S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jul-1987
Day Change Summary
Previous Current
01-Jul-1987 02-Jul-1987 Change Change % Previous Week
Open 304.00 302.94 -1.06 -0.3% 306.97
High 304.00 306.34 2.34 0.8% 310.27
Low 302.53 302.94 0.41 0.1% 306.32
Close 302.94 305.63 2.69 0.9% 307.16
Range 1.47 3.40 1.93 131.3% 3.95
ATR 3.58 3.57 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 02-Jul-1987
Classic Woodie Camarilla DeMark
R4 315.17 313.80 307.50
R3 311.77 310.40 306.57
R2 308.37 308.37 306.25
R1 307.00 307.00 305.94 307.69
PP 304.97 304.97 304.97 305.31
S1 303.60 303.60 305.32 304.29
S2 301.57 301.57 305.01
S3 298.17 300.20 304.70
S4 294.77 296.80 303.76
Weekly Pivots for week ending 26-Jun-1987
Classic Woodie Camarilla DeMark
R4 319.77 317.41 309.33
R3 315.82 313.46 308.25
R2 311.87 311.87 307.88
R1 309.51 309.51 307.52 310.69
PP 307.92 307.92 307.92 308.51
S1 305.56 305.56 306.80 306.74
S2 303.97 303.97 306.44
S3 300.02 301.61 306.07
S4 296.07 297.66 304.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 308.96 302.53 6.43 2.1% 2.77 0.9% 48% False False
10 310.27 298.35 11.92 3.9% 3.37 1.1% 61% False False
20 310.27 291.55 18.72 6.1% 3.43 1.1% 75% False False
40 310.27 277.01 33.26 10.9% 3.89 1.3% 86% False False
60 310.27 275.67 34.60 11.3% 4.43 1.4% 87% False False
80 310.27 275.67 34.60 11.3% 4.29 1.4% 87% False False
100 310.27 273.49 36.78 12.0% 4.11 1.3% 87% False False
120 310.27 259.21 51.06 16.7% 4.11 1.3% 91% 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 True
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 320.79
2.618 315.24
1.618 311.84
1.000 309.74
0.618 308.44
HIGH 306.34
0.618 305.04
0.500 304.64
0.382 304.24
LOW 302.94
0.618 300.84
1.000 299.54
1.618 297.44
2.618 294.04
4.250 288.49
Fisher Pivots for day following 02-Jul-1987
Pivot 1 day 3 day
R1 305.30 305.51
PP 304.97 305.39
S1 304.64 305.27

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

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