S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jul-1987
Day Change Summary
Previous Current
23-Jul-1987 24-Jul-1987 Change Change % Previous Week
Open 308.47 307.81 -0.66 -0.2% 314.59
High 309.63 309.28 -0.35 -0.1% 314.59
Low 306.10 307.78 1.68 0.5% 306.10
Close 307.81 309.27 1.46 0.5% 309.27
Range 3.53 1.50 -2.03 -57.5% 8.49
ATR 3.17 3.05 -0.12 -3.8% 0.00
Volume
Daily Pivots for day following 24-Jul-1987
Classic Woodie Camarilla DeMark
R4 313.28 312.77 310.10
R3 311.78 311.27 309.68
R2 310.28 310.28 309.55
R1 309.77 309.77 309.41 310.03
PP 308.78 308.78 308.78 308.90
S1 308.27 308.27 309.13 308.53
S2 307.28 307.28 309.00
S3 305.78 306.77 308.86
S4 304.28 305.27 308.45
Weekly Pivots for week ending 24-Jul-1987
Classic Woodie Camarilla DeMark
R4 335.46 330.85 313.94
R3 326.97 322.36 311.60
R2 318.48 318.48 310.83
R1 313.87 313.87 310.05 311.93
PP 309.99 309.99 309.99 309.02
S1 305.38 305.38 308.49 303.44
S2 301.50 301.50 307.71
S3 293.01 296.89 306.94
S4 284.52 288.40 304.60
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 2.7% 3.10 1.0% 37% False False
10 314.59 305.49 9.10 2.9% 2.93 0.9% 42% False False
20 314.59 302.53 12.06 3.9% 2.78 0.9% 56% False False
40 314.59 286.93 27.66 8.9% 3.19 1.0% 81% False False
60 314.59 277.01 37.58 12.2% 3.64 1.2% 86% False False
80 314.59 275.67 38.92 12.6% 4.14 1.3% 86% False False
100 314.59 275.67 38.92 12.6% 4.00 1.3% 86% False False
120 314.59 273.49 41.10 13.3% 3.92 1.3% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 315.66
2.618 313.21
1.618 311.71
1.000 310.78
0.618 310.21
HIGH 309.28
0.618 308.71
0.500 308.53
0.382 308.35
LOW 307.78
0.618 306.85
1.000 306.28
1.618 305.35
2.618 303.85
4.250 301.41
Fisher Pivots for day following 24-Jul-1987
Pivot 1 day 3 day
R1 309.02 308.80
PP 308.78 308.33
S1 308.53 307.87

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

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