S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Mar-1987
Day Change Summary
Previous Current
06-Mar-1987 09-Mar-1987 Change Change % Previous Week
Open 290.52 290.66 0.14 0.0% 284.20
High 290.67 290.66 -0.01 0.0% 291.24
Low 288.77 287.12 -1.65 -0.6% 282.30
Close 290.66 288.30 -2.36 -0.8% 290.66
Range 1.90 3.54 1.64 86.3% 8.94
ATR 3.31 3.33 0.02 0.5% 0.00
Volume
Daily Pivots for day following 09-Mar-1987
Classic Woodie Camarilla DeMark
R4 299.31 297.35 290.25
R3 295.77 293.81 289.27
R2 292.23 292.23 288.95
R1 290.27 290.27 288.62 289.48
PP 288.69 288.69 288.69 288.30
S1 286.73 286.73 287.98 285.94
S2 285.15 285.15 287.65
S3 281.61 283.19 287.33
S4 278.07 279.65 286.35
Weekly Pivots for week ending 06-Mar-1987
Classic Woodie Camarilla DeMark
R4 314.89 311.71 295.58
R3 305.95 302.77 293.12
R2 297.01 297.01 292.30
R1 293.83 293.83 291.48 295.42
PP 288.07 288.07 288.07 288.86
S1 284.89 284.89 289.84 286.48
S2 279.13 279.13 289.02
S3 270.19 275.95 288.20
S4 261.25 267.01 285.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 291.24 282.92 8.32 2.9% 2.77 1.0% 65% False False
10 291.24 280.73 10.51 3.6% 2.69 0.9% 72% False False
20 291.24 273.49 17.75 6.2% 3.40 1.2% 83% False False
40 291.24 257.92 33.32 11.6% 3.77 1.3% 91% False False
60 291.24 241.28 49.96 17.3% 3.41 1.2% 94% False False
80 291.24 235.51 55.73 19.3% 3.29 1.1% 95% False False
100 291.24 234.78 56.46 19.6% 3.04 1.1% 95% False False
120 291.24 228.08 63.16 21.9% 2.95 1.0% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 305.71
2.618 299.93
1.618 296.39
1.000 294.20
0.618 292.85
HIGH 290.66
0.618 289.31
0.500 288.89
0.382 288.47
LOW 287.12
0.618 284.93
1.000 283.58
1.618 281.39
2.618 277.85
4.250 272.08
Fisher Pivots for day following 09-Mar-1987
Pivot 1 day 3 day
R1 288.89 289.18
PP 288.69 288.89
S1 288.50 288.59

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

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