S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Aug-1987
Day Change Summary
Previous Current
13-Aug-1987 14-Aug-1987 Change Change % Previous Week
Open 332.39 334.65 2.26 0.7% 323.00
High 335.52 336.08 0.56 0.2% 336.08
Low 332.38 332.63 0.25 0.1% 322.95
Close 334.65 333.99 -0.66 -0.2% 333.99
Range 3.14 3.45 0.31 9.9% 13.13
ATR 3.41 3.41 0.00 0.1% 0.00
Volume
Daily Pivots for day following 14-Aug-1987
Classic Woodie Camarilla DeMark
R4 344.58 342.74 335.89
R3 341.13 339.29 334.94
R2 337.68 337.68 334.62
R1 335.84 335.84 334.31 335.04
PP 334.23 334.23 334.23 333.83
S1 332.39 332.39 333.67 331.59
S2 330.78 330.78 333.36
S3 327.33 328.94 333.04
S4 323.88 325.49 332.09
Weekly Pivots for week ending 14-Aug-1987
Classic Woodie Camarilla DeMark
R4 370.40 365.32 341.21
R3 357.27 352.19 337.60
R2 344.14 344.14 336.40
R1 339.06 339.06 335.19 341.60
PP 331.01 331.01 331.01 332.28
S1 325.93 325.93 332.79 328.47
S2 317.88 317.88 331.58
S3 304.75 312.80 330.38
S4 291.62 299.67 326.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 336.08 322.95 13.13 3.9% 4.27 1.3% 84% True False
10 336.08 314.51 21.57 6.5% 3.93 1.2% 90% True False
20 336.08 306.10 29.98 9.0% 3.35 1.0% 93% True False
40 336.08 298.35 37.73 11.3% 3.17 0.9% 94% True False
60 336.08 278.21 57.87 17.3% 3.35 1.0% 96% True False
80 336.08 276.22 59.86 17.9% 3.71 1.1% 97% True False
100 336.08 275.67 60.41 18.1% 4.05 1.2% 97% True False
120 336.08 275.67 60.41 18.1% 3.87 1.2% 97% True 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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 350.74
2.618 345.11
1.618 341.66
1.000 339.53
0.618 338.21
HIGH 336.08
0.618 334.76
0.500 334.36
0.382 333.95
LOW 332.63
0.618 330.50
1.000 329.18
1.618 327.05
2.618 323.60
4.250 317.97
Fisher Pivots for day following 14-Aug-1987
Pivot 1 day 3 day
R1 334.36 333.85
PP 334.23 333.71
S1 334.11 333.57

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

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