S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Apr-1987
Day Change Summary
Previous Current
07-Apr-1987 08-Apr-1987 Change Change % Previous Week
Open 301.95 296.69 -5.26 -1.7% 296.13
High 303.65 299.20 -4.45 -1.5% 301.30
Low 296.67 295.18 -1.49 -0.5% 286.69
Close 296.69 297.26 0.57 0.2% 300.41
Range 6.98 4.02 -2.96 -42.4% 14.61
ATR 4.02 4.02 0.00 0.0% 0.00
Volume
Daily Pivots for day following 08-Apr-1987
Classic Woodie Camarilla DeMark
R4 309.27 307.29 299.47
R3 305.25 303.27 298.37
R2 301.23 301.23 298.00
R1 299.25 299.25 297.63 300.24
PP 297.21 297.21 297.21 297.71
S1 295.23 295.23 296.89 296.22
S2 293.19 293.19 296.52
S3 289.17 291.21 296.15
S4 285.15 287.19 295.05
Weekly Pivots for week ending 03-Apr-1987
Classic Woodie Camarilla DeMark
R4 339.96 334.80 308.45
R3 325.35 320.19 304.43
R2 310.74 310.74 303.09
R1 305.58 305.58 301.75 308.16
PP 296.13 296.13 296.13 297.43
S1 290.97 290.97 299.07 293.55
S2 281.52 281.52 297.73
S3 266.91 276.36 296.39
S4 252.30 261.75 292.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 303.65 292.02 11.63 3.9% 4.85 1.6% 45% False False
10 303.65 286.69 16.96 5.7% 4.82 1.6% 62% False False
20 303.65 286.64 17.01 5.7% 3.90 1.3% 62% False False
40 303.65 273.89 29.76 10.0% 3.62 1.2% 79% False False
60 303.65 259.62 44.03 14.8% 3.84 1.3% 85% False False
80 303.65 241.28 62.37 21.0% 3.55 1.2% 90% False False
100 303.65 235.51 68.14 22.9% 3.42 1.1% 91% False False
120 303.65 234.78 68.87 23.2% 3.19 1.1% 91% False 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
4.250 316.29
2.618 309.72
1.618 305.70
1.000 303.22
0.618 301.68
HIGH 299.20
0.618 297.66
0.500 297.19
0.382 296.72
LOW 295.18
0.618 292.70
1.000 291.16
1.618 288.68
2.618 284.66
4.250 278.10
Fisher Pivots for day following 08-Apr-1987
Pivot 1 day 3 day
R1 297.24 299.42
PP 297.21 298.70
S1 297.19 297.98

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

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