S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-May-1987
Day Change Summary
Previous Current
18-May-1987 19-May-1987 Change Change % Previous Week
Open 287.43 286.65 -0.78 -0.3% 293.37
High 287.43 287.39 -0.04 0.0% 298.69
Low 282.57 278.83 -3.74 -1.3% 287.11
Close 286.65 279.62 -7.03 -2.5% 287.43
Range 4.86 8.56 3.70 76.1% 11.58
ATR 4.73 5.00 0.27 5.8% 0.00
Volume
Daily Pivots for day following 19-May-1987
Classic Woodie Camarilla DeMark
R4 307.63 302.18 284.33
R3 299.07 293.62 281.97
R2 290.51 290.51 281.19
R1 285.06 285.06 280.40 283.51
PP 281.95 281.95 281.95 281.17
S1 276.50 276.50 278.84 274.95
S2 273.39 273.39 278.05
S3 264.83 267.94 277.27
S4 256.27 259.38 274.91
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
5 295.10 278.83 16.27 5.8% 5.30 1.9% 5% False True
10 298.69 278.83 19.86 7.1% 4.65 1.7% 4% False True
20 298.69 276.22 22.47 8.0% 4.91 1.8% 15% False False
40 303.65 275.67 27.98 10.0% 5.06 1.8% 14% False False
60 303.65 275.67 27.98 10.0% 4.35 1.6% 14% False False
80 303.65 267.73 35.92 12.8% 4.23 1.5% 33% False False
100 303.65 241.28 62.37 22.3% 4.13 1.5% 61% False False
120 303.65 241.28 62.37 22.3% 3.87 1.4% 61% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 323.77
2.618 309.80
1.618 301.24
1.000 295.95
0.618 292.68
HIGH 287.39
0.618 284.12
0.500 283.11
0.382 282.10
LOW 278.83
0.618 273.54
1.000 270.27
1.618 264.98
2.618 256.42
4.250 242.45
Fisher Pivots for day following 19-May-1987
Pivot 1 day 3 day
R1 283.11 286.54
PP 281.95 284.23
S1 280.78 281.93

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

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