S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-May-1987
Day Change Summary
Previous Current
20-May-1987 21-May-1987 Change Change % Previous Week
Open 279.62 278.21 -1.41 -0.5% 293.37
High 280.89 282.31 1.42 0.5% 298.69
Low 277.01 278.21 1.20 0.4% 287.11
Close 278.21 280.17 1.96 0.7% 287.43
Range 3.88 4.10 0.22 5.7% 11.58
ATR 4.92 4.86 -0.06 -1.2% 0.00
Volume
Daily Pivots for day following 21-May-1987
Classic Woodie Camarilla DeMark
R4 292.53 290.45 282.43
R3 288.43 286.35 281.30
R2 284.33 284.33 280.92
R1 282.25 282.25 280.55 283.29
PP 280.23 280.23 280.23 280.75
S1 278.15 278.15 279.79 279.19
S2 276.13 276.13 279.42
S3 272.03 274.05 279.04
S4 267.93 269.95 277.92
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
5 294.24 277.01 17.23 6.1% 5.71 2.0% 18% False False
10 298.69 277.01 21.68 7.7% 4.92 1.8% 15% False False
20 298.69 276.22 22.47 8.0% 4.74 1.7% 18% False False
40 303.65 275.67 27.98 10.0% 5.15 1.8% 16% False False
60 303.65 275.67 27.98 10.0% 4.40 1.6% 16% False False
80 303.65 271.38 32.27 11.5% 4.24 1.5% 27% False False
100 303.65 241.28 62.37 22.3% 4.18 1.5% 62% False False
120 303.65 241.28 62.37 22.3% 3.92 1.4% 62% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 299.74
2.618 293.04
1.618 288.94
1.000 286.41
0.618 284.84
HIGH 282.31
0.618 280.74
0.500 280.26
0.382 279.78
LOW 278.21
0.618 275.68
1.000 274.11
1.618 271.58
2.618 267.48
4.250 260.79
Fisher Pivots for day following 21-May-1987
Pivot 1 day 3 day
R1 280.26 282.20
PP 280.23 281.52
S1 280.20 280.85

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

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