S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jun-1988
Day Change Summary
Previous Current
01-Jun-1988 02-Jun-1988 Change Change % Previous Week
Open 262.16 266.69 4.53 1.7% 253.02
High 267.43 266.71 -0.72 -0.3% 255.34
Low 262.10 264.12 2.02 0.8% 249.82
Close 266.69 265.33 -1.36 -0.5% 253.42
Range 5.33 2.59 -2.74 -51.4% 5.52
ATR 3.46 3.40 -0.06 -1.8% 0.00
Volume
Daily Pivots for day following 02-Jun-1988
Classic Woodie Camarilla DeMark
R4 273.16 271.83 266.75
R3 270.57 269.24 266.04
R2 267.98 267.98 265.80
R1 266.65 266.65 265.57 266.02
PP 265.39 265.39 265.39 265.07
S1 264.06 264.06 265.09 263.43
S2 262.80 262.80 264.86
S3 260.21 261.47 264.62
S4 257.62 258.88 263.91
Weekly Pivots for week ending 27-May-1988
Classic Woodie Camarilla DeMark
R4 269.42 266.94 256.46
R3 263.90 261.42 254.94
R2 258.38 258.38 254.43
R1 255.90 255.90 253.93 257.14
PP 252.86 252.86 252.86 253.48
S1 250.38 250.38 252.91 251.62
S2 247.34 247.34 252.41
S3 241.82 244.86 251.90
S4 236.30 239.34 250.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 267.43 252.74 14.69 5.5% 4.00 1.5% 86% False False
10 267.43 248.85 18.58 7.0% 3.34 1.3% 89% False False
20 267.43 248.85 18.58 7.0% 3.30 1.2% 89% False False
40 272.05 248.85 23.20 8.7% 3.33 1.3% 71% False False
60 272.64 248.85 23.79 9.0% 3.37 1.3% 69% False False
80 272.64 248.66 23.98 9.0% 3.35 1.3% 70% False False
100 272.64 240.17 32.47 12.2% 3.61 1.4% 77% False False
120 272.64 233.35 39.29 14.8% 3.95 1.5% 81% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 277.72
2.618 273.49
1.618 270.90
1.000 269.30
0.618 268.31
HIGH 266.71
0.618 265.72
0.500 265.42
0.382 265.11
LOW 264.12
0.618 262.52
1.000 261.53
1.618 259.93
2.618 257.34
4.250 253.11
Fisher Pivots for day following 02-Jun-1988
Pivot 1 day 3 day
R1 265.42 263.70
PP 265.39 262.06
S1 265.36 260.43

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

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