S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Aug-1987
Day Change Summary
Previous Current
24-Aug-1987 25-Aug-1987 Change Change % Previous Week
Open 335.90 333.33 -2.57 -0.8% 333.99
High 335.90 337.89 1.99 0.6% 336.37
Low 331.92 333.33 1.41 0.4% 326.43
Close 333.33 336.77 3.44 1.0% 335.90
Range 3.98 4.56 0.58 14.6% 9.94
ATR 3.66 3.73 0.06 1.7% 0.00
Volume
Daily Pivots for day following 25-Aug-1987
Classic Woodie Camarilla DeMark
R4 349.68 347.78 339.28
R3 345.12 343.22 338.02
R2 340.56 340.56 337.61
R1 338.66 338.66 337.19 339.61
PP 336.00 336.00 336.00 336.47
S1 334.10 334.10 336.35 335.05
S2 331.44 331.44 335.93
S3 326.88 329.54 335.52
S4 322.32 324.98 334.26
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
5 337.89 326.54 11.35 3.4% 3.86 1.1% 90% True False
10 337.89 326.43 11.46 3.4% 3.97 1.2% 90% True False
20 337.89 311.73 26.16 7.8% 3.85 1.1% 96% True False
40 337.89 302.53 35.36 10.5% 3.32 1.0% 97% True False
60 337.89 286.93 50.96 15.1% 3.38 1.0% 98% True False
80 337.89 277.01 60.88 18.1% 3.63 1.1% 98% True False
100 337.89 275.67 62.22 18.5% 4.06 1.2% 98% True False
120 337.89 275.67 62.22 18.5% 3.95 1.2% 98% True 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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 357.27
2.618 349.83
1.618 345.27
1.000 342.45
0.618 340.71
HIGH 337.89
0.618 336.15
0.500 335.61
0.382 335.07
LOW 333.33
0.618 330.51
1.000 328.77
1.618 325.95
2.618 321.39
4.250 313.95
Fisher Pivots for day following 25-Aug-1987
Pivot 1 day 3 day
R1 336.38 336.15
PP 336.00 335.53
S1 335.61 334.91

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

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