S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-May-1987
Day Change Summary
Previous Current
14-May-1987 15-May-1987 Change Change % Previous Week
Open 293.98 294.24 0.26 0.1% 293.37
High 295.10 294.24 -0.86 -0.3% 298.69
Low 292.95 287.11 -5.84 -2.0% 287.11
Close 294.24 287.43 -6.81 -2.3% 287.43
Range 2.15 7.13 4.98 231.6% 11.58
ATR 4.53 4.72 0.19 4.1% 0.00
Volume
Daily Pivots for day following 15-May-1987
Classic Woodie Camarilla DeMark
R4 310.98 306.34 291.35
R3 303.85 299.21 289.39
R2 296.72 296.72 288.74
R1 292.08 292.08 288.08 290.84
PP 289.59 289.59 289.59 288.97
S1 284.95 284.95 286.78 283.71
S2 282.46 282.46 286.12
S3 275.33 277.82 285.47
S4 268.20 270.69 283.51
Weekly Pivots for week ending 15-May-1987
Classic Woodie Camarilla DeMark
R4 325.82 318.20 293.80
R3 314.24 306.62 290.61
R2 302.66 302.66 289.55
R1 295.04 295.04 288.49 293.06
PP 291.08 291.08 291.08 290.09
S1 283.46 283.46 286.37 281.48
S2 279.50 279.50 285.31
S3 267.92 271.88 284.25
S4 256.34 260.30 281.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 298.69 287.11 11.58 4.0% 4.67 1.6% 3% False True
10 298.69 286.39 12.30 4.3% 4.28 1.5% 8% False False
20 298.69 276.22 22.47 7.8% 4.93 1.7% 50% False False
40 303.65 275.67 27.98 9.7% 4.92 1.7% 42% False False
60 303.65 275.67 27.98 9.7% 4.26 1.5% 42% False False
80 303.65 267.32 36.33 12.6% 4.31 1.5% 55% False False
100 303.65 241.28 62.37 21.7% 4.04 1.4% 74% False False
120 303.65 241.28 62.37 21.7% 3.80 1.3% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 324.54
2.618 312.91
1.618 305.78
1.000 301.37
0.618 298.65
HIGH 294.24
0.618 291.52
0.500 290.68
0.382 289.83
LOW 287.11
0.618 282.70
1.000 279.98
1.618 275.57
2.618 268.44
4.250 256.81
Fisher Pivots for day following 15-May-1987
Pivot 1 day 3 day
R1 290.68 291.11
PP 289.59 289.88
S1 288.51 288.66

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

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