S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jun-1987
Day Change Summary
Previous Current
03-Jun-1987 04-Jun-1987 Change Change % Previous Week
Open 288.46 293.47 5.01 1.7% 282.16
High 293.47 295.10 1.63 0.6% 292.87
Low 288.46 292.76 4.30 1.5% 282.16
Close 293.47 295.09 1.62 0.6% 290.10
Range 5.01 2.34 -2.67 -53.3% 10.71
ATR 4.52 4.36 -0.16 -3.4% 0.00
Volume
Daily Pivots for day following 04-Jun-1987
Classic Woodie Camarilla DeMark
R4 301.34 300.55 296.38
R3 299.00 298.21 295.73
R2 296.66 296.66 295.52
R1 295.87 295.87 295.30 296.27
PP 294.32 294.32 294.32 294.51
S1 293.53 293.53 294.88 293.93
S2 291.98 291.98 294.66
S3 289.64 291.19 294.45
S4 287.30 288.85 293.80
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
5 295.10 286.93 8.17 2.8% 3.45 1.2% 100% True False
10 295.10 278.21 16.89 5.7% 3.92 1.3% 100% True False
20 298.69 277.01 21.68 7.3% 4.35 1.5% 83% False False
40 299.20 275.67 23.53 8.0% 4.93 1.7% 83% False False
60 303.65 275.67 27.98 9.5% 4.57 1.5% 69% False False
80 303.65 273.49 30.16 10.2% 4.28 1.5% 72% False False
100 303.65 259.21 44.44 15.1% 4.25 1.4% 81% False False
120 303.65 241.28 62.37 21.1% 3.98 1.4% 86% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.71
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 305.05
2.618 301.23
1.618 298.89
1.000 297.44
0.618 296.55
HIGH 295.10
0.618 294.21
0.500 293.93
0.382 293.65
LOW 292.76
0.618 291.31
1.000 290.42
1.618 288.97
2.618 286.63
4.250 282.82
Fisher Pivots for day following 04-Jun-1987
Pivot 1 day 3 day
R1 294.70 293.73
PP 294.32 292.37
S1 293.93 291.02

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

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