S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jun-1987
Day Change Summary
Previous Current
15-Jun-1987 16-Jun-1987 Change Change % Previous Week
Open 301.62 303.14 1.52 0.5% 293.45
High 304.11 304.86 0.75 0.2% 302.26
Low 301.62 302.60 0.98 0.3% 291.55
Close 303.14 304.76 1.62 0.5% 301.62
Range 2.49 2.26 -0.23 -9.2% 10.71
ATR 3.86 3.74 -0.11 -3.0% 0.00
Volume
Daily Pivots for day following 16-Jun-1987
Classic Woodie Camarilla DeMark
R4 310.85 310.07 306.00
R3 308.59 307.81 305.38
R2 306.33 306.33 305.17
R1 305.55 305.55 304.97 305.94
PP 304.07 304.07 304.07 304.27
S1 303.29 303.29 304.55 303.68
S2 301.81 301.81 304.35
S3 299.55 301.03 304.14
S4 297.29 298.77 303.52
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
5 304.86 295.66 9.20 3.0% 2.98 1.0% 99% True False
10 304.86 288.46 16.40 5.4% 3.17 1.0% 99% True False
20 304.86 277.01 27.85 9.1% 3.80 1.2% 100% True False
40 304.86 276.22 28.64 9.4% 4.39 1.4% 100% True False
60 304.86 275.67 29.19 9.6% 4.56 1.5% 100% True False
80 304.86 275.67 29.19 9.6% 4.18 1.4% 100% True False
100 304.86 267.73 37.13 12.2% 4.19 1.4% 100% True False
120 304.86 241.28 63.58 20.9% 4.01 1.3% 100% True 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 314.47
2.618 310.78
1.618 308.52
1.000 307.12
0.618 306.26
HIGH 304.86
0.618 304.00
0.500 303.73
0.382 303.46
LOW 302.60
0.618 301.20
1.000 300.34
1.618 298.94
2.618 296.68
4.250 293.00
Fisher Pivots for day following 16-Jun-1987
Pivot 1 day 3 day
R1 304.42 303.77
PP 304.07 302.78
S1 303.73 301.80

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

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