S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Apr-1987
Day Change Summary
Previous Current
28-Apr-1987 29-Apr-1987 Change Change % Previous Week
Open 281.83 282.51 0.68 0.2% 286.91
High 285.95 286.42 0.47 0.2% 293.46
Low 281.83 282.51 0.68 0.2% 281.18
Close 282.51 284.57 2.06 0.7% 281.52
Range 4.12 3.91 -0.21 -5.1% 12.28
ATR 5.37 5.27 -0.10 -1.9% 0.00
Volume
Daily Pivots for day following 29-Apr-1987
Classic Woodie Camarilla DeMark
R4 296.23 294.31 286.72
R3 292.32 290.40 285.65
R2 288.41 288.41 285.29
R1 286.49 286.49 284.93 287.45
PP 284.50 284.50 284.50 284.98
S1 282.58 282.58 284.21 283.54
S2 280.59 280.59 283.85
S3 276.68 278.67 283.49
S4 272.77 274.76 282.42
Weekly Pivots for week ending 24-Apr-1987
Classic Woodie Camarilla DeMark
R4 322.23 314.15 288.27
R3 309.95 301.87 284.90
R2 297.67 297.67 283.77
R1 289.59 289.59 282.65 287.49
PP 285.39 285.39 285.39 284.34
S1 277.31 277.31 280.39 275.21
S2 273.11 273.11 279.27
S3 260.83 265.03 278.14
S4 248.55 252.75 274.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 289.12 276.22 12.90 4.5% 5.35 1.9% 65% False False
10 293.46 276.22 17.24 6.1% 5.83 2.0% 48% False False
20 303.65 275.67 27.98 9.8% 5.67 2.0% 32% False False
40 303.65 275.67 27.98 9.8% 4.55 1.6% 32% False False
60 303.65 273.49 30.16 10.6% 4.21 1.5% 37% False False
80 303.65 252.14 51.51 18.1% 4.13 1.5% 63% False False
100 303.65 241.28 62.37 21.9% 3.85 1.4% 69% False False
120 303.65 235.51 68.14 23.9% 3.66 1.3% 72% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.99
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 303.04
2.618 296.66
1.618 292.75
1.000 290.33
0.618 288.84
HIGH 286.42
0.618 284.93
0.500 284.47
0.382 284.00
LOW 282.51
0.618 280.09
1.000 278.60
1.618 276.18
2.618 272.27
4.250 265.89
Fisher Pivots for day following 29-Apr-1987
Pivot 1 day 3 day
R1 284.54 283.49
PP 284.50 282.40
S1 284.47 281.32

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

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