S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Aug-1987
Day Change Summary
Previous Current
17-Aug-1987 18-Aug-1987 Change Change % Previous Week
Open 333.99 334.11 0.12 0.0% 323.00
High 335.43 334.11 -1.32 -0.4% 336.08
Low 332.88 326.43 -6.45 -1.9% 322.95
Close 334.11 329.25 -4.86 -1.5% 333.99
Range 2.55 7.68 5.13 201.2% 13.13
ATR 3.35 3.66 0.31 9.2% 0.00
Volume
Daily Pivots for day following 18-Aug-1987
Classic Woodie Camarilla DeMark
R4 352.97 348.79 333.47
R3 345.29 341.11 331.36
R2 337.61 337.61 330.66
R1 333.43 333.43 329.95 331.68
PP 329.93 329.93 329.93 329.06
S1 325.75 325.75 328.55 324.00
S2 322.25 322.25 327.84
S3 314.57 318.07 327.14
S4 306.89 310.39 325.03
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
5 336.08 326.43 9.65 2.9% 4.07 1.2% 29% False True
10 336.08 316.23 19.85 6.0% 4.20 1.3% 66% False False
20 336.08 306.10 29.98 9.1% 3.45 1.0% 77% False False
40 336.08 302.53 33.55 10.2% 3.13 1.0% 80% False False
60 336.08 282.16 53.92 16.4% 3.40 1.0% 87% False False
80 336.08 276.22 59.86 18.2% 3.70 1.1% 89% False False
100 336.08 275.67 60.41 18.3% 4.11 1.2% 89% False False
120 336.08 275.67 60.41 18.3% 3.90 1.2% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 366.75
2.618 354.22
1.618 346.54
1.000 341.79
0.618 338.86
HIGH 334.11
0.618 331.18
0.500 330.27
0.382 329.36
LOW 326.43
0.618 321.68
1.000 318.75
1.618 314.00
2.618 306.32
4.250 293.79
Fisher Pivots for day following 18-Aug-1987
Pivot 1 day 3 day
R1 330.27 331.26
PP 329.93 330.59
S1 329.59 329.92

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

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