S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Apr-1987
Day Change Summary
Previous Current
22-Apr-1987 23-Apr-1987 Change Change % Previous Week
Open 293.07 287.19 -5.88 -2.0% 292.49
High 293.46 289.12 -4.34 -1.5% 293.36
Low 286.98 284.28 -2.70 -0.9% 275.67
Close 287.19 286.82 -0.37 -0.1% 286.91
Range 6.48 4.84 -1.64 -25.3% 17.69
ATR 5.26 5.23 -0.03 -0.6% 0.00
Volume
Daily Pivots for day following 23-Apr-1987
Classic Woodie Camarilla DeMark
R4 301.26 298.88 289.48
R3 296.42 294.04 288.15
R2 291.58 291.58 287.71
R1 289.20 289.20 287.26 287.97
PP 286.74 286.74 286.74 286.13
S1 284.36 284.36 286.38 283.13
S2 281.90 281.90 285.93
S3 277.06 279.52 285.49
S4 272.22 274.68 284.16
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
5 293.46 282.89 10.57 3.7% 6.09 2.1% 37% False False
10 297.71 275.67 22.04 7.7% 6.31 2.2% 51% False False
20 303.65 275.67 27.98 9.8% 5.57 1.9% 40% False False
40 303.65 275.67 27.98 9.8% 4.23 1.5% 40% False False
60 303.65 271.38 32.27 11.3% 4.07 1.4% 48% False False
80 303.65 241.28 62.37 21.7% 4.04 1.4% 73% False False
100 303.65 241.28 62.37 21.7% 3.75 1.3% 73% False False
120 303.65 235.51 68.14 23.8% 3.54 1.2% 75% 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 0.92
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 309.69
2.618 301.79
1.618 296.95
1.000 293.96
0.618 292.11
HIGH 289.12
0.618 287.27
0.500 286.70
0.382 286.13
LOW 284.28
0.618 281.29
1.000 279.44
1.618 276.45
2.618 271.61
4.250 263.71
Fisher Pivots for day following 23-Apr-1987
Pivot 1 day 3 day
R1 286.78 288.18
PP 286.74 287.72
S1 286.70 287.27

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

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