S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Mar-1987
Day Change Summary
Previous Current
17-Mar-1987 18-Mar-1987 Change Change % Previous Week
Open 288.23 292.47 4.24 1.5% 290.66
High 292.47 294.58 2.11 0.7% 292.51
Low 287.96 290.87 2.91 1.0% 287.12
Close 292.47 292.78 0.31 0.1% 289.89
Range 4.51 3.71 -0.80 -17.7% 5.39
ATR 3.23 3.27 0.03 1.1% 0.00
Volume
Daily Pivots for day following 18-Mar-1987
Classic Woodie Camarilla DeMark
R4 303.87 302.04 294.82
R3 300.16 298.33 293.80
R2 296.45 296.45 293.46
R1 294.62 294.62 293.12 295.54
PP 292.74 292.74 292.74 293.20
S1 290.91 290.91 292.44 291.83
S2 289.03 289.03 292.10
S3 285.32 287.20 291.76
S4 281.61 283.49 290.74
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
5 294.58 286.64 7.94 2.7% 3.13 1.1% 77% True False
10 294.58 286.64 7.94 2.7% 2.99 1.0% 77% True False
20 294.58 279.37 15.21 5.2% 2.95 1.0% 88% True False
40 294.58 267.32 27.26 9.3% 3.73 1.3% 93% True False
60 294.58 241.28 53.30 18.2% 3.45 1.2% 97% True False
80 294.58 241.28 53.30 18.2% 3.26 1.1% 97% True False
100 294.58 235.51 59.07 20.2% 3.09 1.1% 97% True False
120 294.58 228.08 66.50 22.7% 2.98 1.0% 97% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 310.35
2.618 304.29
1.618 300.58
1.000 298.29
0.618 296.87
HIGH 294.58
0.618 293.16
0.500 292.73
0.382 292.29
LOW 290.87
0.618 288.58
1.000 287.16
1.618 284.87
2.618 281.16
4.250 275.10
Fisher Pivots for day following 18-Mar-1987
Pivot 1 day 3 day
R1 292.76 292.06
PP 292.74 291.33
S1 292.73 290.61

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

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