S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jul-1987
Day Change Summary
Previous Current
14-Jul-1987 15-Jul-1987 Change Change % Previous Week
Open 307.63 310.68 3.05 1.0% 305.63
High 310.69 312.08 1.39 0.4% 309.56
Low 307.46 309.07 1.61 0.5% 304.23
Close 310.68 310.42 -0.26 -0.1% 308.37
Range 3.23 3.01 -0.22 -6.8% 5.33
ATR 3.20 3.18 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 15-Jul-1987
Classic Woodie Camarilla DeMark
R4 319.55 318.00 312.08
R3 316.54 314.99 311.25
R2 313.53 313.53 310.97
R1 311.98 311.98 310.70 311.25
PP 310.52 310.52 310.52 310.16
S1 308.97 308.97 310.14 308.24
S2 307.51 307.51 309.87
S3 304.50 305.96 309.59
S4 301.49 302.95 308.76
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
5 312.08 305.49 6.59 2.1% 2.55 0.8% 75% True False
10 312.08 302.53 9.55 3.1% 2.65 0.9% 83% True False
20 312.08 296.04 16.04 5.2% 3.29 1.1% 90% True False
40 312.08 277.01 35.07 11.3% 3.55 1.1% 95% True False
60 312.08 276.22 35.86 11.6% 4.03 1.3% 95% True False
80 312.08 275.67 36.41 11.7% 4.24 1.4% 95% True False
100 312.08 275.67 36.41 11.7% 4.00 1.3% 95% True False
120 312.08 267.73 44.35 14.3% 4.04 1.3% 96% True 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 False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 324.87
2.618 319.96
1.618 316.95
1.000 315.09
0.618 313.94
HIGH 312.08
0.618 310.93
0.500 310.58
0.382 310.22
LOW 309.07
0.618 307.21
1.000 306.06
1.618 304.20
2.618 301.19
4.250 296.28
Fisher Pivots for day following 15-Jul-1987
Pivot 1 day 3 day
R1 310.58 309.88
PP 310.52 309.33
S1 310.47 308.79

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

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