S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jul-1987
Day Change Summary
Previous Current
20-Jul-1987 21-Jul-1987 Change Change % Previous Week
Open 314.59 311.39 -3.20 -1.0% 308.37
High 314.59 312.41 -2.18 -0.7% 314.59
Low 311.24 307.51 -3.73 -1.2% 305.49
Close 311.39 308.55 -2.84 -0.9% 314.59
Range 3.35 4.90 1.55 46.3% 9.10
ATR 3.08 3.21 0.13 4.2% 0.00
Volume
Daily Pivots for day following 21-Jul-1987
Classic Woodie Camarilla DeMark
R4 324.19 321.27 311.25
R3 319.29 316.37 309.90
R2 314.39 314.39 309.45
R1 311.47 311.47 309.00 310.48
PP 309.49 309.49 309.49 309.00
S1 306.57 306.57 308.10 305.58
S2 304.59 304.59 307.65
S3 299.69 301.67 307.20
S4 294.79 296.77 305.86
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
5 314.59 307.51 7.08 2.3% 3.18 1.0% 15% False True
10 314.59 305.49 9.10 2.9% 2.81 0.9% 34% False False
20 314.59 302.53 12.06 3.9% 2.82 0.9% 50% False False
40 314.59 282.16 32.43 10.5% 3.38 1.1% 81% False False
60 314.59 276.22 38.37 12.4% 3.79 1.2% 84% False False
80 314.59 275.67 38.92 12.6% 4.27 1.4% 84% False False
100 314.59 275.67 38.92 12.6% 3.98 1.3% 84% False False
120 314.59 271.38 43.21 14.0% 3.96 1.3% 86% False 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 0.55
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 333.24
2.618 325.24
1.618 320.34
1.000 317.31
0.618 315.44
HIGH 312.41
0.618 310.54
0.500 309.96
0.382 309.38
LOW 307.51
0.618 304.48
1.000 302.61
1.618 299.58
2.618 294.68
4.250 286.69
Fisher Pivots for day following 21-Jul-1987
Pivot 1 day 3 day
R1 309.96 311.05
PP 309.49 310.22
S1 309.02 309.38

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

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