S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Sep-1987
Day Change Summary
Previous Current
08-Sep-1987 09-Sep-1987 Change Change % Previous Week
Open 316.70 313.56 -3.14 -1.0% 327.04
High 316.70 315.41 -1.29 -0.4% 332.18
Low 308.56 312.29 3.73 1.2% 316.53
Close 313.56 313.92 0.36 0.1% 316.70
Range 8.14 3.12 -5.02 -61.7% 15.65
ATR 4.73 4.61 -0.11 -2.4% 0.00
Volume
Daily Pivots for day following 09-Sep-1987
Classic Woodie Camarilla DeMark
R4 323.23 321.70 315.64
R3 320.11 318.58 314.78
R2 316.99 316.99 314.49
R1 315.46 315.46 314.21 316.23
PP 313.87 313.87 313.87 314.26
S1 312.34 312.34 313.63 313.11
S2 310.75 310.75 313.35
S3 307.63 309.22 313.06
S4 304.51 306.10 312.20
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
5 324.53 308.56 15.97 5.1% 5.89 1.9% 34% False False
10 337.39 308.56 28.83 9.2% 5.26 1.7% 19% False False
20 337.89 308.56 29.33 9.3% 4.61 1.5% 18% False False
40 337.89 306.10 31.79 10.1% 3.92 1.2% 25% False False
60 337.89 296.04 41.85 13.3% 3.70 1.2% 43% False False
80 337.89 277.01 60.88 19.4% 3.76 1.2% 61% False False
100 337.89 276.22 61.67 19.6% 3.99 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 True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 328.67
2.618 323.58
1.618 320.46
1.000 318.53
0.618 317.34
HIGH 315.41
0.618 314.22
0.500 313.85
0.382 313.48
LOW 312.29
0.618 310.36
1.000 309.17
1.618 307.24
2.618 304.12
4.250 299.03
Fisher Pivots for day following 09-Sep-1987
Pivot 1 day 3 day
R1 313.90 315.30
PP 313.87 314.84
S1 313.85 314.38

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

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