S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jul-1987
Day Change Summary
Previous Current
22-Jul-1987 23-Jul-1987 Change Change % Previous Week
Open 308.55 308.47 -0.08 0.0% 308.37
High 309.42 309.63 0.21 0.1% 314.59
Low 307.22 306.10 -1.12 -0.4% 305.49
Close 308.47 307.81 -0.66 -0.2% 314.59
Range 2.20 3.53 1.33 60.5% 9.10
ATR 3.14 3.17 0.03 0.9% 0.00
Volume
Daily Pivots for day following 23-Jul-1987
Classic Woodie Camarilla DeMark
R4 318.44 316.65 309.75
R3 314.91 313.12 308.78
R2 311.38 311.38 308.46
R1 309.59 309.59 308.13 308.72
PP 307.85 307.85 307.85 307.41
S1 306.06 306.06 307.49 305.19
S2 304.32 304.32 307.16
S3 300.79 302.53 306.84
S4 297.26 299.00 305.87
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
5 314.59 306.10 8.49 2.8% 3.24 1.1% 20% False True
10 314.59 305.49 9.10 3.0% 2.92 0.9% 25% False False
20 314.59 302.53 12.06 3.9% 2.83 0.9% 44% False False
40 314.59 286.33 28.26 9.2% 3.28 1.1% 76% False False
60 314.59 277.01 37.58 12.2% 3.68 1.2% 82% False False
80 314.59 275.67 38.92 12.6% 4.16 1.4% 83% False False
100 314.59 275.67 38.92 12.6% 4.00 1.3% 83% False False
120 314.59 273.16 41.43 13.5% 3.94 1.3% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 324.63
2.618 318.87
1.618 315.34
1.000 313.16
0.618 311.81
HIGH 309.63
0.618 308.28
0.500 307.87
0.382 307.45
LOW 306.10
0.618 303.92
1.000 302.57
1.618 300.39
2.618 296.86
4.250 291.10
Fisher Pivots for day following 23-Jul-1987
Pivot 1 day 3 day
R1 307.87 309.26
PP 307.85 308.77
S1 307.83 308.29

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

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