S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jul-1987
Day Change Summary
Previous Current
07-Jul-1987 08-Jul-1987 Change Change % Previous Week
Open 304.92 307.40 2.48 0.8% 307.16
High 308.63 308.48 -0.15 0.0% 308.15
Low 304.73 306.01 1.28 0.4% 302.53
Close 307.40 308.29 0.89 0.3% 305.63
Range 3.90 2.47 -1.43 -36.7% 5.62
ATR 3.52 3.44 -0.07 -2.1% 0.00
Volume
Daily Pivots for day following 08-Jul-1987
Classic Woodie Camarilla DeMark
R4 315.00 314.12 309.65
R3 312.53 311.65 308.97
R2 310.06 310.06 308.74
R1 309.18 309.18 308.52 309.62
PP 307.59 307.59 307.59 307.82
S1 306.71 306.71 308.06 307.15
S2 305.12 305.12 307.84
S3 302.65 304.24 307.61
S4 300.18 301.77 306.93
Weekly Pivots for week ending 03-Jul-1987
Classic Woodie Camarilla DeMark
R4 322.30 319.58 308.72
R3 316.68 313.96 307.18
R2 311.06 311.06 306.66
R1 308.34 308.34 306.15 306.89
PP 305.44 305.44 305.44 304.71
S1 302.72 302.72 305.11 301.27
S2 299.82 299.82 304.60
S3 294.20 297.10 304.08
S4 288.58 291.48 302.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 308.63 302.53 6.10 2.0% 2.75 0.9% 94% False False
10 309.44 302.53 6.91 2.2% 2.79 0.9% 83% False False
20 310.27 295.66 14.61 4.7% 3.40 1.1% 86% False False
40 310.27 277.01 33.26 10.8% 3.75 1.2% 94% False False
60 310.27 275.67 34.60 11.2% 4.36 1.4% 94% False False
80 310.27 275.67 34.60 11.2% 4.30 1.4% 94% False False
100 310.27 275.01 35.26 11.4% 4.08 1.3% 94% False False
120 310.27 264.00 46.27 15.0% 4.11 1.3% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 318.98
2.618 314.95
1.618 312.48
1.000 310.95
0.618 310.01
HIGH 308.48
0.618 307.54
0.500 307.25
0.382 306.95
LOW 306.01
0.618 304.48
1.000 303.54
1.618 302.01
2.618 299.54
4.250 295.51
Fisher Pivots for day following 08-Jul-1987
Pivot 1 day 3 day
R1 307.94 307.67
PP 307.59 307.05
S1 307.25 306.43

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

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