S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Sep-1987
Day Change Summary
Previous Current
14-Sep-1987 15-Sep-1987 Change Change % Previous Week
Open 321.98 323.08 1.10 0.3% 316.70
High 323.81 323.08 -0.73 -0.2% 322.45
Low 320.40 317.63 -2.77 -0.9% 308.56
Close 323.08 317.74 -5.34 -1.7% 321.98
Range 3.41 5.45 2.04 59.8% 13.89
ATR 4.51 4.58 0.07 1.5% 0.00
Volume
Daily Pivots for day following 15-Sep-1987
Classic Woodie Camarilla DeMark
R4 335.83 332.24 320.74
R3 330.38 326.79 319.24
R2 324.93 324.93 318.74
R1 321.34 321.34 318.24 320.41
PP 319.48 319.48 319.48 319.02
S1 315.89 315.89 317.24 314.96
S2 314.03 314.03 316.74
S3 308.58 310.44 316.24
S4 303.13 304.99 314.74
Weekly Pivots for week ending 11-Sep-1987
Classic Woodie Camarilla DeMark
R4 359.33 354.55 329.62
R3 345.44 340.66 325.80
R2 331.55 331.55 324.53
R1 326.77 326.77 323.25 329.16
PP 317.66 317.66 317.66 318.86
S1 312.88 312.88 320.71 315.27
S2 303.77 303.77 319.43
S3 289.88 298.99 318.16
S4 275.99 285.10 314.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 323.81 312.29 11.52 3.6% 4.19 1.3% 47% False False
10 332.18 308.56 23.62 7.4% 5.66 1.8% 39% False False
20 337.89 308.56 29.33 9.2% 4.87 1.5% 31% False False
40 337.89 306.10 31.79 10.0% 4.09 1.3% 37% False False
60 337.89 302.53 35.36 11.1% 3.64 1.1% 43% False False
80 337.89 280.17 57.72 18.2% 3.71 1.2% 65% False False
100 337.89 276.22 61.67 19.4% 3.92 1.2% 67% False False
120 337.89 275.67 62.22 19.6% 4.19 1.3% 68% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 346.24
2.618 337.35
1.618 331.90
1.000 328.53
0.618 326.45
HIGH 323.08
0.618 321.00
0.500 320.36
0.382 319.71
LOW 317.63
0.618 314.26
1.000 312.18
1.618 308.81
2.618 303.36
4.250 294.47
Fisher Pivots for day following 15-Sep-1987
Pivot 1 day 3 day
R1 320.36 320.47
PP 319.48 319.56
S1 318.61 318.65

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

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