S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Aug-1987
Day Change Summary
Previous Current
11-Aug-1987 12-Aug-1987 Change Change % Previous Week
Open 328.80 333.33 4.53 1.4% 318.66
High 333.40 334.57 1.17 0.4% 324.15
Low 328.00 331.06 3.06 0.9% 314.51
Close 333.33 332.39 -0.94 -0.3% 323.00
Range 5.40 3.51 -1.89 -35.0% 9.64
ATR 3.42 3.43 0.01 0.2% 0.00
Volume
Daily Pivots for day following 12-Aug-1987
Classic Woodie Camarilla DeMark
R4 343.20 341.31 334.32
R3 339.69 337.80 333.36
R2 336.18 336.18 333.03
R1 334.29 334.29 332.71 333.48
PP 332.67 332.67 332.67 332.27
S1 330.78 330.78 332.07 329.97
S2 329.16 329.16 331.75
S3 325.65 327.27 331.42
S4 322.14 323.76 330.46
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
5 334.57 317.50 17.07 5.1% 4.34 1.3% 87% True False
10 334.57 314.51 20.06 6.0% 3.68 1.1% 89% True False
20 334.57 306.10 28.47 8.6% 3.25 1.0% 92% True False
40 334.57 296.04 38.53 11.6% 3.27 1.0% 94% True False
60 334.57 277.01 57.56 17.3% 3.45 1.0% 96% True False
80 334.57 276.22 58.35 17.6% 3.83 1.2% 96% True False
100 334.57 275.67 58.90 17.7% 4.04 1.2% 96% True False
120 334.57 275.67 58.90 17.7% 3.88 1.2% 96% 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 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 349.49
2.618 343.76
1.618 340.25
1.000 338.08
0.618 336.74
HIGH 334.57
0.618 333.23
0.500 332.82
0.382 332.40
LOW 331.06
0.618 328.89
1.000 327.55
1.618 325.38
2.618 321.87
4.250 316.14
Fisher Pivots for day following 12-Aug-1987
Pivot 1 day 3 day
R1 332.82 331.18
PP 332.67 329.97
S1 332.53 328.76

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

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