S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Aug-1987
Day Change Summary
Previous Current
26-Aug-1987 27-Aug-1987 Change Change % Previous Week
Open 336.77 334.57 -2.20 -0.7% 333.99
High 337.39 334.57 -2.82 -0.8% 336.37
Low 334.46 331.10 -3.36 -1.0% 326.43
Close 334.57 331.38 -3.19 -1.0% 335.90
Range 2.93 3.47 0.54 18.4% 9.94
ATR 3.67 3.66 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 27-Aug-1987
Classic Woodie Camarilla DeMark
R4 342.76 340.54 333.29
R3 339.29 337.07 332.33
R2 335.82 335.82 332.02
R1 333.60 333.60 331.70 332.98
PP 332.35 332.35 332.35 332.04
S1 330.13 330.13 331.06 329.51
S2 328.88 328.88 330.74
S3 325.41 326.66 330.43
S4 321.94 323.19 329.47
Weekly Pivots for week ending 21-Aug-1987
Classic Woodie Camarilla DeMark
R4 362.72 359.25 341.37
R3 352.78 349.31 338.63
R2 342.84 342.84 337.72
R1 339.37 339.37 336.81 341.11
PP 332.90 332.90 332.90 333.77
S1 329.43 329.43 334.99 331.17
S2 322.96 322.96 334.08
S3 313.02 319.49 333.17
S4 303.08 309.55 330.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 337.89 331.10 6.79 2.0% 3.40 1.0% 4% False True
10 337.89 326.43 11.46 3.5% 3.94 1.2% 43% False False
20 337.89 314.51 23.38 7.1% 3.83 1.2% 72% False False
40 337.89 302.94 34.95 10.5% 3.31 1.0% 81% False False
60 337.89 291.55 46.34 14.0% 3.33 1.0% 86% False False
80 337.89 277.01 60.88 18.4% 3.59 1.1% 89% False False
100 337.89 275.67 62.22 18.8% 4.02 1.2% 90% False False
120 337.89 275.67 62.22 18.8% 3.96 1.2% 90% 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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 349.32
2.618 343.65
1.618 340.18
1.000 338.04
0.618 336.71
HIGH 334.57
0.618 333.24
0.500 332.84
0.382 332.43
LOW 331.10
0.618 328.96
1.000 327.63
1.618 325.49
2.618 322.02
4.250 316.35
Fisher Pivots for day following 27-Aug-1987
Pivot 1 day 3 day
R1 332.84 334.50
PP 332.35 333.46
S1 331.87 332.42

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

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