S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jun-1987
Day Change Summary
Previous Current
19-Jun-1987 22-Jun-1987 Change Change % Previous Week
Open 298.35 306.97 8.62 2.9% 301.62
High 306.97 310.20 3.23 1.1% 306.97
Low 298.35 306.97 8.62 2.9% 296.04
Close 306.97 309.65 2.68 0.9% 306.97
Range 8.62 3.23 -5.39 -62.5% 10.93
ATR 4.30 4.22 -0.08 -1.8% 0.00
Volume
Daily Pivots for day following 22-Jun-1987
Classic Woodie Camarilla DeMark
R4 318.63 317.37 311.43
R3 315.40 314.14 310.54
R2 312.17 312.17 310.24
R1 310.91 310.91 309.95 311.54
PP 308.94 308.94 308.94 309.26
S1 307.68 307.68 309.35 308.31
S2 305.71 305.71 309.06
S3 302.48 304.45 308.76
S4 299.25 301.22 307.87
Weekly Pivots for week ending 19-Jun-1987
Classic Woodie Camarilla DeMark
R4 336.12 332.47 312.98
R3 325.19 321.54 309.98
R2 314.26 314.26 308.97
R1 310.61 310.61 307.97 312.44
PP 303.33 303.33 303.33 304.24
S1 299.68 299.68 305.97 301.51
S2 292.40 292.40 304.97
S3 281.47 288.75 303.96
S4 270.54 277.82 300.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 310.20 296.04 14.16 4.6% 4.92 1.6% 96% True False
10 310.20 295.66 14.54 4.7% 3.89 1.3% 96% True False
20 310.20 282.16 28.04 9.1% 3.93 1.3% 98% True False
40 310.20 276.22 33.98 11.0% 4.27 1.4% 98% True False
60 310.20 275.67 34.53 11.2% 4.76 1.5% 98% True False
80 310.20 275.67 34.53 11.2% 4.28 1.4% 98% True False
100 310.20 271.38 38.82 12.5% 4.18 1.4% 99% True False
120 310.20 241.28 68.92 22.3% 4.15 1.3% 99% 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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 323.93
2.618 318.66
1.618 315.43
1.000 313.43
0.618 312.20
HIGH 310.20
0.618 308.97
0.500 308.59
0.382 308.20
LOW 306.97
0.618 304.97
1.000 303.74
1.618 301.74
2.618 298.51
4.250 293.24
Fisher Pivots for day following 22-Jun-1987
Pivot 1 day 3 day
R1 309.30 307.47
PP 308.94 305.30
S1 308.59 303.12

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

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