S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Sep-1987
Day Change Summary
Previous Current
01-Sep-1987 02-Sep-1987 Change Change % Previous Week
Open 329.80 323.40 -6.40 -1.9% 335.90
High 332.18 324.53 -7.65 -2.3% 337.89
Low 322.83 318.76 -4.07 -1.3% 327.03
Close 323.40 321.68 -1.72 -0.5% 327.04
Range 9.35 5.77 -3.58 -38.3% 10.86
ATR 4.07 4.19 0.12 3.0% 0.00
Volume
Daily Pivots for day following 02-Sep-1987
Classic Woodie Camarilla DeMark
R4 338.97 336.09 324.85
R3 333.20 330.32 323.27
R2 327.43 327.43 322.74
R1 324.55 324.55 322.21 323.11
PP 321.66 321.66 321.66 320.93
S1 318.78 318.78 321.15 317.34
S2 315.89 315.89 320.62
S3 310.12 313.01 320.09
S4 304.35 307.24 318.51
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
5 334.57 318.76 15.81 4.9% 5.21 1.6% 18% False True
10 337.89 318.76 19.13 5.9% 4.49 1.4% 15% False True
20 337.89 317.50 20.39 6.3% 4.34 1.3% 21% False False
40 337.89 305.49 32.40 10.1% 3.57 1.1% 50% False False
60 337.89 295.66 42.23 13.1% 3.51 1.1% 62% False False
80 337.89 277.01 60.88 18.9% 3.66 1.1% 73% False False
100 337.89 275.67 62.22 19.3% 4.04 1.3% 74% False False
120 337.89 275.67 62.22 19.3% 4.06 1.3% 74% False 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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 349.05
2.618 339.64
1.618 333.87
1.000 330.30
0.618 328.10
HIGH 324.53
0.618 322.33
0.500 321.65
0.382 320.96
LOW 318.76
0.618 315.19
1.000 312.99
1.618 309.42
2.618 303.65
4.250 294.24
Fisher Pivots for day following 02-Sep-1987
Pivot 1 day 3 day
R1 321.67 325.47
PP 321.66 324.21
S1 321.65 322.94

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

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