S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Aug-1987
Day Change Summary
Previous Current
03-Aug-1987 04-Aug-1987 Change Change % Previous Week
Open 318.66 317.57 -1.09 -0.3% 309.27
High 320.26 318.25 -2.01 -0.6% 318.85
Low 316.52 314.51 -2.01 -0.6% 308.61
Close 317.57 316.23 -1.34 -0.4% 318.66
Range 3.74 3.74 0.00 0.0% 10.24
ATR 2.92 2.98 0.06 2.0% 0.00
Volume
Daily Pivots for day following 04-Aug-1987
Classic Woodie Camarilla DeMark
R4 327.55 325.63 318.29
R3 323.81 321.89 317.26
R2 320.07 320.07 316.92
R1 318.15 318.15 316.57 317.24
PP 316.33 316.33 316.33 315.88
S1 314.41 314.41 315.89 313.50
S2 312.59 312.59 315.54
S3 308.85 310.67 315.20
S4 305.11 306.93 314.17
Weekly Pivots for week ending 31-Jul-1987
Classic Woodie Camarilla DeMark
R4 346.09 342.62 324.29
R3 335.85 332.38 321.48
R2 325.61 325.61 320.54
R1 322.14 322.14 319.60 323.88
PP 315.37 315.37 315.37 316.24
S1 311.90 311.90 317.72 313.64
S2 305.13 305.13 316.78
S3 294.89 301.66 315.84
S4 284.65 291.42 313.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 320.26 311.73 8.53 2.7% 3.11 1.0% 53% False False
10 320.26 306.10 14.16 4.5% 2.69 0.9% 72% False False
20 320.26 305.49 14.77 4.7% 2.75 0.9% 73% False False
40 320.26 295.66 24.60 7.8% 3.05 1.0% 84% False False
60 320.26 277.01 43.25 13.7% 3.50 1.1% 91% False False
80 320.26 275.67 44.59 14.1% 3.96 1.3% 91% False False
100 320.26 275.67 44.59 14.1% 3.99 1.3% 91% False False
120 320.26 273.89 46.37 14.7% 3.87 1.2% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.65
Fibonacci Retracements and Extensions
4.250 334.15
2.618 328.04
1.618 324.30
1.000 321.99
0.618 320.56
HIGH 318.25
0.618 316.82
0.500 316.38
0.382 315.94
LOW 314.51
0.618 312.20
1.000 310.77
1.618 308.46
2.618 304.72
4.250 298.62
Fisher Pivots for day following 04-Aug-1987
Pivot 1 day 3 day
R1 316.38 317.39
PP 316.33 317.00
S1 316.28 316.62

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

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