S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jun-1987
Day Change Summary
Previous Current
29-Jun-1987 30-Jun-1987 Change Change % Previous Week
Open 307.16 307.90 0.74 0.2% 306.97
High 308.15 308.00 -0.15 0.0% 310.27
Low 306.75 303.01 -3.74 -1.2% 306.32
Close 307.90 304.00 -3.90 -1.3% 307.16
Range 1.40 4.99 3.59 256.4% 3.95
ATR 3.64 3.74 0.10 2.6% 0.00
Volume
Daily Pivots for day following 30-Jun-1987
Classic Woodie Camarilla DeMark
R4 319.97 316.98 306.74
R3 314.98 311.99 305.37
R2 309.99 309.99 304.91
R1 307.00 307.00 304.46 306.00
PP 305.00 305.00 305.00 304.51
S1 302.01 302.01 303.54 301.01
S2 300.01 300.01 303.09
S3 295.02 297.02 302.63
S4 290.03 292.03 301.26
Weekly Pivots for week ending 26-Jun-1987
Classic Woodie Camarilla DeMark
R4 319.77 317.41 309.33
R3 315.82 313.46 308.25
R2 311.87 311.87 307.88
R1 309.51 309.51 307.52 310.69
PP 307.92 307.92 307.92 308.51
S1 305.56 305.56 306.80 306.74
S2 303.97 303.97 306.44
S3 300.02 301.61 306.07
S4 296.07 297.66 304.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 309.44 303.01 6.43 2.1% 2.83 0.9% 15% False True
10 310.27 296.04 14.23 4.7% 3.93 1.3% 56% False False
20 310.27 288.46 21.81 7.2% 3.55 1.2% 71% False False
40 310.27 277.01 33.26 10.9% 3.98 1.3% 81% False False
60 310.27 275.67 34.60 11.4% 4.49 1.5% 82% False False
80 310.27 275.67 34.60 11.4% 4.31 1.4% 82% False False
100 310.27 273.49 36.78 12.1% 4.14 1.4% 83% False False
120 310.27 256.11 54.16 17.8% 4.12 1.4% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 329.21
2.618 321.06
1.618 316.07
1.000 312.99
0.618 311.08
HIGH 308.00
0.618 306.09
0.500 305.51
0.382 304.92
LOW 303.01
0.618 299.93
1.000 298.02
1.618 294.94
2.618 289.95
4.250 281.80
Fisher Pivots for day following 30-Jun-1987
Pivot 1 day 3 day
R1 305.51 305.99
PP 305.00 305.32
S1 304.50 304.66

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

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