S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-May-1987
Day Change Summary
Previous Current
07-May-1987 08-May-1987 Change Change % Previous Week
Open 295.47 294.71 -0.76 -0.3% 288.03
High 296.80 296.18 -0.62 -0.2% 296.80
Low 294.07 291.73 -2.34 -0.8% 286.39
Close 294.71 293.37 -1.34 -0.5% 293.37
Range 2.73 4.45 1.72 63.0% 10.41
ATR 4.76 4.74 -0.02 -0.5% 0.00
Volume
Daily Pivots for day following 08-May-1987
Classic Woodie Camarilla DeMark
R4 307.11 304.69 295.82
R3 302.66 300.24 294.59
R2 298.21 298.21 294.19
R1 295.79 295.79 293.78 294.78
PP 293.76 293.76 293.76 293.25
S1 291.34 291.34 292.96 290.33
S2 289.31 289.31 292.55
S3 284.86 286.89 292.15
S4 280.41 282.44 290.92
Weekly Pivots for week ending 08-May-1987
Classic Woodie Camarilla DeMark
R4 323.42 318.80 299.10
R3 313.01 308.39 296.23
R2 302.60 302.60 295.28
R1 297.98 297.98 294.32 300.29
PP 292.19 292.19 292.19 293.34
S1 287.57 287.57 292.42 289.88
S2 281.78 281.78 291.46
S3 271.37 277.16 290.51
S4 260.96 266.75 287.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 296.80 286.39 10.41 3.5% 3.89 1.3% 67% False False
10 296.80 276.22 20.58 7.0% 4.44 1.5% 83% False False
20 296.80 275.67 21.13 7.2% 5.35 1.8% 84% False False
40 303.65 275.67 27.98 9.5% 4.72 1.6% 63% False False
60 303.65 273.89 29.76 10.1% 4.25 1.4% 65% False False
80 303.65 262.64 41.01 14.0% 4.25 1.5% 75% False False
100 303.65 241.28 62.37 21.3% 3.94 1.3% 84% False False
120 303.65 235.51 68.14 23.2% 3.77 1.3% 85% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 315.09
2.618 307.83
1.618 303.38
1.000 300.63
0.618 298.93
HIGH 296.18
0.618 294.48
0.500 293.96
0.382 293.43
LOW 291.73
0.618 288.98
1.000 287.28
1.618 284.53
2.618 280.08
4.250 272.82
Fisher Pivots for day following 08-May-1987
Pivot 1 day 3 day
R1 293.96 294.27
PP 293.76 293.97
S1 293.57 293.67

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

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