S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Nov-1987
Day Change Summary
Previous Current
04-Nov-1987 05-Nov-1987 Change Change % Previous Week
Open 250.82 248.96 -1.86 -0.7% 248.22
High 251.00 256.09 5.09 2.0% 254.04
Low 246.34 247.72 1.38 0.6% 226.29
Close 248.96 254.48 5.52 2.2% 251.79
Range 4.66 8.37 3.71 79.6% 27.75
ATR 11.36 11.14 -0.21 -1.9% 0.00
Volume
Daily Pivots for day following 05-Nov-1987
Classic Woodie Camarilla DeMark
R4 277.87 274.55 259.08
R3 269.50 266.18 256.78
R2 261.13 261.13 256.01
R1 257.81 257.81 255.25 259.47
PP 252.76 252.76 252.76 253.60
S1 249.44 249.44 253.71 251.10
S2 244.39 244.39 252.95
S3 236.02 241.07 252.18
S4 227.65 232.70 249.88
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
5 256.09 242.78 13.31 5.2% 8.37 3.3% 88% True False
10 256.09 226.29 29.80 11.7% 10.66 4.2% 95% True False
20 315.04 216.46 98.58 38.7% 13.96 5.5% 39% False False
40 328.94 216.46 112.48 44.2% 9.26 3.6% 34% False False
60 337.89 216.46 121.43 47.7% 7.72 3.0% 31% False False
80 337.89 216.46 121.43 47.7% 6.60 2.6% 31% False False
100 337.89 216.46 121.43 47.7% 5.94 2.3% 31% False False
120 337.89 216.46 121.43 47.7% 5.58 2.2% 31% 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 1.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 291.66
2.618 278.00
1.618 269.63
1.000 264.46
0.618 261.26
HIGH 256.09
0.618 252.89
0.500 251.91
0.382 250.92
LOW 247.72
0.618 242.55
1.000 239.35
1.618 234.18
2.618 225.81
4.250 212.15
Fisher Pivots for day following 05-Nov-1987
Pivot 1 day 3 day
R1 253.62 252.80
PP 252.76 251.12
S1 251.91 249.44

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

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