S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jul-1987
Day Change Summary
Previous Current
10-Jul-1987 13-Jul-1987 Change Change % Previous Week
Open 307.52 308.37 0.85 0.3% 305.63
High 308.40 308.41 0.01 0.0% 309.56
Low 306.96 305.49 -1.47 -0.5% 304.23
Close 308.37 307.63 -0.74 -0.2% 308.37
Range 1.44 2.92 1.48 102.8% 5.33
ATR 3.21 3.19 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 13-Jul-1987
Classic Woodie Camarilla DeMark
R4 315.94 314.70 309.24
R3 313.02 311.78 308.43
R2 310.10 310.10 308.17
R1 308.86 308.86 307.90 308.02
PP 307.18 307.18 307.18 306.76
S1 305.94 305.94 307.36 305.10
S2 304.26 304.26 307.09
S3 301.34 303.02 306.83
S4 298.42 300.10 306.02
Weekly Pivots for week ending 10-Jul-1987
Classic Woodie Camarilla DeMark
R4 323.38 321.20 311.30
R3 318.05 315.87 309.84
R2 312.72 312.72 309.35
R1 310.54 310.54 308.86 311.63
PP 307.39 307.39 307.39 307.93
S1 305.21 305.21 307.88 306.30
S2 302.06 302.06 307.39
S3 296.73 299.88 306.90
S4 291.40 294.55 305.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 309.56 304.73 4.83 1.6% 2.57 0.8% 60% False False
10 309.56 302.53 7.03 2.3% 2.67 0.9% 73% False False
20 310.27 296.04 14.23 4.6% 3.21 1.0% 81% False False
40 310.27 277.01 33.26 10.8% 3.69 1.2% 92% False False
60 310.27 276.22 34.05 11.1% 4.07 1.3% 92% False False
80 310.27 275.67 34.60 11.2% 4.24 1.4% 92% False False
100 310.27 275.67 34.60 11.2% 3.98 1.3% 92% False False
120 310.27 267.32 42.95 14.0% 4.07 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 320.82
2.618 316.05
1.618 313.13
1.000 311.33
0.618 310.21
HIGH 308.41
0.618 307.29
0.500 306.95
0.382 306.61
LOW 305.49
0.618 303.69
1.000 302.57
1.618 300.77
2.618 297.85
4.250 293.08
Fisher Pivots for day following 13-Jul-1987
Pivot 1 day 3 day
R1 307.40 307.60
PP 307.18 307.56
S1 306.95 307.53

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

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