S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Sep-1987
Day Change Summary
Previous Current
21-Sep-1987 22-Sep-1987 Change Change % Previous Week
Open 314.86 310.54 -4.32 -1.4% 321.98
High 317.66 319.51 1.85 0.6% 323.81
Low 310.12 308.69 -1.43 -0.5% 313.45
Close 310.54 319.50 8.96 2.9% 314.86
Range 7.54 10.82 3.28 43.5% 10.36
ATR 4.53 4.98 0.45 9.9% 0.00
Volume
Daily Pivots for day following 22-Sep-1987
Classic Woodie Camarilla DeMark
R4 348.36 344.75 325.45
R3 337.54 333.93 322.48
R2 326.72 326.72 321.48
R1 323.11 323.11 320.49 324.92
PP 315.90 315.90 315.90 316.80
S1 312.29 312.29 318.51 314.10
S2 305.08 305.08 317.52
S3 294.26 301.47 316.52
S4 283.44 290.65 313.55
Weekly Pivots for week ending 18-Sep-1987
Classic Woodie Camarilla DeMark
R4 348.45 342.02 320.56
R3 338.09 331.66 317.71
R2 327.73 327.73 316.76
R1 321.30 321.30 315.81 319.34
PP 317.37 317.37 317.37 316.39
S1 310.94 310.94 313.91 308.98
S2 307.01 307.01 312.96
S3 296.65 300.58 312.01
S4 286.29 290.22 309.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 319.51 308.69 10.82 3.4% 5.60 1.8% 100% True True
10 323.81 308.69 15.12 4.7% 4.90 1.5% 71% False True
20 337.89 308.56 29.33 9.2% 5.15 1.6% 37% False False
40 337.89 308.56 29.33 9.2% 4.44 1.4% 37% False False
60 337.89 302.53 35.36 11.1% 3.88 1.2% 48% False False
80 337.89 286.93 50.96 15.9% 3.80 1.2% 64% False False
100 337.89 277.01 60.88 19.1% 3.92 1.2% 70% False False
120 337.89 275.67 62.22 19.5% 4.23 1.3% 70% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.06
Widest range in 167 trading days
Fibonacci Retracements and Extensions
4.250 365.50
2.618 347.84
1.618 337.02
1.000 330.33
0.618 326.20
HIGH 319.51
0.618 315.38
0.500 314.10
0.382 312.82
LOW 308.69
0.618 302.00
1.000 297.87
1.618 291.18
2.618 280.36
4.250 262.71
Fisher Pivots for day following 22-Sep-1987
Pivot 1 day 3 day
R1 317.70 317.70
PP 315.90 315.90
S1 314.10 314.10

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

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