S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Apr-1987
Day Change Summary
Previous Current
08-Apr-1987 09-Apr-1987 Change Change % Previous Week
Open 296.69 297.26 0.57 0.2% 296.13
High 299.20 297.71 -1.49 -0.5% 301.30
Low 295.18 291.50 -3.68 -1.2% 286.69
Close 297.26 292.86 -4.40 -1.5% 300.41
Range 4.02 6.21 2.19 54.5% 14.61
ATR 4.02 4.18 0.16 3.9% 0.00
Volume
Daily Pivots for day following 09-Apr-1987
Classic Woodie Camarilla DeMark
R4 312.65 308.97 296.28
R3 306.44 302.76 294.57
R2 300.23 300.23 294.00
R1 296.55 296.55 293.43 295.29
PP 294.02 294.02 294.02 293.39
S1 290.34 290.34 292.29 289.08
S2 287.81 287.81 291.72
S3 281.60 284.13 291.15
S4 275.39 277.92 289.44
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
5 303.65 291.50 12.15 4.1% 5.60 1.9% 11% False True
10 303.65 286.69 16.96 5.8% 5.21 1.8% 36% False False
20 303.65 286.64 17.01 5.8% 4.10 1.4% 37% False False
40 303.65 273.89 29.76 10.2% 3.70 1.3% 64% False False
60 303.65 262.64 41.01 14.0% 3.89 1.3% 74% False False
80 303.65 241.28 62.37 21.3% 3.58 1.2% 83% False False
100 303.65 235.51 68.14 23.3% 3.45 1.2% 84% False False
120 303.65 234.78 68.87 23.5% 3.23 1.1% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 324.10
2.618 313.97
1.618 307.76
1.000 303.92
0.618 301.55
HIGH 297.71
0.618 295.34
0.500 294.61
0.382 293.87
LOW 291.50
0.618 287.66
1.000 285.29
1.618 281.45
2.618 275.24
4.250 265.11
Fisher Pivots for day following 09-Apr-1987
Pivot 1 day 3 day
R1 294.61 297.58
PP 294.02 296.00
S1 293.44 294.43

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

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