S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Aug-1987
Day Change Summary
Previous Current
31-Jul-1987 03-Aug-1987 Change Change % Previous Week
Open 318.05 318.66 0.61 0.2% 309.27
High 318.85 320.26 1.41 0.4% 318.85
Low 317.56 316.52 -1.04 -0.3% 308.61
Close 318.66 317.57 -1.09 -0.3% 318.66
Range 1.29 3.74 2.45 189.9% 10.24
ATR 2.86 2.92 0.06 2.2% 0.00
Volume
Daily Pivots for day following 03-Aug-1987
Classic Woodie Camarilla DeMark
R4 329.34 327.19 319.63
R3 325.60 323.45 318.60
R2 321.86 321.86 318.26
R1 319.71 319.71 317.91 318.92
PP 318.12 318.12 318.12 317.72
S1 315.97 315.97 317.23 315.18
S2 314.38 314.38 316.88
S3 310.64 312.23 316.54
S4 306.90 308.49 315.51
Weekly Pivots for week ending 31-Jul-1987
Classic Woodie Camarilla DeMark
R4 346.09 342.62 324.29
R3 335.85 332.38 321.48
R2 325.61 325.61 320.54
R1 322.14 322.14 319.60 323.88
PP 315.37 315.37 315.37 316.24
S1 311.90 311.90 317.72 313.64
S2 305.13 305.13 316.78
S3 294.89 301.66 315.84
S4 284.65 291.42 313.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 320.26 310.28 9.98 3.1% 2.78 0.9% 73% True False
10 320.26 306.10 14.16 4.5% 2.81 0.9% 81% True False
20 320.26 304.73 15.53 4.9% 2.76 0.9% 83% True False
40 320.26 291.55 28.71 9.0% 3.10 1.0% 91% True False
60 320.26 277.01 43.25 13.6% 3.51 1.1% 94% True False
80 320.26 275.67 44.59 14.0% 3.99 1.3% 94% True False
100 320.26 275.67 44.59 14.0% 3.97 1.3% 94% True False
120 320.26 273.89 46.37 14.6% 3.87 1.2% 94% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 336.16
2.618 330.05
1.618 326.31
1.000 324.00
0.618 322.57
HIGH 320.26
0.618 318.83
0.500 318.39
0.382 317.95
LOW 316.52
0.618 314.21
1.000 312.78
1.618 310.47
2.618 306.73
4.250 300.63
Fisher Pivots for day following 03-Aug-1987
Pivot 1 day 3 day
R1 318.39 317.96
PP 318.12 317.83
S1 317.84 317.70

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

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