S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-1987
Day Change Summary
Previous Current
11-Nov-1987 12-Nov-1987 Change Change % Previous Week
Open 239.00 241.90 2.90 1.2% 251.79
High 243.86 249.90 6.04 2.5% 257.21
Low 239.00 241.90 2.90 1.2% 242.78
Close 241.90 248.52 6.62 2.7% 250.41
Range 4.86 8.00 3.14 64.6% 14.43
ATR 9.88 9.75 -0.13 -1.4% 0.00
Volume
Daily Pivots for day following 12-Nov-1987
Classic Woodie Camarilla DeMark
R4 270.77 267.65 252.92
R3 262.77 259.65 250.72
R2 254.77 254.77 249.99
R1 251.65 251.65 249.25 253.21
PP 246.77 246.77 246.77 247.56
S1 243.65 243.65 247.79 245.21
S2 238.77 238.77 247.05
S3 230.77 235.65 246.32
S4 222.77 227.65 244.12
Weekly Pivots for week ending 06-Nov-1987
Classic Woodie Camarilla DeMark
R4 293.42 286.35 258.35
R3 278.99 271.92 254.38
R2 264.56 264.56 253.06
R1 257.49 257.49 251.73 253.81
PP 250.13 250.13 250.13 248.30
S1 243.06 243.06 249.09 239.38
S2 235.70 235.70 247.76
S3 221.27 228.63 246.44
S4 206.84 214.20 242.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 257.21 237.64 19.57 7.9% 6.66 2.7% 56% False False
10 257.21 237.64 19.57 7.9% 7.52 3.0% 56% False False
20 298.92 216.46 82.46 33.2% 14.11 5.7% 39% False False
40 328.94 216.46 112.48 45.3% 9.56 3.8% 29% False False
60 337.89 216.46 121.43 48.9% 7.94 3.2% 26% False False
80 337.89 216.46 121.43 48.9% 6.83 2.7% 26% False False
100 337.89 216.46 121.43 48.9% 6.02 2.4% 26% False False
120 337.89 216.46 121.43 48.9% 5.64 2.3% 26% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 283.90
2.618 270.84
1.618 262.84
1.000 257.90
0.618 254.84
HIGH 249.90
0.618 246.84
0.500 245.90
0.382 244.96
LOW 241.90
0.618 236.96
1.000 233.90
1.618 228.96
2.618 220.96
4.250 207.90
Fisher Pivots for day following 12-Nov-1987
Pivot 1 day 3 day
R1 247.65 246.94
PP 246.77 245.35
S1 245.90 243.77

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

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