S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Sep-1987
Day Change Summary
Previous Current
24-Sep-1987 25-Sep-1987 Change Change % Previous Week
Open 321.19 319.72 -1.47 -0.5% 314.86
High 322.01 320.16 -1.85 -0.6% 322.01
Low 319.12 318.10 -1.02 -0.3% 308.69
Close 319.72 320.16 0.44 0.1% 320.16
Range 2.89 2.06 -0.83 -28.7% 13.32
ATR 4.68 4.49 -0.19 -4.0% 0.00
Volume
Daily Pivots for day following 25-Sep-1987
Classic Woodie Camarilla DeMark
R4 325.65 324.97 321.29
R3 323.59 322.91 320.73
R2 321.53 321.53 320.54
R1 320.85 320.85 320.35 321.19
PP 319.47 319.47 319.47 319.65
S1 318.79 318.79 319.97 319.13
S2 317.41 317.41 319.78
S3 315.35 316.73 319.59
S4 313.29 314.67 319.03
Weekly Pivots for week ending 25-Sep-1987
Classic Woodie Camarilla DeMark
R4 356.91 351.86 327.49
R3 343.59 338.54 323.82
R2 330.27 330.27 322.60
R1 325.22 325.22 321.38 327.75
PP 316.95 316.95 316.95 318.22
S1 311.90 311.90 318.94 314.43
S2 303.63 303.63 317.72
S3 290.31 298.58 316.50
S4 276.99 285.26 312.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 322.01 308.69 13.32 4.2% 5.20 1.6% 86% False False
10 323.81 308.69 15.12 4.7% 4.45 1.4% 76% False False
20 332.18 308.56 23.62 7.4% 4.99 1.6% 49% False False
40 337.89 308.56 29.33 9.2% 4.41 1.4% 40% False False
60 337.89 302.94 34.95 10.9% 3.87 1.2% 49% False False
80 337.89 291.55 46.34 14.5% 3.75 1.2% 62% False False
100 337.89 277.01 60.88 19.0% 3.87 1.2% 71% False False
120 337.89 275.67 62.22 19.4% 4.18 1.3% 72% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.09
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 328.92
2.618 325.55
1.618 323.49
1.000 322.22
0.618 321.43
HIGH 320.16
0.618 319.37
0.500 319.13
0.382 318.89
LOW 318.10
0.618 316.83
1.000 316.04
1.618 314.77
2.618 312.71
4.250 309.35
Fisher Pivots for day following 25-Sep-1987
Pivot 1 day 3 day
R1 319.82 320.13
PP 319.47 320.09
S1 319.13 320.06

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

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