S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Dec-1987
Day Change Summary
Previous Current
30-Nov-1987 01-Dec-1987 Change Change % Previous Week
Open 240.34 230.30 -10.04 -4.2% 242.00
High 240.34 234.02 -6.32 -2.6% 247.90
Low 225.78 230.30 4.52 2.0% 240.34
Close 230.30 232.00 1.70 0.7% 240.34
Range 14.56 3.72 -10.84 -74.5% 7.56
ATR 7.48 7.21 -0.27 -3.6% 0.00
Volume
Daily Pivots for day following 01-Dec-1987
Classic Woodie Camarilla DeMark
R4 243.27 241.35 234.05
R3 239.55 237.63 233.02
R2 235.83 235.83 232.68
R1 233.91 233.91 232.34 234.87
PP 232.11 232.11 232.11 232.59
S1 230.19 230.19 231.66 231.15
S2 228.39 228.39 231.32
S3 224.67 226.47 230.98
S4 220.95 222.75 229.95
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 9.5% 5.89 2.5% 28% False False
10 247.90 225.78 22.12 9.5% 5.47 2.4% 28% False False
20 257.21 225.78 31.43 13.5% 6.12 2.6% 20% False False
40 328.08 216.46 111.62 48.1% 9.89 4.3% 14% False False
60 328.94 216.46 112.48 48.5% 8.03 3.5% 14% False False
80 337.89 216.46 121.43 52.3% 7.18 3.1% 13% False False
100 337.89 216.46 121.43 52.3% 6.34 2.7% 13% False False
120 337.89 216.46 121.43 52.3% 5.82 2.5% 13% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 249.83
2.618 243.76
1.618 240.04
1.000 237.74
0.618 236.32
HIGH 234.02
0.618 232.60
0.500 232.16
0.382 231.72
LOW 230.30
0.618 228.00
1.000 226.58
1.618 224.28
2.618 220.56
4.250 214.49
Fisher Pivots for day following 01-Dec-1987
Pivot 1 day 3 day
R1 232.16 234.95
PP 232.11 233.97
S1 232.05 232.98

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

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