S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jul-1987
Day Change Summary
Previous Current
24-Jul-1987 27-Jul-1987 Change Change % Previous Week
Open 307.81 309.27 1.46 0.5% 314.59
High 309.28 310.70 1.42 0.5% 314.59
Low 307.78 308.61 0.83 0.3% 306.10
Close 309.27 310.65 1.38 0.4% 309.27
Range 1.50 2.09 0.59 39.3% 8.49
ATR 3.05 2.98 -0.07 -2.2% 0.00
Volume
Daily Pivots for day following 27-Jul-1987
Classic Woodie Camarilla DeMark
R4 316.26 315.54 311.80
R3 314.17 313.45 311.22
R2 312.08 312.08 311.03
R1 311.36 311.36 310.84 311.72
PP 309.99 309.99 309.99 310.17
S1 309.27 309.27 310.46 309.63
S2 307.90 307.90 310.27
S3 305.81 307.18 310.08
S4 303.72 305.09 309.50
Weekly Pivots for week ending 24-Jul-1987
Classic Woodie Camarilla DeMark
R4 335.46 330.85 313.94
R3 326.97 322.36 311.60
R2 318.48 318.48 310.83
R1 313.87 313.87 310.05 311.93
PP 309.99 309.99 309.99 309.02
S1 305.38 305.38 308.49 303.44
S2 301.50 301.50 307.71
S3 293.01 296.89 306.94
S4 284.52 288.40 304.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 312.41 306.10 6.31 2.0% 2.84 0.9% 72% False False
10 314.59 306.10 8.49 2.7% 2.84 0.9% 54% False False
20 314.59 302.53 12.06 3.9% 2.75 0.9% 67% False False
40 314.59 286.93 27.66 8.9% 3.16 1.0% 86% False False
60 314.59 277.01 37.58 12.1% 3.58 1.2% 90% False False
80 314.59 275.67 38.92 12.5% 4.12 1.3% 90% False False
100 314.59 275.67 38.92 12.5% 3.98 1.3% 90% False False
120 314.59 273.49 41.10 13.2% 3.92 1.3% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 319.58
2.618 316.17
1.618 314.08
1.000 312.79
0.618 311.99
HIGH 310.70
0.618 309.90
0.500 309.66
0.382 309.41
LOW 308.61
0.618 307.32
1.000 306.52
1.618 305.23
2.618 303.14
4.250 299.73
Fisher Pivots for day following 27-Jul-1987
Pivot 1 day 3 day
R1 310.32 309.90
PP 309.99 309.15
S1 309.66 308.40

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

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