S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Mar-1987
Day Change Summary
Previous Current
13-Mar-1987 16-Mar-1987 Change Change % Previous Week
Open 291.22 289.89 -1.33 -0.5% 290.66
High 291.79 289.89 -1.90 -0.7% 292.51
Low 289.88 286.64 -3.24 -1.1% 287.12
Close 289.89 288.23 -1.66 -0.6% 289.89
Range 1.91 3.25 1.34 70.2% 5.39
ATR 3.13 3.14 0.01 0.3% 0.00
Volume
Daily Pivots for day following 16-Mar-1987
Classic Woodie Camarilla DeMark
R4 298.00 296.37 290.02
R3 294.75 293.12 289.12
R2 291.50 291.50 288.83
R1 289.87 289.87 288.53 289.06
PP 288.25 288.25 288.25 287.85
S1 286.62 286.62 287.93 285.81
S2 285.00 285.00 287.63
S3 281.75 283.37 287.34
S4 278.50 280.12 286.44
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
5 292.51 286.64 5.87 2.0% 2.72 0.9% 27% False True
10 292.51 282.92 9.59 3.3% 2.74 1.0% 55% False False
20 292.51 279.37 13.14 4.6% 3.05 1.1% 67% False False
40 292.51 264.00 28.51 9.9% 3.74 1.3% 85% False False
60 292.51 241.28 51.23 17.8% 3.41 1.2% 92% False False
80 292.51 235.51 57.00 19.8% 3.24 1.1% 92% False False
100 292.51 235.51 57.00 19.8% 3.05 1.1% 92% False False
120 292.51 228.08 64.43 22.4% 2.97 1.0% 93% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 303.70
2.618 298.40
1.618 295.15
1.000 293.14
0.618 291.90
HIGH 289.89
0.618 288.65
0.500 288.27
0.382 287.88
LOW 286.64
0.618 284.63
1.000 283.39
1.618 281.38
2.618 278.13
4.250 272.83
Fisher Pivots for day following 16-Mar-1987
Pivot 1 day 3 day
R1 288.27 289.28
PP 288.25 288.93
S1 288.24 288.58

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

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