S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Mar-1987
Day Change Summary
Previous Current
18-Mar-1987 19-Mar-1987 Change Change % Previous Week
Open 292.47 292.78 0.31 0.1% 290.66
High 294.58 294.46 -0.12 0.0% 292.51
Low 290.87 292.26 1.39 0.5% 287.12
Close 292.78 294.08 1.30 0.4% 289.89
Range 3.71 2.20 -1.51 -40.7% 5.39
ATR 3.27 3.19 -0.08 -2.3% 0.00
Volume
Daily Pivots for day following 19-Mar-1987
Classic Woodie Camarilla DeMark
R4 300.20 299.34 295.29
R3 298.00 297.14 294.69
R2 295.80 295.80 294.48
R1 294.94 294.94 294.28 295.37
PP 293.60 293.60 293.60 293.82
S1 292.74 292.74 293.88 293.17
S2 291.40 291.40 293.68
S3 289.20 290.54 293.48
S4 287.00 288.34 292.87
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% 3.12 1.1% 94% False False
10 294.58 286.64 7.94 2.7% 2.94 1.0% 94% False False
20 294.58 279.37 15.21 5.2% 2.94 1.0% 97% False False
40 294.58 267.32 27.26 9.3% 3.69 1.3% 98% False False
60 294.58 241.28 53.30 18.1% 3.45 1.2% 99% False False
80 294.58 241.28 53.30 18.1% 3.23 1.1% 99% False False
100 294.58 235.51 59.07 20.1% 3.10 1.1% 99% False False
120 294.58 228.08 66.50 22.6% 2.97 1.0% 99% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 303.81
2.618 300.22
1.618 298.02
1.000 296.66
0.618 295.82
HIGH 294.46
0.618 293.62
0.500 293.36
0.382 293.10
LOW 292.26
0.618 290.90
1.000 290.06
1.618 288.70
2.618 286.50
4.250 282.91
Fisher Pivots for day following 19-Mar-1987
Pivot 1 day 3 day
R1 293.84 293.14
PP 293.60 292.21
S1 293.36 291.27

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

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