S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Mar-1987
Day Change Summary
Previous Current
12-Mar-1987 13-Mar-1987 Change Change % Previous Week
Open 290.31 291.22 0.91 0.3% 290.66
High 291.91 291.79 -0.12 0.0% 292.51
Low 289.66 289.88 0.22 0.1% 287.12
Close 291.22 289.89 -1.33 -0.5% 289.89
Range 2.25 1.91 -0.34 -15.1% 5.39
ATR 3.22 3.13 -0.09 -2.9% 0.00
Volume
Daily Pivots for day following 13-Mar-1987
Classic Woodie Camarilla DeMark
R4 296.25 294.98 290.94
R3 294.34 293.07 290.42
R2 292.43 292.43 290.24
R1 291.16 291.16 290.07 290.84
PP 290.52 290.52 290.52 290.36
S1 289.25 289.25 289.71 288.93
S2 288.61 288.61 289.54
S3 286.70 287.34 289.36
S4 284.79 285.43 288.84
Weekly Pivots for week ending 13-Mar-1987
Classic Woodie Camarilla DeMark
R4 306.01 303.34 292.85
R3 300.62 297.95 291.37
R2 295.23 295.23 290.88
R1 292.56 292.56 290.38 291.20
PP 289.84 289.84 289.84 289.16
S1 287.17 287.17 289.40 285.81
S2 284.45 284.45 288.90
S3 279.06 281.78 288.41
S4 273.67 276.39 286.93
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% 2.77 1.0% 51% False False
10 292.51 282.30 10.21 3.5% 2.67 0.9% 74% False False
20 292.51 275.01 17.50 6.0% 3.19 1.1% 85% False False
40 292.51 264.00 28.51 9.8% 3.73 1.3% 91% False False
60 292.51 241.28 51.23 17.7% 3.40 1.2% 95% False False
80 292.51 235.51 57.00 19.7% 3.29 1.1% 95% False False
100 292.51 234.95 57.56 19.9% 3.03 1.0% 95% False False
120 292.51 228.08 64.43 22.2% 2.96 1.0% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 299.91
2.618 296.79
1.618 294.88
1.000 293.70
0.618 292.97
HIGH 291.79
0.618 291.06
0.500 290.84
0.382 290.61
LOW 289.88
0.618 288.70
1.000 287.97
1.618 286.79
2.618 284.88
4.250 281.76
Fisher Pivots for day following 13-Mar-1987
Pivot 1 day 3 day
R1 290.84 290.92
PP 290.52 290.58
S1 290.21 290.23

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

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