S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Sep-1987
Day Change Summary
Previous Current
17-Sep-1987 18-Sep-1987 Change Change % Previous Week
Open 314.86 314.93 0.07 0.0% 321.98
High 316.08 316.99 0.91 0.3% 323.81
Low 313.45 314.86 1.41 0.4% 313.45
Close 314.93 314.86 -0.07 0.0% 314.86
Range 2.63 2.13 -0.50 -19.0% 10.36
ATR 4.46 4.30 -0.17 -3.7% 0.00
Volume
Daily Pivots for day following 18-Sep-1987
Classic Woodie Camarilla DeMark
R4 321.96 320.54 316.03
R3 319.83 318.41 315.45
R2 317.70 317.70 315.25
R1 316.28 316.28 315.06 315.93
PP 315.57 315.57 315.57 315.39
S1 314.15 314.15 314.66 313.80
S2 313.44 313.44 314.47
S3 311.31 312.02 314.27
S4 309.18 309.89 313.69
Weekly Pivots for week ending 18-Sep-1987
Classic Woodie Camarilla DeMark
R4 348.45 342.02 320.56
R3 338.09 331.66 317.71
R2 327.73 327.73 316.76
R1 321.30 321.30 315.81 319.34
PP 317.37 317.37 317.37 316.39
S1 310.94 310.94 313.91 308.98
S2 307.01 307.01 312.96
S3 296.65 300.58 312.01
S4 286.29 290.22 309.16
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% 3.70 1.2% 14% False False
10 323.81 308.56 15.25 4.8% 4.43 1.4% 41% False False
20 337.89 308.56 29.33 9.3% 4.54 1.4% 21% False False
40 337.89 307.78 30.11 9.6% 4.07 1.3% 24% 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% 3.67 1.2% 55% False False
100 337.89 277.01 60.88 19.3% 3.83 1.2% 62% False False
120 337.89 275.67 62.22 19.8% 4.13 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 326.04
2.618 322.57
1.618 320.44
1.000 319.12
0.618 318.31
HIGH 316.99
0.618 316.18
0.500 315.93
0.382 315.67
LOW 314.86
0.618 313.54
1.000 312.73
1.618 311.41
2.618 309.28
4.250 305.81
Fisher Pivots for day following 18-Sep-1987
Pivot 1 day 3 day
R1 315.93 316.48
PP 315.57 315.94
S1 315.22 315.40

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

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