S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-1987
Day Change Summary
Previous Current
19-Nov-1987 20-Nov-1987 Change Change % Previous Week
Open 245.55 240.05 -5.50 -2.2% 245.64
High 245.55 242.00 -3.55 -1.4% 249.54
Low 239.70 235.89 -3.81 -1.6% 235.89
Close 240.05 242.00 1.95 0.8% 242.00
Range 5.85 6.11 0.26 4.4% 13.65
ATR 8.30 8.14 -0.16 -1.9% 0.00
Volume
Daily Pivots for day following 20-Nov-1987
Classic Woodie Camarilla DeMark
R4 258.29 256.26 245.36
R3 252.18 250.15 243.68
R2 246.07 246.07 243.12
R1 244.04 244.04 242.56 245.06
PP 239.96 239.96 239.96 240.47
S1 237.93 237.93 241.44 238.95
S2 233.85 233.85 240.88
S3 227.74 231.82 240.32
S4 221.63 225.71 238.64
Weekly Pivots for week ending 20-Nov-1987
Classic Woodie Camarilla DeMark
R4 283.43 276.36 249.51
R3 269.78 262.71 245.75
R2 256.13 256.13 244.50
R1 249.06 249.06 243.25 245.77
PP 242.48 242.48 242.48 240.83
S1 235.41 235.41 240.75 232.12
S2 228.83 228.83 239.50
S3 215.18 221.76 238.25
S4 201.53 208.11 234.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 249.54 235.89 13.65 5.6% 5.47 2.3% 45% False True
10 250.41 235.89 14.52 6.0% 5.69 2.4% 42% False True
20 257.21 226.29 30.92 12.8% 8.16 3.4% 51% False False
40 328.94 216.46 112.48 46.5% 9.63 4.0% 23% False False
60 332.18 216.46 115.72 47.8% 8.08 3.3% 22% False False
80 337.89 216.46 121.43 50.2% 7.02 2.9% 21% False False
100 337.89 216.46 121.43 50.2% 6.18 2.6% 21% False False
120 337.89 216.46 121.43 50.2% 5.71 2.4% 21% 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 0.59
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 267.97
2.618 258.00
1.618 251.89
1.000 248.11
0.618 245.78
HIGH 242.00
0.618 239.67
0.500 238.95
0.382 238.22
LOW 235.89
0.618 232.11
1.000 229.78
1.618 226.00
2.618 219.89
4.250 209.92
Fisher Pivots for day following 20-Nov-1987
Pivot 1 day 3 day
R1 240.98 241.57
PP 239.96 241.15
S1 238.95 240.72

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

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