S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jul-1987
Day Change Summary
Previous Current
27-Jul-1987 28-Jul-1987 Change Change % Previous Week
Open 309.27 310.65 1.38 0.4% 314.59
High 310.70 312.33 1.63 0.5% 314.59
Low 308.61 310.28 1.67 0.5% 306.10
Close 310.65 312.33 1.68 0.5% 309.27
Range 2.09 2.05 -0.04 -1.9% 8.49
ATR 2.98 2.91 -0.07 -2.2% 0.00
Volume
Daily Pivots for day following 28-Jul-1987
Classic Woodie Camarilla DeMark
R4 317.80 317.11 313.46
R3 315.75 315.06 312.89
R2 313.70 313.70 312.71
R1 313.01 313.01 312.52 313.36
PP 311.65 311.65 311.65 311.82
S1 310.96 310.96 312.14 311.31
S2 309.60 309.60 311.95
S3 307.55 308.91 311.77
S4 305.50 306.86 311.20
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
5 312.33 306.10 6.23 2.0% 2.27 0.7% 100% True False
10 314.59 306.10 8.49 2.7% 2.73 0.9% 73% False False
20 314.59 302.53 12.06 3.9% 2.79 0.9% 81% False False
40 314.59 286.93 27.66 8.9% 3.14 1.0% 92% False False
60 314.59 277.01 37.58 12.0% 3.56 1.1% 94% False False
80 314.59 275.67 38.92 12.5% 4.12 1.3% 94% False False
100 314.59 275.67 38.92 12.5% 3.97 1.3% 94% False False
120 314.59 273.49 41.10 13.2% 3.90 1.2% 95% False 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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 321.04
2.618 317.70
1.618 315.65
1.000 314.38
0.618 313.60
HIGH 312.33
0.618 311.55
0.500 311.31
0.382 311.06
LOW 310.28
0.618 309.01
1.000 308.23
1.618 306.96
2.618 304.91
4.250 301.57
Fisher Pivots for day following 28-Jul-1987
Pivot 1 day 3 day
R1 311.99 311.57
PP 311.65 310.81
S1 311.31 310.06

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

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