S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-1987
Day Change Summary
Previous Current
10-Mar-1987 11-Mar-1987 Change Change % Previous Week
Open 288.30 290.86 2.56 0.9% 284.20
High 290.88 292.51 1.63 0.6% 291.24
Low 287.89 289.33 1.44 0.5% 282.30
Close 290.86 290.31 -0.55 -0.2% 290.66
Range 2.99 3.18 0.19 6.4% 8.94
ATR 3.30 3.29 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 11-Mar-1987
Classic Woodie Camarilla DeMark
R4 300.26 298.46 292.06
R3 297.08 295.28 291.18
R2 293.90 293.90 290.89
R1 292.10 292.10 290.60 291.41
PP 290.72 290.72 290.72 290.37
S1 288.92 288.92 290.02 288.23
S2 287.54 287.54 289.73
S3 284.36 285.74 289.44
S4 281.18 282.56 288.56
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
5 292.51 287.12 5.39 1.9% 2.85 1.0% 59% True False
10 292.51 280.73 11.78 4.1% 2.80 1.0% 81% True False
20 292.51 273.89 18.62 6.4% 3.34 1.1% 88% True False
40 292.51 259.62 32.89 11.3% 3.81 1.3% 93% True False
60 292.51 241.28 51.23 17.6% 3.43 1.2% 96% True False
80 292.51 235.51 57.00 19.6% 3.30 1.1% 96% True False
100 292.51 234.78 57.73 19.9% 3.05 1.1% 96% True False
120 292.51 228.08 64.43 22.2% 2.96 1.0% 97% True 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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 306.03
2.618 300.84
1.618 297.66
1.000 295.69
0.618 294.48
HIGH 292.51
0.618 291.30
0.500 290.92
0.382 290.54
LOW 289.33
0.618 287.36
1.000 286.15
1.618 284.18
2.618 281.00
4.250 275.82
Fisher Pivots for day following 11-Mar-1987
Pivot 1 day 3 day
R1 290.92 290.15
PP 290.72 289.98
S1 290.51 289.82

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

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