S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Dec-1987
Day Change Summary
Previous Current
17-Dec-1987 18-Dec-1987 Change Change % Previous Week
Open 248.08 242.98 -5.10 -2.1% 235.32
High 248.60 249.18 0.58 0.2% 249.18
Low 242.96 242.98 0.02 0.0% 235.04
Close 242.98 249.16 6.18 2.5% 249.16
Range 5.64 6.20 0.56 9.9% 14.14
ATR 6.18 6.18 0.00 0.0% 0.00
Volume
Daily Pivots for day following 18-Dec-1987
Classic Woodie Camarilla DeMark
R4 265.71 263.63 252.57
R3 259.51 257.43 250.87
R2 253.31 253.31 250.30
R1 251.23 251.23 249.73 252.27
PP 247.11 247.11 247.11 247.63
S1 245.03 245.03 248.59 246.07
S2 240.91 240.91 248.02
S3 234.71 238.83 247.46
S4 228.51 232.63 245.75
Weekly Pivots for week ending 18-Dec-1987
Classic Woodie Camarilla DeMark
R4 286.88 282.16 256.94
R3 272.74 268.02 253.05
R2 258.60 258.60 251.75
R1 253.88 253.88 250.46 256.24
PP 244.46 244.46 244.46 245.64
S1 239.74 239.74 247.86 242.10
S2 230.32 230.32 246.57
S3 216.18 225.60 245.27
S4 202.04 211.46 241.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 249.18 235.04 14.14 5.7% 5.75 2.3% 100% True False
10 249.18 223.92 25.26 10.1% 5.49 2.2% 100% True False
20 249.18 221.24 27.94 11.2% 5.52 2.2% 100% True False
40 257.21 221.24 35.97 14.4% 6.89 2.8% 78% False False
60 328.94 216.46 112.48 45.1% 8.19 3.3% 29% False False
80 334.57 216.46 118.11 47.4% 7.41 3.0% 28% False False
100 337.89 216.46 121.43 48.7% 6.69 2.7% 27% False False
120 337.89 216.46 121.43 48.7% 6.03 2.4% 27% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 275.53
2.618 265.41
1.618 259.21
1.000 255.38
0.618 253.01
HIGH 249.18
0.618 246.81
0.500 246.08
0.382 245.35
LOW 242.98
0.618 239.15
1.000 236.78
1.618 232.95
2.618 226.75
4.250 216.63
Fisher Pivots for day following 18-Dec-1987
Pivot 1 day 3 day
R1 248.13 248.10
PP 247.11 247.05
S1 246.08 245.99

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

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