S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-1987
Day Change Summary
Previous Current
15-Sep-1987 16-Sep-1987 Change Change % Previous Week
Open 323.08 317.74 -5.34 -1.7% 316.70
High 323.08 319.50 -3.58 -1.1% 322.45
Low 317.63 314.61 -3.02 -1.0% 308.56
Close 317.74 314.86 -2.88 -0.9% 321.98
Range 5.45 4.89 -0.56 -10.3% 13.89
ATR 4.58 4.60 0.02 0.5% 0.00
Volume
Daily Pivots for day following 16-Sep-1987
Classic Woodie Camarilla DeMark
R4 330.99 327.82 317.55
R3 326.10 322.93 316.20
R2 321.21 321.21 315.76
R1 318.04 318.04 315.31 317.18
PP 316.32 316.32 316.32 315.90
S1 313.15 313.15 314.41 312.29
S2 311.43 311.43 313.96
S3 306.54 308.26 313.52
S4 301.65 303.37 312.17
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
5 323.81 313.92 9.89 3.1% 4.55 1.4% 10% False False
10 324.53 308.56 15.97 5.1% 5.22 1.7% 39% False False
20 337.89 308.56 29.33 9.3% 4.73 1.5% 21% False False
40 337.89 306.10 31.79 10.1% 4.09 1.3% 28% False False
60 337.89 302.53 35.36 11.2% 3.67 1.2% 35% False False
80 337.89 282.16 55.73 17.7% 3.73 1.2% 59% False False
100 337.89 276.22 61.67 19.6% 3.91 1.2% 63% False False
120 337.89 275.67 62.22 19.8% 4.21 1.3% 63% 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 1.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 340.28
2.618 332.30
1.618 327.41
1.000 324.39
0.618 322.52
HIGH 319.50
0.618 317.63
0.500 317.06
0.382 316.48
LOW 314.61
0.618 311.59
1.000 309.72
1.618 306.70
2.618 301.81
4.250 293.83
Fisher Pivots for day following 16-Sep-1987
Pivot 1 day 3 day
R1 317.06 319.21
PP 316.32 317.76
S1 315.59 316.31

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

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