S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Apr-1987
Day Change Summary
Previous Current
09-Apr-1987 10-Apr-1987 Change Change % Previous Week
Open 297.26 292.86 -4.40 -1.5% 300.41
High 297.71 293.74 -3.97 -1.3% 303.65
Low 291.50 290.94 -0.56 -0.2% 290.94
Close 292.86 292.49 -0.37 -0.1% 292.49
Range 6.21 2.80 -3.41 -54.9% 12.71
ATR 4.18 4.08 -0.10 -2.4% 0.00
Volume
Daily Pivots for day following 10-Apr-1987
Classic Woodie Camarilla DeMark
R4 300.79 299.44 294.03
R3 297.99 296.64 293.26
R2 295.19 295.19 293.00
R1 293.84 293.84 292.75 293.12
PP 292.39 292.39 292.39 292.03
S1 291.04 291.04 292.23 290.32
S2 289.59 289.59 291.98
S3 286.79 288.24 291.72
S4 283.99 285.44 290.95
Weekly Pivots for week ending 10-Apr-1987
Classic Woodie Camarilla DeMark
R4 333.82 325.87 299.48
R3 321.11 313.16 295.99
R2 308.40 308.40 294.82
R1 300.45 300.45 293.66 298.07
PP 295.69 295.69 295.69 294.51
S1 287.74 287.74 291.32 285.36
S2 282.98 282.98 290.16
S3 270.27 275.03 288.99
S4 257.56 262.32 285.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 303.65 290.94 12.71 4.3% 4.36 1.5% 12% False True
10 303.65 286.69 16.96 5.8% 4.96 1.7% 34% False False
20 303.65 286.64 17.01 5.8% 4.15 1.4% 34% False False
40 303.65 275.01 28.64 9.8% 3.67 1.3% 61% False False
60 303.65 264.00 39.65 13.6% 3.87 1.3% 72% False False
80 303.65 241.28 62.37 21.3% 3.59 1.2% 82% False False
100 303.65 235.51 68.14 23.3% 3.46 1.2% 84% False False
120 303.65 234.95 68.70 23.5% 3.22 1.1% 84% False False
Crabel Price Patterns
NR True
NR4 True
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 0.71
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 305.64
2.618 301.07
1.618 298.27
1.000 296.54
0.618 295.47
HIGH 293.74
0.618 292.67
0.500 292.34
0.382 292.01
LOW 290.94
0.618 289.21
1.000 288.14
1.618 286.41
2.618 283.61
4.250 279.04
Fisher Pivots for day following 10-Apr-1987
Pivot 1 day 3 day
R1 292.44 295.07
PP 292.39 294.21
S1 292.34 293.35

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

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