S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jun-1987
Day Change Summary
Previous Current
16-Jun-1987 17-Jun-1987 Change Change % Previous Week
Open 303.14 304.76 1.62 0.5% 293.45
High 304.86 305.74 0.88 0.3% 302.26
Low 302.60 304.03 1.43 0.5% 291.55
Close 304.76 304.81 0.05 0.0% 301.62
Range 2.26 1.71 -0.55 -24.3% 10.71
ATR 3.74 3.60 -0.15 -3.9% 0.00
Volume
Daily Pivots for day following 17-Jun-1987
Classic Woodie Camarilla DeMark
R4 309.99 309.11 305.75
R3 308.28 307.40 305.28
R2 306.57 306.57 305.12
R1 305.69 305.69 304.97 306.13
PP 304.86 304.86 304.86 305.08
S1 303.98 303.98 304.65 304.42
S2 303.15 303.15 304.50
S3 301.44 302.27 304.34
S4 299.73 300.56 303.87
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
5 305.74 297.47 8.27 2.7% 2.29 0.8% 89% True False
10 305.74 291.55 14.19 4.7% 2.84 0.9% 93% True False
20 305.74 277.01 28.73 9.4% 3.46 1.1% 97% True False
40 305.74 276.22 29.52 9.7% 4.18 1.4% 97% True False
60 305.74 275.67 30.07 9.9% 4.53 1.5% 97% True False
80 305.74 275.67 30.07 9.9% 4.13 1.4% 97% True False
100 305.74 267.73 38.01 12.5% 4.08 1.3% 98% True False
120 305.74 241.28 64.46 21.1% 4.02 1.3% 99% True False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 313.01
2.618 310.22
1.618 308.51
1.000 307.45
0.618 306.80
HIGH 305.74
0.618 305.09
0.500 304.89
0.382 304.68
LOW 304.03
0.618 302.97
1.000 302.32
1.618 301.26
2.618 299.55
4.250 296.76
Fisher Pivots for day following 17-Jun-1987
Pivot 1 day 3 day
R1 304.89 304.43
PP 304.86 304.06
S1 304.84 303.68

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

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