S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Aug-1987
Day Change Summary
Previous Current
05-Aug-1987 06-Aug-1987 Change Change % Previous Week
Open 316.23 318.45 2.22 0.7% 309.27
High 319.74 322.09 2.35 0.7% 318.85
Low 316.23 317.50 1.27 0.4% 308.61
Close 318.45 322.09 3.64 1.1% 318.66
Range 3.51 4.59 1.08 30.8% 10.24
ATR 3.02 3.13 0.11 3.7% 0.00
Volume
Daily Pivots for day following 06-Aug-1987
Classic Woodie Camarilla DeMark
R4 334.33 332.80 324.61
R3 329.74 328.21 323.35
R2 325.15 325.15 322.93
R1 323.62 323.62 322.51 324.39
PP 320.56 320.56 320.56 320.94
S1 319.03 319.03 321.67 319.80
S2 315.97 315.97 321.25
S3 311.38 314.44 320.83
S4 306.79 309.85 319.57
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
5 322.09 314.51 7.58 2.4% 3.37 1.0% 100% True False
10 322.09 307.78 14.31 4.4% 2.93 0.9% 100% True False
20 322.09 305.49 16.60 5.2% 2.93 0.9% 100% True False
40 322.09 296.04 26.05 8.1% 3.09 1.0% 100% True False
60 322.09 277.01 45.08 14.0% 3.46 1.1% 100% True False
80 322.09 275.67 46.42 14.4% 3.93 1.2% 100% True False
100 322.09 275.67 46.42 14.4% 4.02 1.2% 100% True False
120 322.09 275.67 46.42 14.4% 3.86 1.2% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 341.60
2.618 334.11
1.618 329.52
1.000 326.68
0.618 324.93
HIGH 322.09
0.618 320.34
0.500 319.80
0.382 319.25
LOW 317.50
0.618 314.66
1.000 312.91
1.618 310.07
2.618 305.48
4.250 297.99
Fisher Pivots for day following 06-Aug-1987
Pivot 1 day 3 day
R1 321.33 320.83
PP 320.56 319.56
S1 319.80 318.30

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

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