S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-1987
Day Change Summary
Previous Current
16-Sep-1987 17-Sep-1987 Change Change % Previous Week
Open 317.74 314.86 -2.88 -0.9% 316.70
High 319.50 316.08 -3.42 -1.1% 322.45
Low 314.61 313.45 -1.16 -0.4% 308.56
Close 314.86 314.93 0.07 0.0% 321.98
Range 4.89 2.63 -2.26 -46.2% 13.89
ATR 4.60 4.46 -0.14 -3.1% 0.00
Volume
Daily Pivots for day following 17-Sep-1987
Classic Woodie Camarilla DeMark
R4 322.71 321.45 316.38
R3 320.08 318.82 315.65
R2 317.45 317.45 315.41
R1 316.19 316.19 315.17 316.82
PP 314.82 314.82 314.82 315.14
S1 313.56 313.56 314.69 314.19
S2 312.19 312.19 314.45
S3 309.56 310.93 314.21
S4 306.93 308.30 313.48
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
5 323.81 313.45 10.36 3.3% 4.34 1.4% 14% False True
10 324.29 308.56 15.73 5.0% 4.90 1.6% 40% False False
20 337.89 308.56 29.33 9.3% 4.70 1.5% 22% False False
40 337.89 306.10 31.79 10.1% 4.10 1.3% 28% False False
60 337.89 302.53 35.36 11.2% 3.66 1.2% 35% False False
80 337.89 286.33 51.56 16.4% 3.68 1.2% 55% False False
100 337.89 277.01 60.88 19.3% 3.85 1.2% 62% False False
120 337.89 275.67 62.22 19.8% 4.19 1.3% 63% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.03
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 327.26
2.618 322.97
1.618 320.34
1.000 318.71
0.618 317.71
HIGH 316.08
0.618 315.08
0.500 314.77
0.382 314.45
LOW 313.45
0.618 311.82
1.000 310.82
1.618 309.19
2.618 306.56
4.250 302.27
Fisher Pivots for day following 17-Sep-1987
Pivot 1 day 3 day
R1 314.88 318.27
PP 314.82 317.15
S1 314.77 316.04

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

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