S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Mar-1987
Day Change Summary
Previous Current
27-Mar-1987 30-Mar-1987 Change Change % Previous Week
Open 300.93 296.13 -4.80 -1.6% 298.17
High 301.41 296.13 -5.28 -1.8% 302.72
Low 296.06 286.69 -9.37 -3.2% 296.06
Close 296.13 289.20 -6.93 -2.3% 296.13
Range 5.35 9.44 4.09 76.4% 6.66
ATR 3.23 3.68 0.44 13.7% 0.00
Volume
Daily Pivots for day following 30-Mar-1987
Classic Woodie Camarilla DeMark
R4 318.99 313.54 294.39
R3 309.55 304.10 291.80
R2 300.11 300.11 290.93
R1 294.66 294.66 290.07 292.67
PP 290.67 290.67 290.67 289.68
S1 285.22 285.22 288.33 283.23
S2 281.23 281.23 287.47
S3 271.79 275.78 286.60
S4 262.35 266.34 284.01
Weekly Pivots for week ending 27-Mar-1987
Classic Woodie Camarilla DeMark
R4 318.28 313.87 299.79
R3 311.62 307.21 297.96
R2 304.96 304.96 297.35
R1 300.55 300.55 296.74 299.43
PP 298.30 298.30 298.30 297.74
S1 293.89 293.89 295.52 292.77
S2 291.64 291.64 294.91
S3 284.98 287.23 294.30
S4 278.32 280.57 292.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 302.72 286.69 16.03 5.5% 4.28 1.5% 16% False True
10 302.72 286.69 16.03 5.5% 3.96 1.4% 16% False True
20 302.72 282.92 19.80 6.8% 3.35 1.2% 32% False False
40 302.72 273.16 29.56 10.2% 3.51 1.2% 54% False False
60 302.72 246.45 56.27 19.5% 3.67 1.3% 76% False False
80 302.72 241.28 61.44 21.2% 3.38 1.2% 78% False False
100 302.72 235.51 67.21 23.2% 3.25 1.1% 80% False False
120 302.72 233.68 69.04 23.9% 3.06 1.1% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 336.25
2.618 320.84
1.618 311.40
1.000 305.57
0.618 301.96
HIGH 296.13
0.618 292.52
0.500 291.41
0.382 290.30
LOW 286.69
0.618 280.86
1.000 277.25
1.618 271.42
2.618 261.98
4.250 246.57
Fisher Pivots for day following 30-Mar-1987
Pivot 1 day 3 day
R1 291.41 294.71
PP 290.67 292.87
S1 289.94 291.04

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

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