S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Sep-1987
Day Change Summary
Previous Current
09-Sep-1987 10-Sep-1987 Change Change % Previous Week
Open 313.56 313.92 0.36 0.1% 327.04
High 315.41 317.59 2.18 0.7% 332.18
Low 312.29 313.92 1.63 0.5% 316.53
Close 313.92 317.13 3.21 1.0% 316.70
Range 3.12 3.67 0.55 17.6% 15.65
ATR 4.61 4.54 -0.07 -1.5% 0.00
Volume
Daily Pivots for day following 10-Sep-1987
Classic Woodie Camarilla DeMark
R4 327.22 325.85 319.15
R3 323.55 322.18 318.14
R2 319.88 319.88 317.80
R1 318.51 318.51 317.47 319.20
PP 316.21 316.21 316.21 316.56
S1 314.84 314.84 316.79 315.53
S2 312.54 312.54 316.46
S3 308.87 311.17 316.12
S4 305.20 307.50 315.11
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
5 324.29 308.56 15.73 5.0% 5.47 1.7% 54% False False
10 334.57 308.56 26.01 8.2% 5.34 1.7% 33% False False
20 337.89 308.56 29.33 9.2% 4.62 1.5% 29% False False
40 337.89 306.10 31.79 10.0% 3.94 1.2% 35% False False
60 337.89 296.04 41.85 13.2% 3.72 1.2% 50% False False
80 337.89 277.01 60.88 19.2% 3.74 1.2% 66% False False
100 337.89 276.22 61.67 19.4% 3.99 1.3% 66% False False
120 337.89 275.67 62.22 19.6% 4.14 1.3% 67% 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 0.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 333.19
2.618 327.20
1.618 323.53
1.000 321.26
0.618 319.86
HIGH 317.59
0.618 316.19
0.500 315.76
0.382 315.32
LOW 313.92
0.618 311.65
1.000 310.25
1.618 307.98
2.618 304.31
4.250 298.32
Fisher Pivots for day following 10-Sep-1987
Pivot 1 day 3 day
R1 316.67 315.78
PP 316.21 314.43
S1 315.76 313.08

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

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