S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Apr-1987
Day Change Summary
Previous Current
14-Apr-1987 15-Apr-1987 Change Change % Previous Week
Open 285.62 279.16 -6.46 -2.3% 300.41
High 285.62 285.14 -0.48 -0.2% 303.65
Low 275.67 279.16 3.49 1.3% 290.94
Close 279.16 284.44 5.28 1.9% 292.49
Range 9.95 5.98 -3.97 -39.9% 12.71
ATR 4.74 4.83 0.09 1.9% 0.00
Volume
Daily Pivots for day following 15-Apr-1987
Classic Woodie Camarilla DeMark
R4 300.85 298.63 287.73
R3 294.87 292.65 286.08
R2 288.89 288.89 285.54
R1 286.67 286.67 284.99 287.78
PP 282.91 282.91 282.91 283.47
S1 280.69 280.69 283.89 281.80
S2 276.93 276.93 283.34
S3 270.95 274.71 282.80
S4 264.97 268.73 281.15
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
5 297.71 275.67 22.04 7.7% 6.54 2.3% 40% False False
10 303.65 275.67 27.98 9.8% 5.69 2.0% 31% False False
20 303.65 275.67 27.98 9.8% 4.76 1.7% 31% False False
40 303.65 275.67 27.98 9.8% 3.85 1.4% 31% False False
60 303.65 267.32 36.33 12.8% 4.07 1.4% 47% False False
80 303.65 241.28 62.37 21.9% 3.78 1.3% 69% False False
100 303.65 241.28 62.37 21.9% 3.56 1.3% 69% False False
120 303.65 235.51 68.14 24.0% 3.37 1.2% 72% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 310.56
2.618 300.80
1.618 294.82
1.000 291.12
0.618 288.84
HIGH 285.14
0.618 282.86
0.500 282.15
0.382 281.44
LOW 279.16
0.618 275.46
1.000 273.18
1.618 269.48
2.618 263.50
4.250 253.75
Fisher Pivots for day following 15-Apr-1987
Pivot 1 day 3 day
R1 283.68 284.52
PP 282.91 284.49
S1 282.15 284.47

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

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