S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Sep-1987
Day Change Summary
Previous Current
03-Sep-1987 04-Sep-1987 Change Change % Previous Week
Open 321.68 320.21 -1.47 -0.5% 327.04
High 324.29 322.03 -2.26 -0.7% 332.18
Low 317.39 316.53 -0.86 -0.3% 316.53
Close 320.21 316.70 -3.51 -1.1% 316.70
Range 6.90 5.50 -1.40 -20.3% 15.65
ATR 4.38 4.46 0.08 1.8% 0.00
Volume
Daily Pivots for day following 04-Sep-1987
Classic Woodie Camarilla DeMark
R4 334.92 331.31 319.73
R3 329.42 325.81 318.21
R2 323.92 323.92 317.71
R1 320.31 320.31 317.20 319.37
PP 318.42 318.42 318.42 317.95
S1 314.81 314.81 316.20 313.87
S2 312.92 312.92 315.69
S3 307.42 309.31 315.19
S4 301.92 303.81 313.68
Weekly Pivots for week ending 04-Sep-1987
Classic Woodie Camarilla DeMark
R4 368.75 358.38 325.31
R3 353.10 342.73 321.00
R2 337.45 337.45 319.57
R1 327.08 327.08 318.13 324.44
PP 321.80 321.80 321.80 320.49
S1 311.43 311.43 315.27 308.79
S2 306.15 306.15 313.83
S3 290.50 295.78 312.40
S4 274.85 280.13 308.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 332.18 316.53 15.65 4.9% 6.12 1.9% 1% False True
10 337.89 316.53 21.36 6.7% 4.99 1.6% 1% False True
20 337.89 316.53 21.36 6.7% 4.61 1.5% 1% False True
40 337.89 305.49 32.40 10.2% 3.79 1.2% 35% False False
60 337.89 296.04 41.85 13.2% 3.61 1.1% 49% False False
80 337.89 277.01 60.88 19.2% 3.73 1.2% 65% False False
100 337.89 276.22 61.67 19.5% 3.99 1.3% 66% False False
120 337.89 275.67 62.22 19.6% 4.10 1.3% 66% False False
Crabel Price Patterns
NR True
NR4 True
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 0.86
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 345.41
2.618 336.43
1.618 330.93
1.000 327.53
0.618 325.43
HIGH 322.03
0.618 319.93
0.500 319.28
0.382 318.63
LOW 316.53
0.618 313.13
1.000 311.03
1.618 307.63
2.618 302.13
4.250 293.16
Fisher Pivots for day following 04-Sep-1987
Pivot 1 day 3 day
R1 319.28 320.53
PP 318.42 319.25
S1 317.56 317.98

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

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