S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Sep-1987
Day Change Summary
Previous Current
23-Sep-1987 24-Sep-1987 Change Change % Previous Week
Open 319.50 321.19 1.69 0.5% 321.98
High 321.83 322.01 0.18 0.1% 323.81
Low 319.12 319.12 0.00 0.0% 313.45
Close 321.19 319.72 -1.47 -0.5% 314.86
Range 2.71 2.89 0.18 6.6% 10.36
ATR 4.82 4.68 -0.14 -2.9% 0.00
Volume
Daily Pivots for day following 24-Sep-1987
Classic Woodie Camarilla DeMark
R4 328.95 327.23 321.31
R3 326.06 324.34 320.51
R2 323.17 323.17 320.25
R1 321.45 321.45 319.98 320.87
PP 320.28 320.28 320.28 319.99
S1 318.56 318.56 319.46 317.98
S2 317.39 317.39 319.19
S3 314.50 315.67 318.93
S4 311.61 312.78 318.13
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
5 322.01 308.69 13.32 4.2% 5.22 1.6% 83% True False
10 323.81 308.69 15.12 4.7% 4.78 1.5% 73% False False
20 334.57 308.56 26.01 8.1% 5.06 1.6% 43% False False
40 337.89 308.56 29.33 9.2% 4.43 1.4% 38% False False
60 337.89 302.53 35.36 11.1% 3.86 1.2% 49% False False
80 337.89 288.46 49.43 15.5% 3.78 1.2% 63% False False
100 337.89 277.01 60.88 19.0% 3.91 1.2% 70% False False
120 337.89 275.67 62.22 19.5% 4.18 1.3% 71% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 334.29
2.618 329.58
1.618 326.69
1.000 324.90
0.618 323.80
HIGH 322.01
0.618 320.91
0.500 320.57
0.382 320.22
LOW 319.12
0.618 317.33
1.000 316.23
1.618 314.44
2.618 311.55
4.250 306.84
Fisher Pivots for day following 24-Sep-1987
Pivot 1 day 3 day
R1 320.57 318.26
PP 320.28 316.81
S1 320.00 315.35

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

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