S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jun-1988
Day Change Summary
Previous Current
21-Jun-1988 22-Jun-1988 Change Change % Previous Week
Open 268.94 271.67 2.73 1.0% 271.26
High 271.67 276.88 5.21 1.9% 276.14
Low 267.52 271.67 4.15 1.6% 268.09
Close 271.67 275.66 3.99 1.5% 270.68
Range 4.15 5.21 1.06 25.5% 8.05
ATR 3.31 3.45 0.14 4.1% 0.00
Volume
Daily Pivots for day following 22-Jun-1988
Classic Woodie Camarilla DeMark
R4 290.37 288.22 278.53
R3 285.16 283.01 277.09
R2 279.95 279.95 276.62
R1 277.80 277.80 276.14 278.88
PP 274.74 274.74 274.74 275.27
S1 272.59 272.59 275.18 273.67
S2 269.53 269.53 274.70
S3 264.32 267.38 274.23
S4 259.11 262.17 272.79
Weekly Pivots for week ending 17-Jun-1988
Classic Woodie Camarilla DeMark
R4 295.79 291.28 275.11
R3 287.74 283.23 272.89
R2 279.69 279.69 272.16
R1 275.18 275.18 271.42 273.41
PP 271.64 271.64 271.64 270.75
S1 267.13 267.13 269.94 265.36
S2 263.59 263.59 269.20
S3 255.54 259.08 268.47
S4 247.49 251.03 266.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 276.88 267.52 9.36 3.4% 3.96 1.4% 87% True False
10 276.88 267.52 9.36 3.4% 3.28 1.2% 87% True False
20 276.88 252.74 24.14 8.8% 3.45 1.3% 95% True False
40 276.88 248.85 28.03 10.2% 3.15 1.1% 96% True False
60 276.88 248.85 28.03 10.2% 3.38 1.2% 96% True False
80 276.88 248.85 28.03 10.2% 3.29 1.2% 96% True False
100 276.88 247.82 29.06 10.5% 3.37 1.2% 96% True False
120 276.88 240.17 36.71 13.3% 3.80 1.4% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 299.02
2.618 290.52
1.618 285.31
1.000 282.09
0.618 280.10
HIGH 276.88
0.618 274.89
0.500 274.28
0.382 273.66
LOW 271.67
0.618 268.45
1.000 266.46
1.618 263.24
2.618 258.03
4.250 249.53
Fisher Pivots for day following 22-Jun-1988
Pivot 1 day 3 day
R1 275.20 274.51
PP 274.74 273.35
S1 274.28 272.20

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

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