S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jul-1987
Day Change Summary
Previous Current
08-Jul-1987 09-Jul-1987 Change Change % Previous Week
Open 307.40 308.29 0.89 0.3% 307.16
High 308.48 309.56 1.08 0.4% 308.15
Low 306.01 307.42 1.41 0.5% 302.53
Close 308.29 307.52 -0.77 -0.2% 305.63
Range 2.47 2.14 -0.33 -13.4% 5.62
ATR 3.44 3.35 -0.09 -2.7% 0.00
Volume
Daily Pivots for day following 09-Jul-1987
Classic Woodie Camarilla DeMark
R4 314.59 313.19 308.70
R3 312.45 311.05 308.11
R2 310.31 310.31 307.91
R1 308.91 308.91 307.72 308.54
PP 308.17 308.17 308.17 307.98
S1 306.77 306.77 307.32 306.40
S2 306.03 306.03 307.13
S3 303.89 304.63 306.93
S4 301.75 302.49 306.34
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
5 309.56 302.94 6.62 2.2% 2.89 0.9% 69% True False
10 309.56 302.53 7.03 2.3% 2.75 0.9% 71% True False
20 310.27 296.04 14.23 4.6% 3.25 1.1% 81% False False
40 310.27 277.01 33.26 10.8% 3.73 1.2% 92% False False
60 310.27 275.67 34.60 11.3% 4.26 1.4% 92% False False
80 310.27 275.67 34.60 11.3% 4.29 1.4% 92% False False
100 310.27 275.67 34.60 11.3% 4.04 1.3% 92% False False
120 310.27 264.00 46.27 15.0% 4.11 1.3% 94% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 318.66
2.618 315.16
1.618 313.02
1.000 311.70
0.618 310.88
HIGH 309.56
0.618 308.74
0.500 308.49
0.382 308.24
LOW 307.42
0.618 306.10
1.000 305.28
1.618 303.96
2.618 301.82
4.250 298.33
Fisher Pivots for day following 09-Jul-1987
Pivot 1 day 3 day
R1 308.49 307.40
PP 308.17 307.27
S1 307.84 307.15

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

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