S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-May-1987
Day Change Summary
Previous Current
13-May-1987 14-May-1987 Change Change % Previous Week
Open 293.30 293.98 0.68 0.2% 288.03
High 294.54 295.10 0.56 0.2% 296.80
Low 290.74 292.95 2.21 0.8% 286.39
Close 293.98 294.24 0.26 0.1% 293.37
Range 3.80 2.15 -1.65 -43.4% 10.41
ATR 4.71 4.53 -0.18 -3.9% 0.00
Volume
Daily Pivots for day following 14-May-1987
Classic Woodie Camarilla DeMark
R4 300.55 299.54 295.42
R3 298.40 297.39 294.83
R2 296.25 296.25 294.63
R1 295.24 295.24 294.44 295.75
PP 294.10 294.10 294.10 294.35
S1 293.09 293.09 294.04 293.60
S2 291.95 291.95 293.85
S3 289.80 290.94 293.65
S4 287.65 288.79 293.06
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% 4.13 1.4% 48% False False
10 298.69 286.39 12.30 4.2% 3.88 1.3% 64% False False
20 298.69 276.22 22.47 7.6% 4.83 1.6% 80% False False
40 303.65 275.67 27.98 9.5% 4.80 1.6% 66% False False
60 303.65 275.67 27.98 9.5% 4.18 1.4% 66% False False
80 303.65 267.32 36.33 12.3% 4.26 1.4% 74% False False
100 303.65 241.28 62.37 21.2% 3.99 1.4% 85% False False
120 303.65 241.28 62.37 21.2% 3.77 1.3% 85% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.21
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 304.24
2.618 300.73
1.618 298.58
1.000 297.25
0.618 296.43
HIGH 295.10
0.618 294.28
0.500 294.03
0.382 293.77
LOW 292.95
0.618 291.62
1.000 290.80
1.618 289.47
2.618 287.32
4.250 283.81
Fisher Pivots for day following 14-May-1987
Pivot 1 day 3 day
R1 294.17 293.71
PP 294.10 293.17
S1 294.03 292.64

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

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