S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jun-1987
Day Change Summary
Previous Current
22-Jun-1987 23-Jun-1987 Change Change % Previous Week
Open 306.97 309.65 2.68 0.9% 301.62
High 310.20 310.27 0.07 0.0% 306.97
Low 306.97 307.48 0.51 0.2% 296.04
Close 309.65 308.43 -1.22 -0.4% 306.97
Range 3.23 2.79 -0.44 -13.6% 10.93
ATR 4.22 4.12 -0.10 -2.4% 0.00
Volume
Daily Pivots for day following 23-Jun-1987
Classic Woodie Camarilla DeMark
R4 317.10 315.55 309.96
R3 314.31 312.76 309.20
R2 311.52 311.52 308.94
R1 309.97 309.97 308.69 309.35
PP 308.73 308.73 308.73 308.42
S1 307.18 307.18 308.17 306.56
S2 305.94 305.94 307.92
S3 303.15 304.39 307.66
S4 300.36 301.60 306.90
Weekly Pivots for week ending 19-Jun-1987
Classic Woodie Camarilla DeMark
R4 336.12 332.47 312.98
R3 325.19 321.54 309.98
R2 314.26 314.26 308.97
R1 310.61 310.61 307.97 312.44
PP 303.33 303.33 303.33 304.24
S1 299.68 299.68 305.97 301.51
S2 292.40 292.40 304.97
S3 281.47 288.75 303.96
S4 270.54 277.82 300.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 310.27 296.04 14.23 4.6% 5.02 1.6% 87% True False
10 310.27 295.66 14.61 4.7% 4.00 1.3% 87% True False
20 310.27 286.33 23.94 7.8% 3.73 1.2% 92% True False
40 310.27 277.01 33.26 10.8% 4.14 1.3% 94% True False
60 310.27 275.67 34.60 11.2% 4.72 1.5% 95% True False
80 310.27 275.67 34.60 11.2% 4.29 1.4% 95% True False
100 310.27 271.38 38.89 12.6% 4.17 1.4% 95% True False
120 310.27 242.17 68.10 22.1% 4.15 1.3% 97% True False
Crabel Price Patterns
NR True
NR4 True
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 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 322.13
2.618 317.57
1.618 314.78
1.000 313.06
0.618 311.99
HIGH 310.27
0.618 309.20
0.500 308.88
0.382 308.55
LOW 307.48
0.618 305.76
1.000 304.69
1.618 302.97
2.618 300.18
4.250 295.62
Fisher Pivots for day following 23-Jun-1987
Pivot 1 day 3 day
R1 308.88 307.06
PP 308.73 305.68
S1 308.58 304.31

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

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