S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Aug-1987
Day Change Summary
Previous Current
04-Aug-1987 05-Aug-1987 Change Change % Previous Week
Open 317.57 316.23 -1.34 -0.4% 309.27
High 318.25 319.74 1.49 0.5% 318.85
Low 314.51 316.23 1.72 0.5% 308.61
Close 316.23 318.45 2.22 0.7% 318.66
Range 3.74 3.51 -0.23 -6.1% 10.24
ATR 2.98 3.02 0.04 1.3% 0.00
Volume
Daily Pivots for day following 05-Aug-1987
Classic Woodie Camarilla DeMark
R4 328.67 327.07 320.38
R3 325.16 323.56 319.42
R2 321.65 321.65 319.09
R1 320.05 320.05 318.77 320.85
PP 318.14 318.14 318.14 318.54
S1 316.54 316.54 318.13 317.34
S2 314.63 314.63 317.81
S3 311.12 313.03 317.48
S4 307.61 309.52 316.52
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
5 320.26 314.51 5.75 1.8% 3.03 1.0% 69% False False
10 320.26 306.10 14.16 4.4% 2.83 0.9% 87% False False
20 320.26 305.49 14.77 4.6% 2.80 0.9% 88% False False
40 320.26 295.66 24.60 7.7% 3.10 1.0% 93% False False
60 320.26 277.01 43.25 13.6% 3.44 1.1% 96% False False
80 320.26 275.67 44.59 14.0% 3.97 1.2% 96% False False
100 320.26 275.67 44.59 14.0% 4.00 1.3% 96% False False
120 320.26 275.01 45.25 14.2% 3.87 1.2% 96% False False
Crabel Price Patterns
NR True
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 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 334.66
2.618 328.93
1.618 325.42
1.000 323.25
0.618 321.91
HIGH 319.74
0.618 318.40
0.500 317.99
0.382 317.57
LOW 316.23
0.618 314.06
1.000 312.72
1.618 310.55
2.618 307.04
4.250 301.31
Fisher Pivots for day following 05-Aug-1987
Pivot 1 day 3 day
R1 318.30 318.10
PP 318.14 317.74
S1 317.99 317.39

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

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