S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Nov-1987
Day Change Summary
Previous Current
27-Nov-1987 30-Nov-1987 Change Change % Previous Week
Open 244.10 240.34 -3.76 -1.5% 242.00
High 244.12 240.34 -3.78 -1.5% 247.90
Low 240.34 225.78 -14.56 -6.1% 240.34
Close 240.34 230.30 -10.04 -4.2% 240.34
Range 3.78 14.56 10.78 285.2% 7.56
ATR 6.93 7.48 0.54 7.9% 0.00
Volume
Daily Pivots for day following 30-Nov-1987
Classic Woodie Camarilla DeMark
R4 275.82 267.62 238.31
R3 261.26 253.06 234.30
R2 246.70 246.70 232.97
R1 238.50 238.50 231.63 235.32
PP 232.14 232.14 232.14 230.55
S1 223.94 223.94 228.97 220.76
S2 217.58 217.58 227.63
S3 203.02 209.38 226.30
S4 188.46 194.82 222.29
Weekly Pivots for week ending 27-Nov-1987
Classic Woodie Camarilla DeMark
R4 265.54 260.50 244.50
R3 257.98 252.94 242.42
R2 250.42 250.42 241.73
R1 245.38 245.38 241.03 244.12
PP 242.86 242.86 242.86 242.23
S1 237.82 237.82 239.65 236.56
S2 235.30 235.30 238.95
S3 227.74 230.26 238.26
S4 220.18 222.70 236.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.90 225.78 22.12 9.6% 5.64 2.4% 20% False True
10 249.54 225.78 23.76 10.3% 5.56 2.4% 19% False True
20 257.21 225.78 31.43 13.6% 6.26 2.7% 14% False True
40 328.57 216.46 112.11 48.7% 9.86 4.3% 12% False False
60 328.94 216.46 112.48 48.8% 8.06 3.5% 12% False False
80 337.89 216.46 121.43 52.7% 7.16 3.1% 11% False False
100 337.89 216.46 121.43 52.7% 6.31 2.7% 11% False False
120 337.89 216.46 121.43 52.7% 5.80 2.5% 11% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 302.22
2.618 278.46
1.618 263.90
1.000 254.90
0.618 249.34
HIGH 240.34
0.618 234.78
0.500 233.06
0.382 231.34
LOW 225.78
0.618 216.78
1.000 211.22
1.618 202.22
2.618 187.66
4.250 163.90
Fisher Pivots for day following 30-Nov-1987
Pivot 1 day 3 day
R1 233.06 236.16
PP 232.14 234.21
S1 231.22 232.25

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

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