S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jun-1988
Day Change Summary
Previous Current
03-Jun-1988 06-Jun-1988 Change Change % Previous Week
Open 265.33 266.45 1.12 0.4% 253.42
High 267.11 267.05 -0.06 0.0% 267.43
Low 264.42 264.97 0.55 0.2% 253.42
Close 266.45 267.05 0.60 0.2% 266.45
Range 2.69 2.08 -0.61 -22.7% 14.01
ATR 3.35 3.26 -0.09 -2.7% 0.00
Volume
Daily Pivots for day following 06-Jun-1988
Classic Woodie Camarilla DeMark
R4 272.60 271.90 268.19
R3 270.52 269.82 267.62
R2 268.44 268.44 267.43
R1 267.74 267.74 267.24 268.09
PP 266.36 266.36 266.36 266.53
S1 265.66 265.66 266.86 266.01
S2 264.28 264.28 266.67
S3 262.20 263.58 266.48
S4 260.12 261.50 265.91
Weekly Pivots for week ending 03-Jun-1988
Classic Woodie Camarilla DeMark
R4 304.46 299.47 274.16
R3 290.45 285.46 270.30
R2 276.44 276.44 269.02
R1 271.45 271.45 267.73 273.95
PP 262.43 262.43 262.43 263.68
S1 257.44 257.44 265.17 259.94
S2 248.42 248.42 263.88
S3 234.41 243.43 262.60
S4 220.40 229.42 258.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 267.43 253.42 14.01 5.2% 4.29 1.6% 97% False False
10 267.43 249.82 17.61 6.6% 3.25 1.2% 98% False False
20 267.43 248.85 18.58 7.0% 3.27 1.2% 98% False False
40 272.05 248.85 23.20 8.7% 3.30 1.2% 78% False False
60 272.64 248.85 23.79 8.9% 3.33 1.2% 77% False False
80 272.64 248.85 23.79 8.9% 3.31 1.2% 77% False False
100 272.64 240.17 32.47 12.2% 3.51 1.3% 83% False False
120 272.64 236.71 35.93 13.5% 3.91 1.5% 84% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 275.89
2.618 272.50
1.618 270.42
1.000 269.13
0.618 268.34
HIGH 267.05
0.618 266.26
0.500 266.01
0.382 265.76
LOW 264.97
0.618 263.68
1.000 262.89
1.618 261.60
2.618 259.52
4.250 256.13
Fisher Pivots for day following 06-Jun-1988
Pivot 1 day 3 day
R1 266.70 266.57
PP 266.36 266.09
S1 266.01 265.62

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

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