S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Dec-1987
Day Change Summary
Previous Current
01-Dec-1987 02-Dec-1987 Change Change % Previous Week
Open 230.30 232.00 1.70 0.7% 242.00
High 234.02 234.56 0.54 0.2% 247.90
Low 230.30 230.21 -0.09 0.0% 240.34
Close 232.00 233.45 1.45 0.6% 240.34
Range 3.72 4.35 0.63 16.9% 7.56
ATR 7.21 7.01 -0.20 -2.8% 0.00
Volume
Daily Pivots for day following 02-Dec-1987
Classic Woodie Camarilla DeMark
R4 245.79 243.97 235.84
R3 241.44 239.62 234.65
R2 237.09 237.09 234.25
R1 235.27 235.27 233.85 236.18
PP 232.74 232.74 232.74 233.20
S1 230.92 230.92 233.05 231.83
S2 228.39 228.39 232.65
S3 224.04 226.57 232.25
S4 219.69 222.22 231.06
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
5 246.54 225.78 20.76 8.9% 5.77 2.5% 37% False False
10 247.90 225.78 22.12 9.5% 5.31 2.3% 35% False False
20 257.21 225.78 31.43 13.5% 5.69 2.4% 24% False False
40 319.39 216.46 102.93 44.1% 9.77 4.2% 17% False False
60 328.94 216.46 112.48 48.2% 7.97 3.4% 15% False False
80 337.89 216.46 121.43 52.0% 7.16 3.1% 14% False False
100 337.89 216.46 121.43 52.0% 6.35 2.7% 14% False False
120 337.89 216.46 121.43 52.0% 5.83 2.5% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 253.05
2.618 245.95
1.618 241.60
1.000 238.91
0.618 237.25
HIGH 234.56
0.618 232.90
0.500 232.39
0.382 231.87
LOW 230.21
0.618 227.52
1.000 225.86
1.618 223.17
2.618 218.82
4.250 211.72
Fisher Pivots for day following 02-Dec-1987
Pivot 1 day 3 day
R1 233.10 233.32
PP 232.74 233.19
S1 232.39 233.06

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

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