 17.7% 3.63 1.1% 99% True False
100 336.37 275.67 60.70 18.1% 4.04 1.2% 99% True False
120 336.37 275.67 60.70 18.1% 3.94 1.2% 99% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.58
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 345.17
2.618 341.79
1.618 339.72
1.000 338.44
0.618 337.65
HIGH 336.37
0.618 335.58
0.500 335.34
0.382 335.09
LOW 334.30
0.618 333.02
1.000 332.23
1.618 330.95
2.618 328.88
4.250 325.50
Fisher Pivots for day following 21-Aug-1987
Pivot 1 day 3 day
R1 335.71 334.42
PP 335.52 332.94
S1 335.34 331.46

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

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