S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-1987
Day Change Summary
Previous Current
11-May-1987 12-May-1987 Change Change % Previous Week
Open 293.37 291.57 -1.80 -0.6% 288.03
High 298.69 293.30 -5.39 -1.8% 296.80
Low 291.55 290.18 -1.37 -0.5% 286.39
Close 291.57 293.30 1.73 0.6% 293.37
Range 7.14 3.12 -4.02 -56.3% 10.41
ATR 4.91 4.79 -0.13 -2.6% 0.00
Volume
Daily Pivots for day following 12-May-1987
Classic Woodie Camarilla DeMark
R4 301.62 300.58 295.02
R3 298.50 297.46 294.16
R2 295.38 295.38 293.87
R1 294.34 294.34 293.59 294.86
PP 292.26 292.26 292.26 292.52
S1 291.22 291.22 293.01 291.74
S2 289.14 289.14 292.73
S3 286.02 288.10 292.44
S4 282.90 284.98 291.58
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
5 298.69 290.18 8.51 2.9% 4.01 1.4% 37% False True
10 298.69 282.51 16.18 5.5% 4.23 1.4% 67% False False
20 298.69 275.67 23.02 7.8% 5.33 1.8% 77% False False
40 303.65 275.67 27.98 9.5% 4.85 1.7% 63% False False
60 303.65 275.67 27.98 9.5% 4.25 1.4% 63% False False
80 303.65 264.00 39.65 13.5% 4.30 1.5% 74% False False
100 303.65 241.28 62.37 21.3% 3.98 1.4% 83% False False
120 303.65 235.51 68.14 23.2% 3.78 1.3% 85% 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 0.99
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 306.56
2.618 301.47
1.618 298.35
1.000 296.42
0.618 295.23
HIGH 293.30
0.618 292.11
0.500 291.74
0.382 291.37
LOW 290.18
0.618 288.25
1.000 287.06
1.618 285.13
2.618 282.01
4.250 276.92
Fisher Pivots for day following 12-May-1987
Pivot 1 day 3 day
R1 292.78 294.44
PP 292.26 294.06
S1 291.74 293.68

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

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