S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Apr-1987
Day Change Summary
Previous Current
20-Apr-1987 21-Apr-1987 Change Change % Previous Week
Open 286.91 286.09 -0.82 -0.3% 292.49
High 288.36 293.07 4.71 1.6% 293.36
Low 284.55 282.89 -1.66 -0.6% 275.67
Close 286.09 293.07 6.98 2.4% 286.91
Range 3.81 10.18 6.37 167.2% 17.69
ATR 4.78 5.16 0.39 8.1% 0.00
Volume
Daily Pivots for day following 21-Apr-1987
Classic Woodie Camarilla DeMark
R4 320.22 316.82 298.67
R3 310.04 306.64 295.87
R2 299.86 299.86 294.94
R1 296.46 296.46 294.00 298.16
PP 289.68 289.68 289.68 290.53
S1 286.28 286.28 292.14 287.98
S2 279.50 279.50 291.20
S3 269.32 276.10 290.27
S4 259.14 265.92 287.47
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
5 293.07 275.67 17.40 5.9% 7.01 2.4% 100% True False
10 303.65 275.67 27.98 9.5% 6.28 2.1% 62% False False
20 303.65 275.67 27.98 9.5% 5.22 1.8% 62% False False
40 303.65 275.67 27.98 9.5% 4.07 1.4% 62% False False
60 303.65 267.73 35.92 12.3% 4.01 1.4% 71% False False
80 303.65 241.28 62.37 21.3% 3.94 1.3% 83% False False
100 303.65 241.28 62.37 21.3% 3.66 1.2% 83% False False
120 303.65 235.51 68.14 23.3% 3.48 1.2% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.01
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 336.34
2.618 319.72
1.618 309.54
1.000 303.25
0.618 299.36
HIGH 293.07
0.618 289.18
0.500 287.98
0.382 286.78
LOW 282.89
0.618 276.60
1.000 272.71
1.618 266.42
2.618 256.24
4.250 239.63
Fisher Pivots for day following 21-Apr-1987
Pivot 1 day 3 day
R1 291.37 291.37
PP 289.68 289.68
S1 287.98 287.98

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

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