S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Sep-1987
Day Change Summary
Previous Current
25-Sep-1987 28-Sep-1987 Change Change % Previous Week
Open 319.72 320.16 0.44 0.1% 314.86
High 320.16 325.33 5.17 1.6% 322.01
Low 318.10 320.16 2.06 0.6% 308.69
Close 320.16 323.20 3.04 0.9% 320.16
Range 2.06 5.17 3.11 151.0% 13.32
ATR 4.49 4.54 0.05 1.1% 0.00
Volume
Daily Pivots for day following 28-Sep-1987
Classic Woodie Camarilla DeMark
R4 338.41 335.97 326.04
R3 333.24 330.80 324.62
R2 328.07 328.07 324.15
R1 325.63 325.63 323.67 326.85
PP 322.90 322.90 322.90 323.51
S1 320.46 320.46 322.73 321.68
S2 317.73 317.73 322.25
S3 312.56 315.29 321.78
S4 307.39 310.12 320.36
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
5 325.33 308.69 16.64 5.1% 4.73 1.5% 87% True False
10 325.33 308.69 16.64 5.1% 4.63 1.4% 87% True False
20 332.18 308.56 23.62 7.3% 5.03 1.6% 62% False False
40 337.89 308.56 29.33 9.1% 4.50 1.4% 50% False False
60 337.89 304.23 33.66 10.4% 3.90 1.2% 56% False False
80 337.89 291.55 46.34 14.3% 3.78 1.2% 68% False False
100 337.89 277.01 60.88 18.8% 3.90 1.2% 76% False False
120 337.89 275.67 62.22 19.3% 4.16 1.3% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 347.30
2.618 338.87
1.618 333.70
1.000 330.50
0.618 328.53
HIGH 325.33
0.618 323.36
0.500 322.75
0.382 322.13
LOW 320.16
0.618 316.96
1.000 314.99
1.618 311.79
2.618 306.62
4.250 298.19
Fisher Pivots for day following 28-Sep-1987
Pivot 1 day 3 day
R1 323.05 322.71
PP 322.90 322.21
S1 322.75 321.72

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

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