S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jun-1987
Day Change Summary
Previous Current
09-Jun-1987 10-Jun-1987 Change Change % Previous Week
Open 296.72 297.28 0.56 0.2% 290.10
High 297.59 300.81 3.22 1.1% 295.11
Low 295.90 295.66 -0.24 -0.1% 286.93
Close 297.28 297.47 0.19 0.1% 293.45
Range 1.69 5.15 3.46 204.7% 8.18
ATR 4.12 4.19 0.07 1.8% 0.00
Volume
Daily Pivots for day following 10-Jun-1987
Classic Woodie Camarilla DeMark
R4 313.43 310.60 300.30
R3 308.28 305.45 298.89
R2 303.13 303.13 298.41
R1 300.30 300.30 297.94 301.72
PP 297.98 297.98 297.98 298.69
S1 295.15 295.15 297.00 296.57
S2 292.83 292.83 296.53
S3 287.68 290.00 296.05
S4 282.53 284.85 294.64
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
5 300.81 291.55 9.26 3.1% 3.39 1.1% 64% True False
10 300.81 286.33 14.48 4.9% 3.71 1.2% 77% True False
20 300.81 277.01 23.80 8.0% 4.21 1.4% 86% True False
40 300.81 275.67 25.14 8.5% 4.77 1.6% 87% True False
60 303.65 275.67 27.98 9.4% 4.64 1.6% 78% False False
80 303.65 275.67 27.98 9.4% 4.24 1.4% 78% False False
100 303.65 264.00 39.65 13.3% 4.28 1.4% 84% False False
120 303.65 241.28 62.37 21.0% 4.02 1.4% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 322.70
2.618 314.29
1.618 309.14
1.000 305.96
0.618 303.99
HIGH 300.81
0.618 298.84
0.500 298.24
0.382 297.63
LOW 295.66
0.618 292.48
1.000 290.51
1.618 287.33
2.618 282.18
4.250 273.77
Fisher Pivots for day following 10-Jun-1987
Pivot 1 day 3 day
R1 298.24 297.04
PP 297.98 296.61
S1 297.73 296.18

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

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