S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Dec-1987
Day Change Summary
Previous Current
16-Dec-1987 17-Dec-1987 Change Change % Previous Week
Open 242.81 248.08 5.27 2.2% 223.92
High 248.11 248.60 0.49 0.2% 240.09
Low 242.80 242.96 0.16 0.1% 223.92
Close 248.08 242.98 -5.10 -2.1% 235.32
Range 5.31 5.64 0.33 6.2% 16.17
ATR 6.22 6.18 -0.04 -0.7% 0.00
Volume
Daily Pivots for day following 17-Dec-1987
Classic Woodie Camarilla DeMark
R4 261.77 258.01 246.08
R3 256.13 252.37 244.53
R2 250.49 250.49 244.01
R1 246.73 246.73 243.50 245.79
PP 244.85 244.85 244.85 244.38
S1 241.09 241.09 242.46 240.15
S2 239.21 239.21 241.95
S3 233.57 235.45 241.43
S4 227.93 229.81 239.88
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
5 248.60 233.35 15.25 6.3% 4.93 2.0% 63% True False
10 248.60 221.24 27.36 11.3% 5.32 2.2% 79% True False
20 248.60 221.24 27.36 11.3% 5.51 2.3% 79% True False
40 258.38 221.24 37.14 15.3% 7.12 2.9% 59% False False
60 328.94 216.46 112.48 46.3% 8.14 3.3% 24% False False
80 337.39 216.46 120.93 49.8% 7.37 3.0% 22% False False
100 337.89 216.46 121.43 50.0% 6.66 2.7% 22% False False
120 337.89 216.46 121.43 50.0% 6.02 2.5% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 272.57
2.618 263.37
1.618 257.73
1.000 254.24
0.618 252.09
HIGH 248.60
0.618 246.45
0.500 245.78
0.382 245.11
LOW 242.96
0.618 239.47
1.000 237.32
1.618 233.83
2.618 228.19
4.250 218.99
Fisher Pivots for day following 17-Dec-1987
Pivot 1 day 3 day
R1 245.78 244.96
PP 244.85 244.30
S1 243.91 243.64

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

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