S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Aug-1987
Day Change Summary
Previous Current
06-Aug-1987 07-Aug-1987 Change Change % Previous Week
Open 318.45 322.09 3.64 1.1% 318.66
High 322.09 324.15 2.06 0.6% 324.15
Low 317.50 321.82 4.32 1.4% 314.51
Close 322.09 323.00 0.91 0.3% 323.00
Range 4.59 2.33 -2.26 -49.2% 9.64
ATR 3.13 3.07 -0.06 -1.8% 0.00
Volume
Daily Pivots for day following 07-Aug-1987
Classic Woodie Camarilla DeMark
R4 329.98 328.82 324.28
R3 327.65 326.49 323.64
R2 325.32 325.32 323.43
R1 324.16 324.16 323.21 324.74
PP 322.99 322.99 322.99 323.28
S1 321.83 321.83 322.79 322.41
S2 320.66 320.66 322.57
S3 318.33 319.50 322.36
S4 316.00 317.17 321.72
Weekly Pivots for week ending 07-Aug-1987
Classic Woodie Camarilla DeMark
R4 349.47 345.88 328.30
R3 339.83 336.24 325.65
R2 330.19 330.19 324.77
R1 326.60 326.60 323.88 328.40
PP 320.55 320.55 320.55 321.45
S1 316.96 316.96 322.12 318.76
S2 310.91 310.91 321.23
S3 301.27 307.32 320.35
S4 291.63 297.68 317.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 324.15 314.51 9.64 3.0% 3.58 1.1% 88% True False
10 324.15 308.61 15.54 4.8% 3.01 0.9% 93% True False
20 324.15 305.49 18.66 5.8% 2.97 0.9% 94% True False
40 324.15 296.04 28.11 8.7% 3.11 1.0% 96% True False
60 324.15 277.01 47.14 14.6% 3.44 1.1% 98% True False
80 324.15 276.22 47.93 14.8% 3.83 1.2% 98% True False
100 324.15 275.67 48.48 15.0% 4.00 1.2% 98% True False
120 324.15 275.67 48.48 15.0% 3.83 1.2% 98% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 334.05
2.618 330.25
1.618 327.92
1.000 326.48
0.618 325.59
HIGH 324.15
0.618 323.26
0.500 322.99
0.382 322.71
LOW 321.82
0.618 320.38
1.000 319.49
1.618 318.05
2.618 315.72
4.250 311.92
Fisher Pivots for day following 07-Aug-1987
Pivot 1 day 3 day
R1 323.00 322.06
PP 322.99 321.13
S1 322.99 320.19

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

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