S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jun-1987
Day Change Summary
Previous Current
04-Jun-1987 05-Jun-1987 Change Change % Previous Week
Open 293.47 295.09 1.62 0.6% 290.10
High 295.10 295.11 0.01 0.0% 295.11
Low 292.76 292.80 0.04 0.0% 286.93
Close 295.09 293.45 -1.64 -0.6% 293.45
Range 2.34 2.31 -0.03 -1.3% 8.18
ATR 4.36 4.21 -0.15 -3.4% 0.00
Volume
Daily Pivots for day following 05-Jun-1987
Classic Woodie Camarilla DeMark
R4 300.72 299.39 294.72
R3 298.41 297.08 294.09
R2 296.10 296.10 293.87
R1 294.77 294.77 293.66 294.28
PP 293.79 293.79 293.79 293.54
S1 292.46 292.46 293.24 291.97
S2 291.48 291.48 293.03
S3 289.17 290.15 292.81
S4 286.86 287.84 292.18
Weekly Pivots for week ending 05-Jun-1987
Classic Woodie Camarilla DeMark
R4 316.37 313.09 297.95
R3 308.19 304.91 295.70
R2 300.01 300.01 294.95
R1 296.73 296.73 294.20 298.37
PP 291.83 291.83 291.83 292.65
S1 288.55 288.55 292.70 290.19
S2 283.65 283.65 291.95
S3 275.47 280.37 291.20
S4 267.29 272.19 288.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 295.11 286.93 8.18 2.8% 3.28 1.1% 80% True False
10 295.11 280.17 14.94 5.1% 3.74 1.3% 89% True False
20 298.69 277.01 21.68 7.4% 4.33 1.5% 76% False False
40 298.69 275.67 23.02 7.8% 4.88 1.7% 77% False False
60 303.65 275.67 27.98 9.5% 4.56 1.6% 64% False False
80 303.65 273.89 29.76 10.1% 4.25 1.4% 66% False False
100 303.65 259.62 44.03 15.0% 4.26 1.5% 77% False False
120 303.65 241.28 62.37 21.3% 3.99 1.4% 84% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 304.93
2.618 301.16
1.618 298.85
1.000 297.42
0.618 296.54
HIGH 295.11
0.618 294.23
0.500 293.96
0.382 293.68
LOW 292.80
0.618 291.37
1.000 290.49
1.618 289.06
2.618 286.75
4.250 282.98
Fisher Pivots for day following 05-Jun-1987
Pivot 1 day 3 day
R1 293.96 292.90
PP 293.79 292.34
S1 293.62 291.79

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

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