S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Mar-1987
Day Change Summary
Previous Current
20-Mar-1987 23-Mar-1987 Change Change % Previous Week
Open 294.08 298.17 4.09 1.4% 289.89
High 298.17 301.17 3.00 1.0% 298.17
Low 294.08 297.50 3.42 1.2% 286.64
Close 298.17 301.16 2.99 1.0% 298.17
Range 4.09 3.67 -0.42 -10.3% 11.53
ATR 3.26 3.29 0.03 0.9% 0.00
Volume
Daily Pivots for day following 23-Mar-1987
Classic Woodie Camarilla DeMark
R4 310.95 309.73 303.18
R3 307.28 306.06 302.17
R2 303.61 303.61 301.83
R1 302.39 302.39 301.50 303.00
PP 299.94 299.94 299.94 300.25
S1 298.72 298.72 300.82 299.33
S2 296.27 296.27 300.49
S3 292.60 295.05 300.15
S4 288.93 291.38 299.14
Weekly Pivots for week ending 20-Mar-1987
Classic Woodie Camarilla DeMark
R4 328.92 325.07 304.51
R3 317.39 313.54 301.34
R2 305.86 305.86 300.28
R1 302.01 302.01 299.23 303.94
PP 294.33 294.33 294.33 295.29
S1 290.48 290.48 297.11 292.41
S2 282.80 282.80 296.06
S3 271.27 278.95 295.00
S4 259.74 267.42 291.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 301.17 287.96 13.21 4.4% 3.64 1.2% 100% True False
10 301.17 286.64 14.53 4.8% 3.18 1.1% 100% True False
20 301.17 280.73 20.44 6.8% 2.93 1.0% 100% True False
40 301.17 267.73 33.44 11.1% 3.41 1.1% 100% True False
60 301.17 241.28 59.89 19.9% 3.51 1.2% 100% True False
80 301.17 241.28 59.89 19.9% 3.27 1.1% 100% True False
100 301.17 235.51 65.66 21.8% 3.14 1.0% 100% True False
120 301.17 231.32 69.85 23.2% 2.98 1.0% 100% 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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 316.77
2.618 310.78
1.618 307.11
1.000 304.84
0.618 303.44
HIGH 301.17
0.618 299.77
0.500 299.34
0.382 298.90
LOW 297.50
0.618 295.23
1.000 293.83
1.618 291.56
2.618 287.89
4.250 281.90
Fisher Pivots for day following 23-Mar-1987
Pivot 1 day 3 day
R1 300.55 299.68
PP 299.94 298.20
S1 299.34 296.72

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

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