S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jun-1987
Day Change Summary
Previous Current
12-Jun-1987 15-Jun-1987 Change Change % Previous Week
Open 298.73 301.62 2.89 1.0% 293.45
High 302.26 304.11 1.85 0.6% 302.26
Low 298.73 301.62 2.89 1.0% 291.55
Close 301.62 303.14 1.52 0.5% 301.62
Range 3.53 2.49 -1.04 -29.5% 10.71
ATR 3.96 3.86 -0.11 -2.7% 0.00
Volume
Daily Pivots for day following 15-Jun-1987
Classic Woodie Camarilla DeMark
R4 310.43 309.27 304.51
R3 307.94 306.78 303.82
R2 305.45 305.45 303.60
R1 304.29 304.29 303.37 304.87
PP 302.96 302.96 302.96 303.25
S1 301.80 301.80 302.91 302.38
S2 300.47 300.47 302.68
S3 297.98 299.31 302.46
S4 295.49 296.82 301.77
Weekly Pivots for week ending 12-Jun-1987
Classic Woodie Camarilla DeMark
R4 330.61 326.82 307.51
R3 319.90 316.11 304.57
R2 309.19 309.19 303.58
R1 305.40 305.40 302.60 307.30
PP 298.48 298.48 298.48 299.42
S1 294.69 294.69 300.64 296.59
S2 287.77 287.77 299.66
S3 277.06 283.98 298.67
S4 266.35 273.27 295.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 304.11 295.66 8.45 2.8% 2.87 0.9% 89% True False
10 304.11 286.93 17.18 5.7% 3.35 1.1% 94% True False
20 304.11 277.01 27.10 8.9% 3.93 1.3% 96% True False
40 304.11 276.22 27.89 9.2% 4.43 1.5% 97% True False
60 304.11 275.67 28.44 9.4% 4.59 1.5% 97% True False
80 304.11 275.67 28.44 9.4% 4.18 1.4% 97% True False
100 304.11 267.32 36.79 12.1% 4.23 1.4% 97% True False
120 304.11 241.28 62.83 20.7% 4.02 1.3% 98% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 314.69
2.618 310.63
1.618 308.14
1.000 306.60
0.618 305.65
HIGH 304.11
0.618 303.16
0.500 302.87
0.382 302.57
LOW 301.62
0.618 300.08
1.000 299.13
1.618 297.59
2.618 295.10
4.250 291.04
Fisher Pivots for day following 15-Jun-1987
Pivot 1 day 3 day
R1 303.05 302.36
PP 302.96 301.57
S1 302.87 300.79

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

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