S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jun-1987
Day Change Summary
Previous Current
29-May-1987 01-Jun-1987 Change Change % Previous Week
Open 290.76 290.10 -0.66 -0.2% 282.16
High 292.87 291.96 -0.91 -0.3% 292.87
Low 289.70 289.23 -0.47 -0.2% 282.16
Close 290.10 289.83 -0.27 -0.1% 290.10
Range 3.17 2.73 -0.44 -13.9% 10.71
ATR 4.65 4.51 -0.14 -3.0% 0.00
Volume
Daily Pivots for day following 01-Jun-1987
Classic Woodie Camarilla DeMark
R4 298.53 296.91 291.33
R3 295.80 294.18 290.58
R2 293.07 293.07 290.33
R1 291.45 291.45 290.08 290.90
PP 290.34 290.34 290.34 290.06
S1 288.72 288.72 289.58 288.17
S2 287.61 287.61 289.33
S3 284.88 285.99 289.08
S4 282.15 283.26 288.33
Weekly Pivots for week ending 29-May-1987
Classic Woodie Camarilla DeMark
R4 320.51 316.01 295.99
R3 309.80 305.30 293.05
R2 299.09 299.09 292.06
R1 294.59 294.59 291.08 296.84
PP 288.38 288.38 288.38 289.50
S1 283.88 283.88 289.12 286.13
S2 277.67 277.67 288.14
S3 266.96 273.17 287.15
S4 256.25 262.46 284.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 292.87 282.16 10.71 3.7% 4.12 1.4% 72% False False
10 292.87 277.01 15.86 5.5% 4.52 1.6% 81% False False
20 298.69 277.01 21.68 7.5% 4.40 1.5% 59% False False
40 303.65 275.67 27.98 9.7% 5.09 1.8% 51% False False
60 303.65 275.67 27.98 9.7% 4.52 1.6% 51% False False
80 303.65 273.49 30.16 10.4% 4.28 1.5% 54% False False
100 303.65 254.97 48.68 16.8% 4.22 1.5% 72% False False
120 303.65 241.28 62.37 21.5% 3.96 1.4% 78% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 303.56
2.618 299.11
1.618 296.38
1.000 294.69
0.618 293.65
HIGH 291.96
0.618 290.92
0.500 290.60
0.382 290.27
LOW 289.23
0.618 287.54
1.000 286.50
1.618 284.81
2.618 282.08
4.250 277.63
Fisher Pivots for day following 01-Jun-1987
Pivot 1 day 3 day
R1 290.60 289.75
PP 290.34 289.68
S1 290.09 289.60

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

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