S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jul-1987
Day Change Summary
Previous Current
13-Jul-1987 14-Jul-1987 Change Change % Previous Week
Open 308.37 307.63 -0.74 -0.2% 305.63
High 308.41 310.69 2.28 0.7% 309.56
Low 305.49 307.46 1.97 0.6% 304.23
Close 307.63 310.68 3.05 1.0% 308.37
Range 2.92 3.23 0.31 10.6% 5.33
ATR 3.19 3.20 0.00 0.1% 0.00
Volume
Daily Pivots for day following 14-Jul-1987
Classic Woodie Camarilla DeMark
R4 319.30 318.22 312.46
R3 316.07 314.99 311.57
R2 312.84 312.84 311.27
R1 311.76 311.76 310.98 312.30
PP 309.61 309.61 309.61 309.88
S1 308.53 308.53 310.38 309.07
S2 306.38 306.38 310.09
S3 303.15 305.30 309.79
S4 299.92 302.07 308.90
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
5 310.69 305.49 5.20 1.7% 2.44 0.8% 100% True False
10 310.69 302.53 8.16 2.6% 2.85 0.9% 100% True False
20 310.69 296.04 14.65 4.7% 3.25 1.0% 100% True False
40 310.69 277.01 33.68 10.8% 3.59 1.2% 100% True False
60 310.69 276.22 34.47 11.1% 4.04 1.3% 100% True False
80 310.69 275.67 35.02 11.3% 4.26 1.4% 100% True False
100 310.69 275.67 35.02 11.3% 3.99 1.3% 100% True False
120 310.69 267.32 43.37 14.0% 4.07 1.3% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 324.42
2.618 319.15
1.618 315.92
1.000 313.92
0.618 312.69
HIGH 310.69
0.618 309.46
0.500 309.08
0.382 308.69
LOW 307.46
0.618 305.46
1.000 304.23
1.618 302.23
2.618 299.00
4.250 293.73
Fisher Pivots for day following 14-Jul-1987
Pivot 1 day 3 day
R1 310.15 309.82
PP 309.61 308.95
S1 309.08 308.09

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

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