S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Dec-1987
Day Change Summary
Previous Current
22-Dec-1987 23-Dec-1987 Change Change % Previous Week
Open 249.54 249.95 0.41 0.2% 235.32
High 249.97 253.35 3.38 1.4% 249.18
Low 247.01 249.95 2.94 1.2% 235.04
Close 249.95 253.16 3.21 1.3% 249.16
Range 2.96 3.40 0.44 14.9% 14.14
ATR 5.67 5.51 -0.16 -2.9% 0.00
Volume
Daily Pivots for day following 23-Dec-1987
Classic Woodie Camarilla DeMark
R4 262.35 261.16 255.03
R3 258.95 257.76 254.10
R2 255.55 255.55 253.78
R1 254.36 254.36 253.47 254.96
PP 252.15 252.15 252.15 252.45
S1 250.96 250.96 252.85 251.56
S2 248.75 248.75 252.54
S3 245.35 247.56 252.23
S4 241.95 244.16 251.29
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
5 253.35 242.96 10.39 4.1% 4.03 1.6% 98% True False
10 253.35 233.35 20.00 7.9% 4.58 1.8% 99% True False
20 253.35 221.24 32.11 12.7% 5.26 2.1% 99% True False
40 257.21 221.24 35.97 14.2% 6.12 2.4% 89% False False
60 328.94 216.46 112.48 44.4% 8.14 3.2% 33% False False
80 332.18 216.46 115.72 45.7% 7.38 2.9% 32% False False
100 337.89 216.46 121.43 48.0% 6.69 2.6% 30% False False
120 337.89 216.46 121.43 48.0% 6.04 2.4% 30% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 267.80
2.618 262.25
1.618 258.85
1.000 256.75
0.618 255.45
HIGH 253.35
0.618 252.05
0.500 251.65
0.382 251.25
LOW 249.95
0.618 247.85
1.000 246.55
1.618 244.45
2.618 241.05
4.250 235.50
Fisher Pivots for day following 23-Dec-1987
Pivot 1 day 3 day
R1 252.66 252.17
PP 252.15 251.17
S1 251.65 250.18

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

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