S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jun-1987
Day Change Summary
Previous Current
17-Jun-1987 18-Jun-1987 Change Change % Previous Week
Open 304.76 304.81 0.05 0.0% 293.45
High 305.74 304.81 -0.93 -0.3% 302.26
Low 304.03 296.04 -7.99 -2.6% 291.55
Close 304.81 298.35 -6.46 -2.1% 301.62
Range 1.71 8.77 7.06 412.9% 10.71
ATR 3.60 3.97 0.37 10.3% 0.00
Volume
Daily Pivots for day following 18-Jun-1987
Classic Woodie Camarilla DeMark
R4 326.04 320.97 303.17
R3 317.27 312.20 300.76
R2 308.50 308.50 299.96
R1 303.43 303.43 299.15 301.58
PP 299.73 299.73 299.73 298.81
S1 294.66 294.66 297.55 292.81
S2 290.96 290.96 296.74
S3 282.19 285.89 295.94
S4 273.42 277.12 293.53
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
5 305.74 296.04 9.70 3.3% 3.75 1.3% 24% False True
10 305.74 291.55 14.19 4.8% 3.49 1.2% 48% False False
20 305.74 278.21 27.53 9.2% 3.70 1.2% 73% False False
40 305.74 276.22 29.52 9.9% 4.24 1.4% 75% False False
60 305.74 275.67 30.07 10.1% 4.64 1.6% 75% False False
80 305.74 275.67 30.07 10.1% 4.21 1.4% 75% False False
100 305.74 269.61 36.13 12.1% 4.14 1.4% 80% False False
120 305.74 241.28 64.46 21.6% 4.09 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 342.08
2.618 327.77
1.618 319.00
1.000 313.58
0.618 310.23
HIGH 304.81
0.618 301.46
0.500 300.43
0.382 299.39
LOW 296.04
0.618 290.62
1.000 287.27
1.618 281.85
2.618 273.08
4.250 258.77
Fisher Pivots for day following 18-Jun-1987
Pivot 1 day 3 day
R1 300.43 300.89
PP 299.73 300.04
S1 299.04 299.20

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

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