S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jun-1987
Day Change Summary
Previous Current
23-Jun-1987 24-Jun-1987 Change Change % Previous Week
Open 309.65 308.43 -1.22 -0.4% 301.62
High 310.27 308.91 -1.36 -0.4% 306.97
Low 307.48 306.32 -1.16 -0.4% 296.04
Close 308.43 306.86 -1.57 -0.5% 306.97
Range 2.79 2.59 -0.20 -7.2% 10.93
ATR 4.12 4.01 -0.11 -2.7% 0.00
Volume
Daily Pivots for day following 24-Jun-1987
Classic Woodie Camarilla DeMark
R4 315.13 313.59 308.28
R3 312.54 311.00 307.57
R2 309.95 309.95 307.33
R1 308.41 308.41 307.10 307.89
PP 307.36 307.36 307.36 307.10
S1 305.82 305.82 306.62 305.30
S2 304.77 304.77 306.39
S3 302.18 303.23 306.15
S4 299.59 300.64 305.44
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
5 310.27 296.04 14.23 4.6% 5.20 1.7% 76% False False
10 310.27 296.04 14.23 4.6% 3.75 1.2% 76% False False
20 310.27 286.33 23.94 7.8% 3.73 1.2% 86% False False
40 310.27 277.01 33.26 10.8% 4.10 1.3% 90% False False
60 310.27 275.67 34.60 11.3% 4.60 1.5% 90% False False
80 310.27 275.67 34.60 11.3% 4.29 1.4% 90% False False
100 310.27 273.16 37.11 12.1% 4.17 1.4% 91% False False
120 310.27 246.45 63.82 20.8% 4.14 1.3% 95% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 319.92
2.618 315.69
1.618 313.10
1.000 311.50
0.618 310.51
HIGH 308.91
0.618 307.92
0.500 307.62
0.382 307.31
LOW 306.32
0.618 304.72
1.000 303.73
1.618 302.13
2.618 299.54
4.250 295.31
Fisher Pivots for day following 24-Jun-1987
Pivot 1 day 3 day
R1 307.62 308.30
PP 307.36 307.82
S1 307.11 307.34

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

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