S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Sep-1987
Day Change Summary
Previous Current
28-Sep-1987 29-Sep-1987 Change Change % Previous Week
Open 320.16 323.20 3.04 0.9% 314.86
High 325.33 324.63 -0.70 -0.2% 322.01
Low 320.16 320.27 0.11 0.0% 308.69
Close 323.20 321.69 -1.51 -0.5% 320.16
Range 5.17 4.36 -0.81 -15.7% 13.32
ATR 4.54 4.53 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 29-Sep-1987
Classic Woodie Camarilla DeMark
R4 335.28 332.84 324.09
R3 330.92 328.48 322.89
R2 326.56 326.56 322.49
R1 324.12 324.12 322.09 323.16
PP 322.20 322.20 322.20 321.72
S1 319.76 319.76 321.29 318.80
S2 317.84 317.84 320.89
S3 313.48 315.40 320.49
S4 309.12 311.04 319.29
Weekly Pivots for week ending 25-Sep-1987
Classic Woodie Camarilla DeMark
R4 356.91 351.86 327.49
R3 343.59 338.54 323.82
R2 330.27 330.27 322.60
R1 325.22 325.22 321.38 327.75
PP 316.95 316.95 316.95 318.22
S1 311.90 311.90 318.94 314.43
S2 303.63 303.63 317.72
S3 290.31 298.58 316.50
S4 276.99 285.26 312.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 325.33 318.10 7.23 2.2% 3.44 1.1% 50% False False
10 325.33 308.69 16.64 5.2% 4.52 1.4% 78% False False
20 332.18 308.56 23.62 7.3% 5.09 1.6% 56% False False
40 337.89 308.56 29.33 9.1% 4.52 1.4% 45% False False
60 337.89 304.73 33.16 10.3% 3.93 1.2% 51% False False
80 337.89 291.55 46.34 14.4% 3.81 1.2% 65% False False
100 337.89 277.01 60.88 18.9% 3.91 1.2% 73% False False
120 337.89 275.67 62.22 19.3% 4.17 1.3% 74% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 343.16
2.618 336.04
1.618 331.68
1.000 328.99
0.618 327.32
HIGH 324.63
0.618 322.96
0.500 322.45
0.382 321.94
LOW 320.27
0.618 317.58
1.000 315.91
1.618 313.22
2.618 308.86
4.250 301.74
Fisher Pivots for day following 29-Sep-1987
Pivot 1 day 3 day
R1 322.45 321.72
PP 322.20 321.71
S1 321.94 321.70

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

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