S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Aug-1987
Day Change Summary
Previous Current
28-Aug-1987 31-Aug-1987 Change Change % Previous Week
Open 331.38 327.04 -4.34 -1.3% 335.90
High 331.38 330.09 -1.29 -0.4% 337.89
Low 327.03 326.99 -0.04 0.0% 327.03
Close 327.04 329.80 2.76 0.8% 327.04
Range 4.35 3.10 -1.25 -28.7% 10.86
ATR 3.71 3.66 -0.04 -1.2% 0.00
Volume
Daily Pivots for day following 31-Aug-1987
Classic Woodie Camarilla DeMark
R4 338.26 337.13 331.51
R3 335.16 334.03 330.65
R2 332.06 332.06 330.37
R1 330.93 330.93 330.08 331.50
PP 328.96 328.96 328.96 329.24
S1 327.83 327.83 329.52 328.40
S2 325.86 325.86 329.23
S3 322.76 324.73 328.95
S4 319.66 321.63 328.10
Weekly Pivots for week ending 28-Aug-1987
Classic Woodie Camarilla DeMark
R4 363.23 356.00 333.01
R3 352.37 345.14 330.03
R2 341.51 341.51 329.03
R1 334.28 334.28 328.04 332.47
PP 330.65 330.65 330.65 329.75
S1 323.42 323.42 326.04 321.61
S2 319.79 319.79 325.05
S3 308.93 312.56 324.05
S4 298.07 301.70 321.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 337.89 326.99 10.90 3.3% 3.68 1.1% 26% False True
10 337.89 326.43 11.46 3.5% 4.09 1.2% 29% False False
20 337.89 314.51 23.38 7.1% 3.95 1.2% 65% False False
40 337.89 304.73 33.16 10.1% 3.35 1.0% 76% False False
60 337.89 291.55 46.34 14.1% 3.38 1.0% 83% False False
80 337.89 277.01 60.88 18.5% 3.62 1.1% 87% False False
100 337.89 275.67 62.22 18.9% 3.98 1.2% 87% False False
120 337.89 275.67 62.22 18.9% 3.97 1.2% 87% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 343.27
2.618 338.21
1.618 335.11
1.000 333.19
0.618 332.01
HIGH 330.09
0.618 328.91
0.500 328.54
0.382 328.17
LOW 326.99
0.618 325.07
1.000 323.89
1.618 321.97
2.618 318.87
4.250 313.82
Fisher Pivots for day following 31-Aug-1987
Pivot 1 day 3 day
R1 329.38 330.78
PP 328.96 330.45
S1 328.54 330.13

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

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