S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Dec-1987
Day Change Summary
Previous Current
30-Dec-1987 31-Dec-1987 Change Change % Previous Week
Open 244.59 247.86 3.27 1.3% 249.16
High 248.06 247.86 -0.20 -0.1% 253.35
Low 244.59 236.71 -7.88 -3.2% 247.01
Close 247.86 247.08 -0.78 -0.3% 252.02
Range 3.47 11.15 7.68 221.3% 6.34
ATR 5.02 5.46 0.44 8.7% 0.00
Volume
Daily Pivots for day following 31-Dec-1987
Classic Woodie Camarilla DeMark
R4 277.33 273.36 253.21
R3 266.18 262.21 250.15
R2 255.03 255.03 249.12
R1 251.06 251.06 248.10 247.47
PP 243.88 243.88 243.88 242.09
S1 239.91 239.91 246.06 236.32
S2 232.73 232.73 245.04
S3 221.58 228.76 244.01
S4 210.43 217.61 240.95
Weekly Pivots for week ending 25-Dec-1987
Classic Woodie Camarilla DeMark
R4 269.81 267.26 255.51
R3 263.47 260.92 253.76
R2 257.13 257.13 253.18
R1 254.58 254.58 252.60 255.86
PP 250.79 250.79 250.79 251.43
S1 248.24 248.24 251.44 249.52
S2 244.45 244.45 250.86
S3 238.11 241.90 250.28
S4 231.77 235.56 248.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 253.16 236.71 16.45 6.7% 5.11 2.1% 63% False True
10 253.35 236.71 16.64 6.7% 4.57 1.8% 62% False True
20 253.35 221.24 32.11 13.0% 5.10 2.1% 80% False False
40 257.21 221.24 35.97 14.6% 5.39 2.2% 72% False False
60 319.39 216.46 102.93 41.7% 8.21 3.3% 30% False False
80 328.94 216.46 112.48 45.5% 7.25 2.9% 27% False False
100 337.89 216.46 121.43 49.1% 6.75 2.7% 25% False False
120 337.89 216.46 121.43 49.1% 6.14 2.5% 25% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 295.25
2.618 277.05
1.618 265.90
1.000 259.01
0.618 254.75
HIGH 247.86
0.618 243.60
0.500 242.29
0.382 240.97
LOW 236.71
0.618 229.82
1.000 225.56
1.618 218.67
2.618 207.52
4.250 189.32
Fisher Pivots for day following 31-Dec-1987
Pivot 1 day 3 day
R1 245.48 245.52
PP 243.88 243.95
S1 242.29 242.39

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

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