S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Nov-1987
Day Change Summary
Previous Current
03-Nov-1987 04-Nov-1987 Change Change % Previous Week
Open 255.75 250.82 -4.93 -1.9% 248.22
High 255.75 251.00 -4.75 -1.9% 254.04
Low 242.78 246.34 3.56 1.5% 226.29
Close 250.82 248.96 -1.86 -0.7% 251.79
Range 12.97 4.66 -8.31 -64.1% 27.75
ATR 11.87 11.36 -0.52 -4.3% 0.00
Volume
Daily Pivots for day following 04-Nov-1987
Classic Woodie Camarilla DeMark
R4 262.75 260.51 251.52
R3 258.09 255.85 250.24
R2 253.43 253.43 249.81
R1 251.19 251.19 249.39 249.98
PP 248.77 248.77 248.77 248.16
S1 246.53 246.53 248.53 245.32
S2 244.11 244.11 248.11
S3 239.45 241.87 247.68
S4 234.79 237.21 246.40
Weekly Pivots for week ending 30-Oct-1987
Classic Woodie Camarilla DeMark
R4 327.29 317.29 267.05
R3 299.54 289.54 259.42
R2 271.79 271.79 256.88
R1 261.79 261.79 254.33 266.79
PP 244.04 244.04 244.04 246.54
S1 234.04 234.04 249.25 239.04
S2 216.29 216.29 246.70
S3 188.54 206.29 244.16
S4 160.79 178.54 236.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 255.75 233.28 22.47 9.0% 9.38 3.8% 70% False False
10 258.38 226.29 32.09 12.9% 11.36 4.6% 71% False False
20 319.34 216.46 102.88 41.3% 13.91 5.6% 32% False False
40 328.94 216.46 112.48 45.2% 9.15 3.7% 29% False False
60 337.89 216.46 121.43 48.8% 7.64 3.1% 27% False False
80 337.89 216.46 121.43 48.8% 6.53 2.6% 27% False False
100 337.89 216.46 121.43 48.8% 5.88 2.4% 27% False False
120 337.89 216.46 121.43 48.8% 5.55 2.2% 27% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 270.81
2.618 263.20
1.618 258.54
1.000 255.66
0.618 253.88
HIGH 251.00
0.618 249.22
0.500 248.67
0.382 248.12
LOW 246.34
0.618 243.46
1.000 241.68
1.618 238.80
2.618 234.14
4.250 226.54
Fisher Pivots for day following 04-Nov-1987
Pivot 1 day 3 day
R1 248.86 249.27
PP 248.77 249.16
S1 248.67 249.06

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

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