S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jun-1987
Day Change Summary
Previous Current
05-Jun-1987 08-Jun-1987 Change Change % Previous Week
Open 295.09 293.45 -1.64 -0.6% 290.10
High 295.11 297.03 1.92 0.7% 295.11
Low 292.80 291.55 -1.25 -0.4% 286.93
Close 293.45 296.72 3.27 1.1% 293.45
Range 2.31 5.48 3.17 137.2% 8.18
ATR 4.21 4.30 0.09 2.1% 0.00
Volume
Daily Pivots for day following 08-Jun-1987
Classic Woodie Camarilla DeMark
R4 311.54 309.61 299.73
R3 306.06 304.13 298.23
R2 300.58 300.58 297.72
R1 298.65 298.65 297.22 299.62
PP 295.10 295.10 295.10 295.58
S1 293.17 293.17 296.22 294.14
S2 289.62 289.62 295.72
S3 284.14 287.69 295.21
S4 278.66 282.21 293.71
Weekly Pivots for week ending 05-Jun-1987
Classic Woodie Camarilla DeMark
R4 316.37 313.09 297.95
R3 308.19 304.91 295.70
R2 300.01 300.01 294.95
R1 296.73 296.73 294.20 298.37
PP 291.83 291.83 291.83 292.65
S1 288.55 288.55 292.70 290.19
S2 283.65 283.65 291.95
S3 275.47 280.37 291.20
S4 267.29 272.19 288.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 297.03 286.93 10.10 3.4% 3.83 1.3% 97% True False
10 297.03 282.16 14.87 5.0% 3.98 1.3% 98% True False
20 298.69 277.01 21.68 7.3% 4.38 1.5% 91% False False
40 298.69 275.67 23.02 7.8% 4.87 1.6% 91% False False
60 303.65 275.67 27.98 9.4% 4.61 1.6% 75% False False
80 303.65 273.89 29.76 10.0% 4.28 1.4% 77% False False
100 303.65 262.64 41.01 13.8% 4.28 1.4% 83% False False
120 303.65 241.28 62.37 21.0% 4.01 1.4% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 320.32
2.618 311.38
1.618 305.90
1.000 302.51
0.618 300.42
HIGH 297.03
0.618 294.94
0.500 294.29
0.382 293.64
LOW 291.55
0.618 288.16
1.000 286.07
1.618 282.68
2.618 277.20
4.250 268.26
Fisher Pivots for day following 08-Jun-1987
Pivot 1 day 3 day
R1 295.91 295.91
PP 295.10 295.10
S1 294.29 294.29

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

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