S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jun-1987
Day Change Summary
Previous Current
08-Jun-1987 09-Jun-1987 Change Change % Previous Week
Open 293.45 296.72 3.27 1.1% 290.10
High 297.03 297.59 0.56 0.2% 295.11
Low 291.55 295.90 4.35 1.5% 286.93
Close 296.72 297.28 0.56 0.2% 293.45
Range 5.48 1.69 -3.79 -69.2% 8.18
ATR 4.30 4.12 -0.19 -4.3% 0.00
Volume
Daily Pivots for day following 09-Jun-1987
Classic Woodie Camarilla DeMark
R4 301.99 301.33 298.21
R3 300.30 299.64 297.74
R2 298.61 298.61 297.59
R1 297.95 297.95 297.43 298.28
PP 296.92 296.92 296.92 297.09
S1 296.26 296.26 297.13 296.59
S2 295.23 295.23 296.97
S3 293.54 294.57 296.82
S4 291.85 292.88 296.35
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
5 297.59 288.46 9.13 3.1% 3.37 1.1% 97% True False
10 297.59 286.33 11.26 3.8% 3.45 1.2% 97% True False
20 297.59 277.01 20.58 6.9% 4.11 1.4% 98% True False
40 298.69 275.67 23.02 7.7% 4.84 1.6% 94% False False
60 303.65 275.67 27.98 9.4% 4.61 1.5% 77% False False
80 303.65 275.01 28.64 9.6% 4.25 1.4% 78% False False
100 303.65 264.00 39.65 13.3% 4.26 1.4% 84% False False
120 303.65 241.28 62.37 21.0% 4.00 1.3% 90% 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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 304.77
2.618 302.01
1.618 300.32
1.000 299.28
0.618 298.63
HIGH 297.59
0.618 296.94
0.500 296.75
0.382 296.55
LOW 295.90
0.618 294.86
1.000 294.21
1.618 293.17
2.618 291.48
4.250 288.72
Fisher Pivots for day following 09-Jun-1987
Pivot 1 day 3 day
R1 297.10 296.38
PP 296.92 295.47
S1 296.75 294.57

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

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