S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-May-1987
Day Change Summary
Previous Current
19-May-1987 20-May-1987 Change Change % Previous Week
Open 286.65 279.62 -7.03 -2.5% 293.37
High 287.39 280.89 -6.50 -2.3% 298.69
Low 278.83 277.01 -1.82 -0.7% 287.11
Close 279.62 278.21 -1.41 -0.5% 287.43
Range 8.56 3.88 -4.68 -54.7% 11.58
ATR 5.00 4.92 -0.08 -1.6% 0.00
Volume
Daily Pivots for day following 20-May-1987
Classic Woodie Camarilla DeMark
R4 290.34 288.16 280.34
R3 286.46 284.28 279.28
R2 282.58 282.58 278.92
R1 280.40 280.40 278.57 279.55
PP 278.70 278.70 278.70 278.28
S1 276.52 276.52 277.85 275.67
S2 274.82 274.82 277.50
S3 270.94 272.64 277.14
S4 267.06 268.76 276.08
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
5 295.10 277.01 18.09 6.5% 5.32 1.9% 7% False True
10 298.69 277.01 21.68 7.8% 4.78 1.7% 6% False True
20 298.69 276.22 22.47 8.1% 4.78 1.7% 9% False False
40 303.65 275.67 27.98 10.1% 5.11 1.8% 9% False False
60 303.65 275.67 27.98 10.1% 4.38 1.6% 9% False False
80 303.65 269.61 34.04 12.2% 4.25 1.5% 25% False False
100 303.65 241.28 62.37 22.4% 4.17 1.5% 59% False False
120 303.65 241.28 62.37 22.4% 3.89 1.4% 59% False False
Crabel Price Patterns
NR True
NR4 True
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 1.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 297.38
2.618 291.05
1.618 287.17
1.000 284.77
0.618 283.29
HIGH 280.89
0.618 279.41
0.500 278.95
0.382 278.49
LOW 277.01
0.618 274.61
1.000 273.13
1.618 270.73
2.618 266.85
4.250 260.52
Fisher Pivots for day following 20-May-1987
Pivot 1 day 3 day
R1 278.95 282.22
PP 278.70 280.88
S1 278.46 279.55

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

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