S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-1987
Day Change Summary
Previous Current
28-Jul-1987 29-Jul-1987 Change Change % Previous Week
Open 310.65 312.33 1.68 0.5% 314.59
High 312.33 315.65 3.32 1.1% 314.59
Low 310.28 311.73 1.45 0.5% 306.10
Close 312.33 315.65 3.32 1.1% 309.27
Range 2.05 3.92 1.87 91.2% 8.49
ATR 2.91 2.99 0.07 2.5% 0.00
Volume
Daily Pivots for day following 29-Jul-1987
Classic Woodie Camarilla DeMark
R4 326.10 324.80 317.81
R3 322.18 320.88 316.73
R2 318.26 318.26 316.37
R1 316.96 316.96 316.01 317.61
PP 314.34 314.34 314.34 314.67
S1 313.04 313.04 315.29 313.69
S2 310.42 310.42 314.93
S3 306.50 309.12 314.57
S4 302.58 305.20 313.49
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
5 315.65 306.10 9.55 3.0% 2.62 0.8% 100% True False
10 315.65 306.10 9.55 3.0% 2.82 0.9% 100% True False
20 315.65 302.53 13.12 4.2% 2.73 0.9% 100% True False
40 315.65 288.46 27.19 8.6% 3.14 1.0% 100% True False
60 315.65 277.01 38.64 12.2% 3.57 1.1% 100% True False
80 315.65 275.67 39.98 12.7% 4.05 1.3% 100% True False
100 315.65 275.67 39.98 12.7% 3.99 1.3% 100% True False
120 315.65 273.49 42.16 13.4% 3.91 1.2% 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 0.50
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 332.31
2.618 325.91
1.618 321.99
1.000 319.57
0.618 318.07
HIGH 315.65
0.618 314.15
0.500 313.69
0.382 313.23
LOW 311.73
0.618 309.31
1.000 307.81
1.618 305.39
2.618 301.47
4.250 295.07
Fisher Pivots for day following 29-Jul-1987
Pivot 1 day 3 day
R1 315.00 314.48
PP 314.34 313.30
S1 313.69 312.13

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

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