S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-1987
Day Change Summary
Previous Current
30-Jun-1987 01-Jul-1987 Change Change % Previous Week
Open 307.90 304.00 -3.90 -1.3% 306.97
High 308.00 304.00 -4.00 -1.3% 310.27
Low 303.01 302.53 -0.48 -0.2% 306.32
Close 304.00 302.94 -1.06 -0.3% 307.16
Range 4.99 1.47 -3.52 -70.5% 3.95
ATR 3.74 3.58 -0.16 -4.3% 0.00
Volume
Daily Pivots for day following 01-Jul-1987
Classic Woodie Camarilla DeMark
R4 307.57 306.72 303.75
R3 306.10 305.25 303.34
R2 304.63 304.63 303.21
R1 303.78 303.78 303.07 303.47
PP 303.16 303.16 303.16 303.00
S1 302.31 302.31 302.81 302.00
S2 301.69 301.69 302.67
S3 300.22 300.84 302.54
S4 298.75 299.37 302.13
Weekly Pivots for week ending 26-Jun-1987
Classic Woodie Camarilla DeMark
R4 319.77 317.41 309.33
R3 315.82 313.46 308.25
R2 311.87 311.87 307.88
R1 309.51 309.51 307.52 310.69
PP 307.92 307.92 307.92 308.51
S1 305.56 305.56 306.80 306.74
S2 303.97 303.97 306.44
S3 300.02 301.61 306.07
S4 296.07 297.66 304.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 309.44 302.53 6.91 2.3% 2.61 0.9% 6% False True
10 310.27 296.04 14.23 4.7% 3.90 1.3% 48% False False
20 310.27 291.55 18.72 6.2% 3.37 1.1% 61% False False
40 310.27 277.01 33.26 11.0% 3.87 1.3% 78% False False
60 310.27 275.67 34.60 11.4% 4.49 1.5% 79% False False
80 310.27 275.67 34.60 11.4% 4.28 1.4% 79% False False
100 310.27 273.49 36.78 12.1% 4.10 1.4% 80% False False
120 310.27 257.92 52.35 17.3% 4.11 1.4% 86% 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 True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 310.25
2.618 307.85
1.618 306.38
1.000 305.47
0.618 304.91
HIGH 304.00
0.618 303.44
0.500 303.27
0.382 303.09
LOW 302.53
0.618 301.62
1.000 301.06
1.618 300.15
2.618 298.68
4.250 296.28
Fisher Pivots for day following 01-Jul-1987
Pivot 1 day 3 day
R1 303.27 305.34
PP 303.16 304.54
S1 303.05 303.74

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

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