S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Apr-1987
Day Change Summary
Previous Current
29-Apr-1987 30-Apr-1987 Change Change % Previous Week
Open 282.51 284.57 2.06 0.7% 286.91
High 286.42 290.08 3.66 1.3% 293.46
Low 282.51 284.57 2.06 0.7% 281.18
Close 284.57 288.36 3.79 1.3% 281.52
Range 3.91 5.51 1.60 40.9% 12.28
ATR 5.27 5.29 0.02 0.3% 0.00
Volume
Daily Pivots for day following 30-Apr-1987
Classic Woodie Camarilla DeMark
R4 304.20 301.79 291.39
R3 298.69 296.28 289.88
R2 293.18 293.18 289.37
R1 290.77 290.77 288.87 291.98
PP 287.67 287.67 287.67 288.27
S1 285.26 285.26 287.85 286.47
S2 282.16 282.16 287.35
S3 276.65 279.75 286.84
S4 271.14 274.24 285.33
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
5 290.08 276.22 13.86 4.8% 5.48 1.9% 88% True False
10 293.46 276.22 17.24 6.0% 5.79 2.0% 70% False False
20 303.65 275.67 27.98 9.7% 5.74 2.0% 45% False False
40 303.65 275.67 27.98 9.7% 4.57 1.6% 45% False False
60 303.65 273.49 30.16 10.5% 4.26 1.5% 49% False False
80 303.65 252.65 51.00 17.7% 4.18 1.4% 70% False False
100 303.65 241.28 62.37 21.6% 3.88 1.3% 75% False False
120 303.65 235.51 68.14 23.6% 3.68 1.3% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 313.50
2.618 304.51
1.618 299.00
1.000 295.59
0.618 293.49
HIGH 290.08
0.618 287.98
0.500 287.33
0.382 286.67
LOW 284.57
0.618 281.16
1.000 279.06
1.618 275.65
2.618 270.14
4.250 261.15
Fisher Pivots for day following 30-Apr-1987
Pivot 1 day 3 day
R1 288.02 287.56
PP 287.67 286.76
S1 287.33 285.96

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

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