S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jun-1987
Day Change Summary
Previous Current
02-Jun-1987 03-Jun-1987 Change Change % Previous Week
Open 289.83 288.46 -1.37 -0.5% 282.16
High 290.94 293.47 2.53 0.9% 292.87
Low 286.93 288.46 1.53 0.5% 282.16
Close 288.46 293.47 5.01 1.7% 290.10
Range 4.01 5.01 1.00 24.9% 10.71
ATR 4.48 4.52 0.04 0.8% 0.00
Volume
Daily Pivots for day following 03-Jun-1987
Classic Woodie Camarilla DeMark
R4 306.83 305.16 296.23
R3 301.82 300.15 294.85
R2 296.81 296.81 294.39
R1 295.14 295.14 293.93 295.98
PP 291.80 291.80 291.80 292.22
S1 290.13 290.13 293.01 290.97
S2 286.79 286.79 292.55
S3 281.78 285.12 292.09
S4 276.77 280.11 290.71
Weekly Pivots for week ending 29-May-1987
Classic Woodie Camarilla DeMark
R4 320.51 316.01 295.99
R3 309.80 305.30 293.05
R2 299.09 299.09 292.06
R1 294.59 294.59 291.08 296.84
PP 288.38 288.38 288.38 289.50
S1 283.88 283.88 289.12 286.13
S2 277.67 277.67 288.14
S3 266.96 273.17 287.15
S4 256.25 262.46 284.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 293.47 286.33 7.14 2.4% 4.02 1.4% 100% True False
10 293.47 277.01 16.46 5.6% 4.08 1.4% 100% True False
20 298.69 277.01 21.68 7.4% 4.37 1.5% 76% False False
40 303.65 275.67 27.98 9.5% 5.04 1.7% 64% False False
60 303.65 275.67 27.98 9.5% 4.58 1.6% 64% False False
80 303.65 273.49 30.16 10.3% 4.29 1.5% 66% False False
100 303.65 257.92 45.73 15.6% 4.26 1.5% 78% False False
120 303.65 241.28 62.37 21.3% 4.00 1.4% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 314.76
2.618 306.59
1.618 301.58
1.000 298.48
0.618 296.57
HIGH 293.47
0.618 291.56
0.500 290.97
0.382 290.37
LOW 288.46
0.618 285.36
1.000 283.45
1.618 280.35
2.618 275.34
4.250 267.17
Fisher Pivots for day following 03-Jun-1987
Pivot 1 day 3 day
R1 292.64 292.38
PP 291.80 291.29
S1 290.97 290.20

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

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