S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Apr-1987
Day Change Summary
Previous Current
21-Apr-1987 22-Apr-1987 Change Change % Previous Week
Open 286.09 293.07 6.98 2.4% 292.49
High 293.07 293.46 0.39 0.1% 293.36
Low 282.89 286.98 4.09 1.4% 275.67
Close 293.07 287.19 -5.88 -2.0% 286.91
Range 10.18 6.48 -3.70 -36.3% 17.69
ATR 5.16 5.26 0.09 1.8% 0.00
Volume
Daily Pivots for day following 22-Apr-1987
Classic Woodie Camarilla DeMark
R4 308.65 304.40 290.75
R3 302.17 297.92 288.97
R2 295.69 295.69 288.38
R1 291.44 291.44 287.78 290.33
PP 289.21 289.21 289.21 288.65
S1 284.96 284.96 286.60 283.85
S2 282.73 282.73 286.00
S3 276.25 278.48 285.41
S4 269.77 272.00 283.63
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
5 293.46 279.16 14.30 5.0% 6.32 2.2% 56% True False
10 299.20 275.67 23.53 8.2% 6.23 2.2% 49% False False
20 303.65 275.67 27.98 9.7% 5.45 1.9% 41% False False
40 303.65 275.67 27.98 9.7% 4.19 1.5% 41% False False
60 303.65 269.61 34.04 11.9% 4.07 1.4% 52% False False
80 303.65 241.28 62.37 21.7% 4.01 1.4% 74% False False
100 303.65 241.28 62.37 21.7% 3.71 1.3% 74% False False
120 303.65 235.51 68.14 23.7% 3.52 1.2% 76% False False
Crabel Price Patterns
NR True
NR4 False
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 0.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 321.00
2.618 310.42
1.618 303.94
1.000 299.94
0.618 297.46
HIGH 293.46
0.618 290.98
0.500 290.22
0.382 289.46
LOW 286.98
0.618 282.98
1.000 280.50
1.618 276.50
2.618 270.02
4.250 259.44
Fisher Pivots for day following 22-Apr-1987
Pivot 1 day 3 day
R1 290.22 288.18
PP 289.21 287.85
S1 288.20 287.52

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

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