S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Sep-1987
Day Change Summary
Previous Current
11-Sep-1987 14-Sep-1987 Change Change % Previous Week
Open 317.13 321.98 4.85 1.5% 316.70
High 322.45 323.81 1.36 0.4% 322.45
Low 317.13 320.40 3.27 1.0% 308.56
Close 321.98 323.08 1.10 0.3% 321.98
Range 5.32 3.41 -1.91 -35.9% 13.89
ATR 4.60 4.51 -0.08 -1.8% 0.00
Volume
Daily Pivots for day following 14-Sep-1987
Classic Woodie Camarilla DeMark
R4 332.66 331.28 324.96
R3 329.25 327.87 324.02
R2 325.84 325.84 323.71
R1 324.46 324.46 323.39 325.15
PP 322.43 322.43 322.43 322.78
S1 321.05 321.05 322.77 321.74
S2 319.02 319.02 322.45
S3 315.61 317.64 322.14
S4 312.20 314.23 321.20
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
5 323.81 308.56 15.25 4.7% 4.73 1.5% 95% True False
10 332.18 308.56 23.62 7.3% 5.43 1.7% 61% False False
20 337.89 308.56 29.33 9.1% 4.73 1.5% 50% False False
40 337.89 306.10 31.79 9.8% 4.04 1.3% 53% False False
60 337.89 298.35 39.54 12.2% 3.69 1.1% 63% False False
80 337.89 278.21 59.68 18.5% 3.69 1.1% 75% False False
100 337.89 276.22 61.67 19.1% 3.91 1.2% 76% False False
120 337.89 275.67 62.22 19.3% 4.17 1.3% 76% 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 1.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 338.30
2.618 332.74
1.618 329.33
1.000 327.22
0.618 325.92
HIGH 323.81
0.618 322.51
0.500 322.11
0.382 321.70
LOW 320.40
0.618 318.29
1.000 316.99
1.618 314.88
2.618 311.47
4.250 305.91
Fisher Pivots for day following 14-Sep-1987
Pivot 1 day 3 day
R1 322.76 321.68
PP 322.43 320.27
S1 322.11 318.87

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

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