S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Sep-1987
Day Change Summary
Previous Current
10-Sep-1987 11-Sep-1987 Change Change % Previous Week
Open 313.92 317.13 3.21 1.0% 316.70
High 317.59 322.45 4.86 1.5% 322.45
Low 313.92 317.13 3.21 1.0% 308.56
Close 317.13 321.98 4.85 1.5% 321.98
Range 3.67 5.32 1.65 45.0% 13.89
ATR 4.54 4.60 0.06 1.2% 0.00
Volume
Daily Pivots for day following 11-Sep-1987
Classic Woodie Camarilla DeMark
R4 336.48 334.55 324.91
R3 331.16 329.23 323.44
R2 325.84 325.84 322.96
R1 323.91 323.91 322.47 324.88
PP 320.52 320.52 320.52 321.00
S1 318.59 318.59 321.49 319.56
S2 315.20 315.20 321.00
S3 309.88 313.27 320.52
S4 304.56 307.95 319.05
Weekly Pivots for week ending 11-Sep-1987
Classic Woodie Camarilla DeMark
R4 359.33 354.55 329.62
R3 345.44 340.66 325.80
R2 331.55 331.55 324.53
R1 326.77 326.77 323.25 329.16
PP 317.66 317.66 317.66 318.86
S1 312.88 312.88 320.71 315.27
S2 303.77 303.77 319.43
S3 289.88 298.99 318.16
S4 275.99 285.10 314.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 322.45 308.56 13.89 4.3% 5.15 1.6% 97% True False
10 332.18 308.56 23.62 7.3% 5.52 1.7% 57% False False
20 337.89 308.56 29.33 9.1% 4.73 1.5% 46% False False
40 337.89 306.10 31.79 9.9% 4.01 1.2% 50% False False
60 337.89 296.04 41.85 13.0% 3.78 1.2% 62% False False
80 337.89 277.01 60.88 18.9% 3.70 1.1% 74% False False
100 337.89 276.22 61.67 19.2% 3.94 1.2% 74% False False
120 337.89 275.67 62.22 19.3% 4.15 1.3% 74% 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 0.93
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 345.06
2.618 336.38
1.618 331.06
1.000 327.77
0.618 325.74
HIGH 322.45
0.618 320.42
0.500 319.79
0.382 319.16
LOW 317.13
0.618 313.84
1.000 311.81
1.618 308.52
2.618 303.20
4.250 294.52
Fisher Pivots for day following 11-Sep-1987
Pivot 1 day 3 day
R1 321.25 320.44
PP 320.52 318.91
S1 319.79 317.37

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

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