S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Dec-1987
Day Change Summary
Previous Current
10-Dec-1987 11-Dec-1987 Change Change % Previous Week
Open 238.89 233.57 -5.32 -2.2% 223.92
High 240.05 235.48 -4.57 -1.9% 240.09
Low 233.40 233.35 -0.05 0.0% 223.92
Close 233.57 235.32 1.75 0.7% 235.32
Range 6.65 2.13 -4.52 -68.0% 16.17
ATR 6.71 6.38 -0.33 -4.9% 0.00
Volume
Daily Pivots for day following 11-Dec-1987
Classic Woodie Camarilla DeMark
R4 241.11 240.34 236.49
R3 238.98 238.21 235.91
R2 236.85 236.85 235.71
R1 236.08 236.08 235.52 236.47
PP 234.72 234.72 234.72 234.91
S1 233.95 233.95 235.12 234.34
S2 232.59 232.59 234.93
S3 230.46 231.82 234.73
S4 228.33 229.69 234.15
Weekly Pivots for week ending 11-Dec-1987
Classic Woodie Camarilla DeMark
R4 281.62 274.64 244.21
R3 265.45 258.47 239.77
R2 249.28 249.28 238.28
R1 242.30 242.30 236.80 245.79
PP 233.11 233.11 233.11 234.86
S1 226.13 226.13 233.84 229.62
S2 216.94 216.94 232.36
S3 200.77 209.96 230.87
S4 184.60 193.79 226.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 240.09 223.92 16.17 6.9% 5.22 2.2% 71% False False
10 240.34 221.24 19.10 8.1% 6.20 2.6% 74% False False
20 249.54 221.24 28.30 12.0% 5.34 2.3% 50% False False
40 298.92 216.46 82.46 35.0% 9.72 4.1% 23% False False
60 328.94 216.46 112.48 47.8% 8.15 3.5% 17% False False
80 337.89 216.46 121.43 51.6% 7.29 3.1% 16% False False
100 337.89 216.46 121.43 51.6% 6.53 2.8% 16% False False
120 337.89 216.46 121.43 51.6% 5.91 2.5% 16% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 244.53
2.618 241.06
1.618 238.93
1.000 237.61
0.618 236.80
HIGH 235.48
0.618 234.67
0.500 234.42
0.382 234.16
LOW 233.35
0.618 232.03
1.000 231.22
1.618 229.90
2.618 227.77
4.250 224.30
Fisher Pivots for day following 11-Dec-1987
Pivot 1 day 3 day
R1 235.02 236.72
PP 234.72 236.25
S1 234.42 235.79

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

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