S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jul-1987
Day Change Summary
Previous Current
06-Jul-1987 07-Jul-1987 Change Change % Previous Week
Open 305.63 304.92 -0.71 -0.2% 307.16
High 306.75 308.63 1.88 0.6% 308.15
Low 304.23 304.73 0.50 0.2% 302.53
Close 304.92 307.40 2.48 0.8% 305.63
Range 2.52 3.90 1.38 54.8% 5.62
ATR 3.49 3.52 0.03 0.8% 0.00
Volume
Daily Pivots for day following 07-Jul-1987
Classic Woodie Camarilla DeMark
R4 318.62 316.91 309.55
R3 314.72 313.01 308.47
R2 310.82 310.82 308.12
R1 309.11 309.11 307.76 309.97
PP 306.92 306.92 306.92 307.35
S1 305.21 305.21 307.04 306.07
S2 303.02 303.02 306.69
S3 299.12 301.31 306.33
S4 295.22 297.41 305.26
Weekly Pivots for week ending 03-Jul-1987
Classic Woodie Camarilla DeMark
R4 322.30 319.58 308.72
R3 316.68 313.96 307.18
R2 311.06 311.06 306.66
R1 308.34 308.34 306.15 306.89
PP 305.44 305.44 305.44 304.71
S1 302.72 302.72 305.11 301.27
S2 299.82 299.82 304.60
S3 294.20 297.10 304.08
S4 288.58 291.48 302.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 308.63 302.53 6.10 2.0% 3.26 1.1% 80% True False
10 310.27 302.53 7.74 2.5% 2.82 0.9% 63% False False
20 310.27 295.66 14.61 4.8% 3.36 1.1% 80% False False
40 310.27 277.01 33.26 10.8% 3.87 1.3% 91% False False
60 310.27 275.67 34.60 11.3% 4.36 1.4% 92% False False
80 310.27 275.67 34.60 11.3% 4.30 1.4% 92% False False
100 310.27 273.89 36.38 11.8% 4.10 1.3% 92% False False
120 310.27 262.64 47.63 15.5% 4.13 1.3% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 325.21
2.618 318.84
1.618 314.94
1.000 312.53
0.618 311.04
HIGH 308.63
0.618 307.14
0.500 306.68
0.382 306.22
LOW 304.73
0.618 302.32
1.000 300.83
1.618 298.42
2.618 294.52
4.250 288.16
Fisher Pivots for day following 07-Jul-1987
Pivot 1 day 3 day
R1 307.16 306.86
PP 306.92 306.32
S1 306.68 305.79

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

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