S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Aug-1987
Day Change Summary
Previous Current
25-Aug-1987 26-Aug-1987 Change Change % Previous Week
Open 333.33 336.77 3.44 1.0% 333.99
High 337.89 337.39 -0.50 -0.1% 336.37
Low 333.33 334.46 1.13 0.3% 326.43
Close 336.77 334.57 -2.20 -0.7% 335.90
Range 4.56 2.93 -1.63 -35.7% 9.94
ATR 3.73 3.67 -0.06 -1.5% 0.00
Volume
Daily Pivots for day following 26-Aug-1987
Classic Woodie Camarilla DeMark
R4 344.26 342.35 336.18
R3 341.33 339.42 335.38
R2 338.40 338.40 335.11
R1 336.49 336.49 334.84 335.98
PP 335.47 335.47 335.47 335.22
S1 333.56 333.56 334.30 333.05
S2 332.54 332.54 334.03
S3 329.61 330.63 333.76
S4 326.68 327.70 332.96
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
5 337.89 329.83 8.06 2.4% 3.78 1.1% 59% False False
10 337.89 326.43 11.46 3.4% 3.91 1.2% 71% False False
20 337.89 314.51 23.38 7.0% 3.80 1.1% 86% False False
40 337.89 302.53 35.36 10.6% 3.26 1.0% 91% False False
60 337.89 288.46 49.43 14.8% 3.36 1.0% 93% False False
80 337.89 277.01 60.88 18.2% 3.62 1.1% 95% False False
100 337.89 275.67 62.22 18.6% 4.00 1.2% 95% False False
120 337.89 275.67 62.22 18.6% 3.96 1.2% 95% 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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 349.84
2.618 345.06
1.618 342.13
1.000 340.32
0.618 339.20
HIGH 337.39
0.618 336.27
0.500 335.93
0.382 335.58
LOW 334.46
0.618 332.65
1.000 331.53
1.618 329.72
2.618 326.79
4.250 322.01
Fisher Pivots for day following 26-Aug-1987
Pivot 1 day 3 day
R1 335.93 334.91
PP 335.47 334.79
S1 335.02 334.68

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

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