S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Apr-1987
Day Change Summary
Previous Current
10-Apr-1987 13-Apr-1987 Change Change % Previous Week
Open 292.86 292.49 -0.37 -0.1% 300.41
High 293.74 293.36 -0.38 -0.1% 303.65
Low 290.94 285.62 -5.32 -1.8% 290.94
Close 292.49 285.62 -6.87 -2.3% 292.49
Range 2.80 7.74 4.94 176.4% 12.71
ATR 4.08 4.34 0.26 6.4% 0.00
Volume
Daily Pivots for day following 13-Apr-1987
Classic Woodie Camarilla DeMark
R4 311.42 306.26 289.88
R3 303.68 298.52 287.75
R2 295.94 295.94 287.04
R1 290.78 290.78 286.33 289.49
PP 288.20 288.20 288.20 287.56
S1 283.04 283.04 284.91 281.75
S2 280.46 280.46 284.20
S3 272.72 275.30 283.49
S4 264.98 267.56 281.36
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
5 303.65 285.62 18.03 6.3% 5.55 1.9% 0% False True
10 303.65 285.62 18.03 6.3% 4.79 1.7% 0% False True
20 303.65 285.62 18.03 6.3% 4.37 1.5% 0% False True
40 303.65 279.37 24.28 8.5% 3.71 1.3% 26% False False
60 303.65 264.00 39.65 13.9% 3.95 1.4% 55% False False
80 303.65 241.28 62.37 21.8% 3.65 1.3% 71% False False
100 303.65 235.51 68.14 23.9% 3.47 1.2% 74% False False
120 303.65 235.51 68.14 23.9% 3.27 1.1% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 326.26
2.618 313.62
1.618 305.88
1.000 301.10
0.618 298.14
HIGH 293.36
0.618 290.40
0.500 289.49
0.382 288.58
LOW 285.62
0.618 280.84
1.000 277.88
1.618 273.10
2.618 265.36
4.250 252.73
Fisher Pivots for day following 13-Apr-1987
Pivot 1 day 3 day
R1 289.49 291.67
PP 288.20 289.65
S1 286.91 287.64

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

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