S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jul-1987
Day Change Summary
Previous Current
21-Jul-1987 22-Jul-1987 Change Change % Previous Week
Open 311.39 308.55 -2.84 -0.9% 308.37
High 312.41 309.42 -2.99 -1.0% 314.59
Low 307.51 307.22 -0.29 -0.1% 305.49
Close 308.55 308.47 -0.08 0.0% 314.59
Range 4.90 2.20 -2.70 -55.1% 9.10
ATR 3.21 3.14 -0.07 -2.3% 0.00
Volume
Daily Pivots for day following 22-Jul-1987
Classic Woodie Camarilla DeMark
R4 314.97 313.92 309.68
R3 312.77 311.72 309.08
R2 310.57 310.57 308.87
R1 309.52 309.52 308.67 308.95
PP 308.37 308.37 308.37 308.08
S1 307.32 307.32 308.27 306.75
S2 306.17 306.17 308.07
S3 303.97 305.12 307.87
S4 301.77 302.92 307.26
Weekly Pivots for week ending 17-Jul-1987
Classic Woodie Camarilla DeMark
R4 338.86 335.82 319.60
R3 329.76 326.72 317.09
R2 320.66 320.66 316.26
R1 317.62 317.62 315.42 319.14
PP 311.56 311.56 311.56 312.32
S1 308.52 308.52 313.76 310.04
S2 302.46 302.46 312.92
S3 293.36 299.42 312.09
S4 284.26 290.32 309.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 314.59 307.22 7.37 2.4% 3.01 1.0% 17% False True
10 314.59 305.49 9.10 3.0% 2.78 0.9% 33% False False
20 314.59 302.53 12.06 3.9% 2.79 0.9% 49% False False
40 314.59 286.33 28.26 9.2% 3.26 1.1% 78% False False
60 314.59 277.01 37.58 12.2% 3.69 1.2% 84% False False
80 314.59 275.67 38.92 12.6% 4.23 1.4% 84% False False
100 314.59 275.67 38.92 12.6% 3.99 1.3% 84% False False
120 314.59 271.38 43.21 14.0% 3.94 1.3% 86% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 318.77
2.618 315.18
1.618 312.98
1.000 311.62
0.618 310.78
HIGH 309.42
0.618 308.58
0.500 308.32
0.382 308.06
LOW 307.22
0.618 305.86
1.000 305.02
1.618 303.66
2.618 301.46
4.250 297.87
Fisher Pivots for day following 22-Jul-1987
Pivot 1 day 3 day
R1 308.42 310.91
PP 308.37 310.09
S1 308.32 309.28

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

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