S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jul-1987
Day Change Summary
Previous Current
17-Jul-1987 20-Jul-1987 Change Change % Previous Week
Open 312.70 314.59 1.89 0.6% 308.37
High 314.59 314.59 0.00 0.0% 314.59
Low 312.38 311.24 -1.14 -0.4% 305.49
Close 314.59 311.39 -3.20 -1.0% 314.59
Range 2.21 3.35 1.14 51.6% 9.10
ATR 3.06 3.08 0.02 0.7% 0.00
Volume
Daily Pivots for day following 20-Jul-1987
Classic Woodie Camarilla DeMark
R4 322.46 320.27 313.23
R3 319.11 316.92 312.31
R2 315.76 315.76 312.00
R1 313.57 313.57 311.70 312.99
PP 312.41 312.41 312.41 312.12
S1 310.22 310.22 311.08 309.64
S2 309.06 309.06 310.78
S3 305.71 306.87 310.47
S4 302.36 303.52 309.55
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
5 314.59 307.46 7.13 2.3% 2.84 0.9% 55% True False
10 314.59 304.73 9.86 3.2% 2.71 0.9% 68% True False
20 314.59 302.53 12.06 3.9% 2.73 0.9% 73% True False
40 314.59 280.17 34.42 11.1% 3.33 1.1% 91% True False
60 314.59 276.22 38.37 12.3% 3.80 1.2% 92% True False
80 314.59 275.67 38.92 12.5% 4.24 1.4% 92% True False
100 314.59 275.67 38.92 12.5% 3.97 1.3% 92% True False
120 314.59 271.38 43.21 13.9% 3.94 1.3% 93% 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 0.46
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 328.83
2.618 323.36
1.618 320.01
1.000 317.94
0.618 316.66
HIGH 314.59
0.618 313.31
0.500 312.92
0.382 312.52
LOW 311.24
0.618 309.17
1.000 307.89
1.618 305.82
2.618 302.47
4.250 297.00
Fisher Pivots for day following 20-Jul-1987
Pivot 1 day 3 day
R1 312.92 312.51
PP 312.41 312.13
S1 311.90 311.76

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

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