S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-May-1987
Day Change Summary
Previous Current
08-May-1987 11-May-1987 Change Change % Previous Week
Open 294.71 293.37 -1.34 -0.5% 288.03
High 296.18 298.69 2.51 0.8% 296.80
Low 291.73 291.55 -0.18 -0.1% 286.39
Close 293.37 291.57 -1.80 -0.6% 293.37
Range 4.45 7.14 2.69 60.4% 10.41
ATR 4.74 4.91 0.17 3.6% 0.00
Volume
Daily Pivots for day following 11-May-1987
Classic Woodie Camarilla DeMark
R4 315.36 310.60 295.50
R3 308.22 303.46 293.53
R2 301.08 301.08 292.88
R1 296.32 296.32 292.22 295.13
PP 293.94 293.94 293.94 293.34
S1 289.18 289.18 290.92 287.99
S2 286.80 286.80 290.26
S3 279.66 282.04 289.61
S4 272.52 274.90 287.64
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
5 298.69 289.34 9.35 3.2% 4.59 1.6% 24% True False
10 298.69 281.83 16.86 5.8% 4.33 1.5% 58% True False
20 298.69 275.67 23.02 7.9% 5.56 1.9% 69% True False
40 303.65 275.67 27.98 9.6% 4.86 1.7% 57% False False
60 303.65 275.01 28.64 9.8% 4.30 1.5% 58% False False
80 303.65 264.00 39.65 13.6% 4.29 1.5% 70% False False
100 303.65 241.28 62.37 21.4% 3.98 1.4% 81% False False
120 303.65 235.51 68.14 23.4% 3.81 1.3% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 329.04
2.618 317.38
1.618 310.24
1.000 305.83
0.618 303.10
HIGH 298.69
0.618 295.96
0.500 295.12
0.382 294.28
LOW 291.55
0.618 287.14
1.000 284.41
1.618 280.00
2.618 272.86
4.250 261.21
Fisher Pivots for day following 11-May-1987
Pivot 1 day 3 day
R1 295.12 295.12
PP 293.94 293.94
S1 292.75 292.75

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

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