S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jul-1987
Day Change Summary
Previous Current
16-Jul-1987 17-Jul-1987 Change Change % Previous Week
Open 310.42 312.70 2.28 0.7% 308.37
High 312.83 314.59 1.76 0.6% 314.59
Low 310.42 312.38 1.96 0.6% 305.49
Close 312.70 314.59 1.89 0.6% 314.59
Range 2.41 2.21 -0.20 -8.3% 9.10
ATR 3.13 3.06 -0.07 -2.1% 0.00
Volume
Daily Pivots for day following 17-Jul-1987
Classic Woodie Camarilla DeMark
R4 320.48 319.75 315.81
R3 318.27 317.54 315.20
R2 316.06 316.06 315.00
R1 315.33 315.33 314.79 315.70
PP 313.85 313.85 313.85 314.04
S1 313.12 313.12 314.39 313.49
S2 311.64 311.64 314.18
S3 309.43 310.91 313.98
S4 307.22 308.70 313.37
Weekly Pivots for week ending 17-Jul-1987
Classic Woodie Camarilla DeMark
R4 338.86 335.82 319.60
R3 329.76 326.72 317.09
R2 320.66 320.66 316.26
R1 317.62 317.62 315.42 319.14
PP 311.56 311.56 311.56 312.32
S1 308.52 308.52 313.76 310.04
S2 302.46 302.46 312.92
S3 293.36 299.42 312.09
S4 284.26 290.32 309.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 314.59 305.49 9.10 2.9% 2.76 0.9% 100% True False
10 314.59 304.23 10.36 3.3% 2.63 0.8% 100% True False
20 314.59 298.35 16.24 5.2% 3.00 1.0% 100% True False
40 314.59 278.21 36.38 11.6% 3.35 1.1% 100% True False
60 314.59 276.22 38.37 12.2% 3.83 1.2% 100% True False
80 314.59 275.67 38.92 12.4% 4.23 1.3% 100% True False
100 314.59 275.67 38.92 12.4% 3.97 1.3% 100% True False
120 314.59 269.61 44.98 14.3% 3.95 1.3% 100% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 323.98
2.618 320.38
1.618 318.17
1.000 316.80
0.618 315.96
HIGH 314.59
0.618 313.75
0.500 313.49
0.382 313.22
LOW 312.38
0.618 311.01
1.000 310.17
1.618 308.80
2.618 306.59
4.250 302.99
Fisher Pivots for day following 17-Jul-1987
Pivot 1 day 3 day
R1 314.22 313.67
PP 313.85 312.75
S1 313.49 311.83

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

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