S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Nov-1987
Day Change Summary
Previous Current
23-Nov-1987 24-Nov-1987 Change Change % Previous Week
Open 242.00 242.99 0.99 0.4% 245.64
High 242.99 247.90 4.91 2.0% 249.54
Low 240.50 242.98 2.48 1.0% 235.89
Close 242.99 246.39 3.40 1.4% 242.00
Range 2.49 4.92 2.43 97.6% 13.65
ATR 7.74 7.54 -0.20 -2.6% 0.00
Volume
Daily Pivots for day following 24-Nov-1987
Classic Woodie Camarilla DeMark
R4 260.52 258.37 249.10
R3 255.60 253.45 247.74
R2 250.68 250.68 247.29
R1 248.53 248.53 246.84 249.61
PP 245.76 245.76 245.76 246.29
S1 243.61 243.61 245.94 244.69
S2 240.84 240.84 245.49
S3 235.92 238.69 245.04
S4 231.00 233.77 243.68
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
5 247.90 235.89 12.01 4.9% 4.85 2.0% 87% True False
10 249.90 235.89 14.01 5.7% 5.14 2.1% 75% False False
20 257.21 226.29 30.92 12.5% 6.97 2.8% 65% False False
40 328.94 216.46 112.48 45.7% 9.58 3.9% 27% False False
60 332.18 216.46 115.72 47.0% 8.08 3.3% 26% False False
80 337.89 216.46 121.43 49.3% 7.05 2.9% 25% False False
100 337.89 216.46 121.43 49.3% 6.19 2.5% 25% False False
120 337.89 216.46 121.43 49.3% 5.73 2.3% 25% 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 0.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 268.81
2.618 260.78
1.618 255.86
1.000 252.82
0.618 250.94
HIGH 247.90
0.618 246.02
0.500 245.44
0.382 244.86
LOW 242.98
0.618 239.94
1.000 238.06
1.618 235.02
2.618 230.10
4.250 222.07
Fisher Pivots for day following 24-Nov-1987
Pivot 1 day 3 day
R1 246.07 244.89
PP 245.76 243.39
S1 245.44 241.90

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

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