S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jun-1987
Day Change Summary
Previous Current
11-Jun-1987 12-Jun-1987 Change Change % Previous Week
Open 297.47 298.73 1.26 0.4% 293.45
High 298.94 302.26 3.32 1.1% 302.26
Low 297.47 298.73 1.26 0.4% 291.55
Close 298.73 301.62 2.89 1.0% 301.62
Range 1.47 3.53 2.06 140.1% 10.71
ATR 4.00 3.96 -0.03 -0.8% 0.00
Volume
Daily Pivots for day following 12-Jun-1987
Classic Woodie Camarilla DeMark
R4 311.46 310.07 303.56
R3 307.93 306.54 302.59
R2 304.40 304.40 302.27
R1 303.01 303.01 301.94 303.71
PP 300.87 300.87 300.87 301.22
S1 299.48 299.48 301.30 300.18
S2 297.34 297.34 300.97
S3 293.81 295.95 300.65
S4 290.28 292.42 299.68
Weekly Pivots for week ending 12-Jun-1987
Classic Woodie Camarilla DeMark
R4 330.61 326.82 307.51
R3 319.90 316.11 304.57
R2 309.19 309.19 303.58
R1 305.40 305.40 302.60 307.30
PP 298.48 298.48 298.48 299.42
S1 294.69 294.69 300.64 296.59
S2 287.77 287.77 299.66
S3 277.06 283.98 298.67
S4 266.35 273.27 295.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 302.26 291.55 10.71 3.6% 3.46 1.1% 94% True False
10 302.26 286.93 15.33 5.1% 3.37 1.1% 96% True False
20 302.26 277.01 25.25 8.4% 4.16 1.4% 97% True False
40 302.26 276.22 26.04 8.6% 4.50 1.5% 98% True False
60 303.65 275.67 27.98 9.3% 4.59 1.5% 93% False False
80 303.65 275.67 27.98 9.3% 4.18 1.4% 93% False False
100 303.65 267.32 36.33 12.0% 4.24 1.4% 94% False False
120 303.65 241.28 62.37 20.7% 4.02 1.3% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 317.26
2.618 311.50
1.618 307.97
1.000 305.79
0.618 304.44
HIGH 302.26
0.618 300.91
0.500 300.50
0.382 300.08
LOW 298.73
0.618 296.55
1.000 295.20
1.618 293.02
2.618 289.49
4.250 283.73
Fisher Pivots for day following 12-Jun-1987
Pivot 1 day 3 day
R1 301.25 300.73
PP 300.87 299.85
S1 300.50 298.96

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

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