S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jul-1987
Day Change Summary
Previous Current
09-Jul-1987 10-Jul-1987 Change Change % Previous Week
Open 308.29 307.52 -0.77 -0.2% 305.63
High 309.56 308.40 -1.16 -0.4% 309.56
Low 307.42 306.96 -0.46 -0.1% 304.23
Close 307.52 308.37 0.85 0.3% 308.37
Range 2.14 1.44 -0.70 -32.7% 5.33
ATR 3.35 3.21 -0.14 -4.1% 0.00
Volume
Daily Pivots for day following 10-Jul-1987
Classic Woodie Camarilla DeMark
R4 312.23 311.74 309.16
R3 310.79 310.30 308.77
R2 309.35 309.35 308.63
R1 308.86 308.86 308.50 309.11
PP 307.91 307.91 307.91 308.03
S1 307.42 307.42 308.24 307.67
S2 306.47 306.47 308.11
S3 305.03 305.98 307.97
S4 303.59 304.54 307.58
Weekly Pivots for week ending 10-Jul-1987
Classic Woodie Camarilla DeMark
R4 323.38 321.20 311.30
R3 318.05 315.87 309.84
R2 312.72 312.72 309.35
R1 310.54 310.54 308.86 311.63
PP 307.39 307.39 307.39 307.93
S1 305.21 305.21 307.88 306.30
S2 302.06 302.06 307.39
S3 296.73 299.88 306.90
S4 291.40 294.55 305.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 309.56 304.23 5.33 1.7% 2.49 0.8% 78% False False
10 309.56 302.53 7.03 2.3% 2.63 0.9% 83% False False
20 310.27 296.04 14.23 4.6% 3.25 1.1% 87% False False
40 310.27 277.01 33.26 10.8% 3.67 1.2% 94% False False
60 310.27 276.22 34.05 11.0% 4.12 1.3% 94% False False
80 310.27 275.67 34.60 11.2% 4.25 1.4% 95% False False
100 310.27 275.67 34.60 11.2% 4.00 1.3% 95% False False
120 310.27 267.32 42.95 13.9% 4.07 1.3% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.43
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 314.52
2.618 312.17
1.618 310.73
1.000 309.84
0.618 309.29
HIGH 308.40
0.618 307.85
0.500 307.68
0.382 307.51
LOW 306.96
0.618 306.07
1.000 305.52
1.618 304.63
2.618 303.19
4.250 300.84
Fisher Pivots for day following 10-Jul-1987
Pivot 1 day 3 day
R1 308.14 308.18
PP 307.91 307.98
S1 307.68 307.79

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

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