S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Nov-1987
Day Change Summary
Previous Current
20-Nov-1987 23-Nov-1987 Change Change % Previous Week
Open 240.05 242.00 1.95 0.8% 245.64
High 242.00 242.99 0.99 0.4% 249.54
Low 235.89 240.50 4.61 2.0% 235.89
Close 242.00 242.99 0.99 0.4% 242.00
Range 6.11 2.49 -3.62 -59.2% 13.65
ATR 8.14 7.74 -0.40 -5.0% 0.00
Volume
Daily Pivots for day following 23-Nov-1987
Classic Woodie Camarilla DeMark
R4 249.63 248.80 244.36
R3 247.14 246.31 243.67
R2 244.65 244.65 243.45
R1 243.82 243.82 243.22 244.24
PP 242.16 242.16 242.16 242.37
S1 241.33 241.33 242.76 241.75
S2 239.67 239.67 242.53
S3 237.18 238.84 242.31
S4 234.69 236.35 241.62
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
5 246.76 235.89 10.87 4.5% 5.06 2.1% 65% False False
10 249.90 235.89 14.01 5.8% 5.20 2.1% 51% False False
20 257.21 226.29 30.92 12.7% 7.23 3.0% 54% False False
40 328.94 216.46 112.48 46.3% 9.56 3.9% 24% False False
60 332.18 216.46 115.72 47.6% 8.05 3.3% 23% False False
80 337.89 216.46 121.43 50.0% 7.03 2.9% 22% False False
100 337.89 216.46 121.43 50.0% 6.17 2.5% 22% False False
120 337.89 216.46 121.43 50.0% 5.71 2.3% 22% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.69
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 253.57
2.618 249.51
1.618 247.02
1.000 245.48
0.618 244.53
HIGH 242.99
0.618 242.04
0.500 241.75
0.382 241.45
LOW 240.50
0.618 238.96
1.000 238.01
1.618 236.47
2.618 233.98
4.250 229.92
Fisher Pivots for day following 23-Nov-1987
Pivot 1 day 3 day
R1 242.58 242.23
PP 242.16 241.48
S1 241.75 240.72

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

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