S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Sep-1987
Day Change Summary
Previous Current
31-Aug-1987 01-Sep-1987 Change Change % Previous Week
Open 327.04 329.80 2.76 0.8% 335.90
High 330.09 332.18 2.09 0.6% 337.89
Low 326.99 322.83 -4.16 -1.3% 327.03
Close 329.80 323.40 -6.40 -1.9% 327.04
Range 3.10 9.35 6.25 201.6% 10.86
ATR 3.66 4.07 0.41 11.1% 0.00
Volume
Daily Pivots for day following 01-Sep-1987
Classic Woodie Camarilla DeMark
R4 354.19 348.14 328.54
R3 344.84 338.79 325.97
R2 335.49 335.49 325.11
R1 329.44 329.44 324.26 327.79
PP 326.14 326.14 326.14 325.31
S1 320.09 320.09 322.54 318.44
S2 316.79 316.79 321.69
S3 307.44 310.74 320.83
S4 298.09 301.39 318.26
Weekly Pivots for week ending 28-Aug-1987
Classic Woodie Camarilla DeMark
R4 363.23 356.00 333.01
R3 352.37 345.14 330.03
R2 341.51 341.51 329.03
R1 334.28 334.28 328.04 332.47
PP 330.65 330.65 330.65 329.75
S1 323.42 323.42 326.04 321.61
S2 319.79 319.79 325.05
S3 308.93 312.56 324.05
S4 298.07 301.70 321.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 337.39 322.83 14.56 4.5% 4.64 1.4% 4% False True
10 337.89 322.83 15.06 4.7% 4.25 1.3% 4% False True
20 337.89 316.23 21.66 6.7% 4.23 1.3% 33% False False
40 337.89 305.49 32.40 10.0% 3.49 1.1% 55% False False
60 337.89 295.66 42.23 13.1% 3.45 1.1% 66% False False
80 337.89 277.01 60.88 18.8% 3.68 1.1% 76% False False
100 337.89 275.67 62.22 19.2% 4.01 1.2% 77% False False
120 337.89 275.67 62.22 19.2% 4.03 1.2% 77% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 371.92
2.618 356.66
1.618 347.31
1.000 341.53
0.618 337.96
HIGH 332.18
0.618 328.61
0.500 327.51
0.382 326.40
LOW 322.83
0.618 317.05
1.000 313.48
1.618 307.70
2.618 298.35
4.250 283.09
Fisher Pivots for day following 01-Sep-1987
Pivot 1 day 3 day
R1 327.51 327.51
PP 326.14 326.14
S1 324.77 324.77

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

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