S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Aug-1987
Day Change Summary
Previous Current
10-Aug-1987 11-Aug-1987 Change Change % Previous Week
Open 323.00 328.80 5.80 1.8% 318.66
High 328.80 333.40 4.60 1.4% 324.15
Low 322.95 328.00 5.05 1.6% 314.51
Close 328.80 333.33 4.53 1.4% 323.00
Range 5.85 5.40 -0.45 -7.7% 9.64
ATR 3.27 3.42 0.15 4.6% 0.00
Volume
Daily Pivots for day following 11-Aug-1987
Classic Woodie Camarilla DeMark
R4 347.78 345.95 336.30
R3 342.38 340.55 334.82
R2 336.98 336.98 334.32
R1 335.15 335.15 333.83 336.07
PP 331.58 331.58 331.58 332.03
S1 329.75 329.75 332.84 330.67
S2 326.18 326.18 332.34
S3 320.78 324.35 331.85
S4 315.38 318.95 330.36
Weekly Pivots for week ending 07-Aug-1987
Classic Woodie Camarilla DeMark
R4 349.47 345.88 328.30
R3 339.83 336.24 325.65
R2 330.19 330.19 324.77
R1 326.60 326.60 323.88 328.40
PP 320.55 320.55 320.55 321.45
S1 316.96 316.96 322.12 318.76
S2 310.91 310.91 321.23
S3 301.27 307.32 320.35
S4 291.63 297.68 317.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 333.40 316.23 17.17 5.2% 4.34 1.3% 100% True False
10 333.40 311.73 21.67 6.5% 3.73 1.1% 100% True False
20 333.40 306.10 27.30 8.2% 3.23 1.0% 100% True False
40 333.40 296.04 37.36 11.2% 3.24 1.0% 100% True False
60 333.40 277.01 56.39 16.9% 3.47 1.0% 100% True False
80 333.40 276.22 57.18 17.2% 3.84 1.2% 100% True False
100 333.40 275.67 57.73 17.3% 4.05 1.2% 100% True False
120 333.40 275.67 57.73 17.3% 3.86 1.2% 100% True False
Crabel Price Patterns
NR True
NR4 False
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 356.35
2.618 347.54
1.618 342.14
1.000 338.80
0.618 336.74
HIGH 333.40
0.618 331.34
0.500 330.70
0.382 330.06
LOW 328.00
0.618 324.66
1.000 322.60
1.618 319.26
2.618 313.86
4.250 305.05
Fisher Pivots for day following 11-Aug-1987
Pivot 1 day 3 day
R1 332.45 331.42
PP 331.58 329.52
S1 330.70 327.61

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

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