S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Dec-1987
Day Change Summary
Previous Current
03-Dec-1987 04-Dec-1987 Change Change % Previous Week
Open 233.45 225.21 -8.24 -3.5% 240.34
High 233.90 225.77 -8.13 -3.5% 240.34
Low 225.21 221.24 -3.97 -1.8% 221.24
Close 225.21 223.92 -1.29 -0.6% 223.92
Range 8.69 4.53 -4.16 -47.9% 19.10
ATR 7.13 6.94 -0.19 -2.6% 0.00
Volume
Daily Pivots for day following 04-Dec-1987
Classic Woodie Camarilla DeMark
R4 237.23 235.11 226.41
R3 232.70 230.58 225.17
R2 228.17 228.17 224.75
R1 226.05 226.05 224.34 224.85
PP 223.64 223.64 223.64 223.04
S1 221.52 221.52 223.50 220.32
S2 219.11 219.11 223.09
S3 214.58 216.99 222.67
S4 210.05 212.46 221.43
Weekly Pivots for week ending 04-Dec-1987
Classic Woodie Camarilla DeMark
R4 285.80 273.96 234.43
R3 266.70 254.86 229.17
R2 247.60 247.60 227.42
R1 235.76 235.76 225.67 232.13
PP 228.50 228.50 228.50 226.69
S1 216.66 216.66 222.17 213.03
S2 209.40 209.40 220.42
S3 190.30 197.56 218.67
S4 171.20 178.46 213.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 240.34 221.24 19.10 8.5% 7.17 3.2% 14% False True
10 247.90 221.24 26.66 11.9% 5.56 2.5% 10% False True
20 257.21 221.24 35.97 16.1% 5.70 2.5% 7% False True
40 315.04 216.46 98.58 44.0% 9.83 4.4% 8% False False
60 328.94 216.46 112.48 50.2% 8.08 3.6% 7% False False
80 337.89 216.46 121.43 54.2% 7.21 3.2% 6% False False
100 337.89 216.46 121.43 54.2% 6.42 2.9% 6% False False
120 337.89 216.46 121.43 54.2% 5.90 2.6% 6% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 245.02
2.618 237.63
1.618 233.10
1.000 230.30
0.618 228.57
HIGH 225.77
0.618 224.04
0.500 223.51
0.382 222.97
LOW 221.24
0.618 218.44
1.000 216.71
1.618 213.91
2.618 209.38
4.250 201.99
Fisher Pivots for day following 04-Dec-1987
Pivot 1 day 3 day
R1 223.78 227.90
PP 223.64 226.57
S1 223.51 225.25

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

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