S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Aug-1987
Day Change Summary
Previous Current
21-Aug-1987 24-Aug-1987 Change Change % Previous Week
Open 334.84 335.90 1.06 0.3% 333.99
High 336.37 335.90 -0.47 -0.1% 336.37
Low 334.30 331.92 -2.38 -0.7% 326.43
Close 335.90 333.33 -2.57 -0.8% 335.90
Range 2.07 3.98 1.91 92.3% 9.94
ATR 3.64 3.66 0.02 0.7% 0.00
Volume
Daily Pivots for day following 24-Aug-1987
Classic Woodie Camarilla DeMark
R4 345.66 343.47 335.52
R3 341.68 339.49 334.42
R2 337.70 337.70 334.06
R1 335.51 335.51 333.69 334.62
PP 333.72 333.72 333.72 333.27
S1 331.53 331.53 332.97 330.64
S2 329.74 329.74 332.60
S3 325.76 327.55 332.24
S4 321.78 323.57 331.14
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% 4.49 1.3% 69% False False
10 336.37 326.43 9.94 3.0% 4.05 1.2% 69% False False
20 336.37 310.28 26.09 7.8% 3.72 1.1% 88% False False
40 336.37 302.53 33.84 10.2% 3.24 1.0% 91% False False
60 336.37 286.93 49.44 14.8% 3.35 1.0% 94% False False
80 336.37 277.01 59.36 17.8% 3.62 1.1% 95% False False
100 336.37 275.67 60.70 18.2% 4.04 1.2% 95% False False
120 336.37 275.67 60.70 18.2% 3.93 1.2% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 352.82
2.618 346.32
1.618 342.34
1.000 339.88
0.618 338.36
HIGH 335.90
0.618 334.38
0.500 333.91
0.382 333.44
LOW 331.92
0.618 329.46
1.000 327.94
1.618 325.48
2.618 321.50
4.250 315.01
Fisher Pivots for day following 24-Aug-1987
Pivot 1 day 3 day
R1 333.91 333.25
PP 333.72 333.18
S1 333.52 333.10

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

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