S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Sep-1987
Day Change Summary
Previous Current
04-Sep-1987 08-Sep-1987 Change Change % Previous Week
Open 320.21 316.70 -3.51 -1.1% 327.04
High 322.03 316.70 -5.33 -1.7% 332.18
Low 316.53 308.56 -7.97 -2.5% 316.53
Close 316.70 313.56 -3.14 -1.0% 316.70
Range 5.50 8.14 2.64 48.0% 15.65
ATR 4.46 4.73 0.26 5.9% 0.00
Volume
Daily Pivots for day following 08-Sep-1987
Classic Woodie Camarilla DeMark
R4 337.36 333.60 318.04
R3 329.22 325.46 315.80
R2 321.08 321.08 315.05
R1 317.32 317.32 314.31 315.13
PP 312.94 312.94 312.94 311.85
S1 309.18 309.18 312.81 306.99
S2 304.80 304.80 312.07
S3 296.66 301.04 311.32
S4 288.52 292.90 309.08
Weekly Pivots for week ending 04-Sep-1987
Classic Woodie Camarilla DeMark
R4 368.75 358.38 325.31
R3 353.10 342.73 321.00
R2 337.45 337.45 319.57
R1 327.08 327.08 318.13 324.44
PP 321.80 321.80 321.80 320.49
S1 311.43 311.43 315.27 308.79
S2 306.15 306.15 313.83
S3 290.50 295.78 312.40
S4 274.85 280.13 308.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 332.18 308.56 23.62 7.5% 7.13 2.3% 21% False True
10 337.89 308.56 29.33 9.4% 5.41 1.7% 17% False True
20 337.89 308.56 29.33 9.4% 4.73 1.5% 17% False True
40 337.89 306.10 31.79 10.1% 3.92 1.3% 23% False False
60 337.89 296.04 41.85 13.3% 3.69 1.2% 42% False False
80 337.89 277.01 60.88 19.4% 3.81 1.2% 60% False False
100 337.89 276.22 61.67 19.7% 4.01 1.3% 61% False False
120 337.89 275.67 62.22 19.8% 4.14 1.3% 61% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.86
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 351.30
2.618 338.01
1.618 329.87
1.000 324.84
0.618 321.73
HIGH 316.70
0.618 313.59
0.500 312.63
0.382 311.67
LOW 308.56
0.618 303.53
1.000 300.42
1.618 295.39
2.618 287.25
4.250 273.97
Fisher Pivots for day following 08-Sep-1987
Pivot 1 day 3 day
R1 313.25 316.43
PP 312.94 315.47
S1 312.63 314.52

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

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