S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Apr-1987
Day Change Summary
Previous Current
16-Apr-1987 20-Apr-1987 Change Change % Previous Week
Open 284.44 286.91 2.47 0.9% 292.49
High 289.57 288.36 -1.21 -0.4% 293.36
Low 284.44 284.55 0.11 0.0% 275.67
Close 286.91 286.09 -0.82 -0.3% 286.91
Range 5.13 3.81 -1.32 -25.7% 17.69
ATR 4.85 4.78 -0.07 -1.5% 0.00
Volume
Daily Pivots for day following 20-Apr-1987
Classic Woodie Camarilla DeMark
R4 297.76 295.74 288.19
R3 293.95 291.93 287.14
R2 290.14 290.14 286.79
R1 288.12 288.12 286.44 287.23
PP 286.33 286.33 286.33 285.89
S1 284.31 284.31 285.74 283.42
S2 282.52 282.52 285.39
S3 278.71 280.50 285.04
S4 274.90 276.69 283.99
Weekly Pivots for week ending 17-Apr-1987
Classic Woodie Camarilla DeMark
R4 338.38 330.34 296.64
R3 320.69 312.65 291.77
R2 303.00 303.00 290.15
R1 294.96 294.96 288.53 290.14
PP 285.31 285.31 285.31 282.90
S1 277.27 277.27 285.29 272.45
S2 267.62 267.62 283.67
S3 249.93 259.58 282.05
S4 232.24 241.89 277.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 293.36 275.67 17.69 6.2% 6.52 2.3% 59% False False
10 303.65 275.67 27.98 9.8% 5.44 1.9% 37% False False
20 303.65 275.67 27.98 9.8% 4.89 1.7% 37% False False
40 303.65 275.67 27.98 9.8% 3.97 1.4% 37% False False
60 303.65 267.73 35.92 12.6% 4.05 1.4% 51% False False
80 303.65 241.28 62.37 21.8% 3.82 1.3% 72% False False
100 303.65 241.28 62.37 21.8% 3.58 1.3% 72% False False
120 303.65 235.51 68.14 23.8% 3.41 1.2% 74% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 304.55
2.618 298.33
1.618 294.52
1.000 292.17
0.618 290.71
HIGH 288.36
0.618 286.90
0.500 286.46
0.382 286.01
LOW 284.55
0.618 282.20
1.000 280.74
1.618 278.39
2.618 274.58
4.250 268.36
Fisher Pivots for day following 20-Apr-1987
Pivot 1 day 3 day
R1 286.46 285.52
PP 286.33 284.94
S1 286.21 284.37

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

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