S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Aug-1987
Day Change Summary
Previous Current
07-Aug-1987 10-Aug-1987 Change Change % Previous Week
Open 322.09 323.00 0.91 0.3% 318.66
High 324.15 328.80 4.65 1.4% 324.15
Low 321.82 322.95 1.13 0.4% 314.51
Close 323.00 328.80 5.80 1.8% 323.00
Range 2.33 5.85 3.52 151.1% 9.64
ATR 3.07 3.27 0.20 6.5% 0.00
Volume
Daily Pivots for day following 10-Aug-1987
Classic Woodie Camarilla DeMark
R4 344.40 342.45 332.02
R3 338.55 336.60 330.41
R2 332.70 332.70 329.87
R1 330.75 330.75 329.34 331.73
PP 326.85 326.85 326.85 327.34
S1 324.90 324.90 328.26 325.88
S2 321.00 321.00 327.73
S3 315.15 319.05 327.19
S4 309.30 313.20 325.58
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
5 328.80 314.51 14.29 4.3% 4.00 1.2% 100% True False
10 328.80 310.28 18.52 5.6% 3.39 1.0% 100% True False
20 328.80 306.10 22.70 6.9% 3.12 0.9% 100% True False
40 328.80 296.04 32.76 10.0% 3.17 1.0% 100% True False
60 328.80 277.01 51.79 15.8% 3.50 1.1% 100% True False
80 328.80 276.22 52.58 16.0% 3.83 1.2% 100% True False
100 328.80 275.67 53.13 16.2% 4.02 1.2% 100% True False
120 328.80 275.67 53.13 16.2% 3.84 1.2% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 353.66
2.618 344.12
1.618 338.27
1.000 334.65
0.618 332.42
HIGH 328.80
0.618 326.57
0.500 325.88
0.382 325.18
LOW 322.95
0.618 319.33
1.000 317.10
1.618 313.48
2.618 307.63
4.250 298.09
Fisher Pivots for day following 10-Aug-1987
Pivot 1 day 3 day
R1 327.83 326.92
PP 326.85 325.03
S1 325.88 323.15

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

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