S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Nov-1987
Day Change Summary
Previous Current
02-Nov-1987 03-Nov-1987 Change Change % Previous Week
Open 251.79 255.75 3.96 1.6% 248.22
High 255.75 255.75 0.00 0.0% 254.04
Low 249.15 242.78 -6.37 -2.6% 226.29
Close 255.75 250.82 -4.93 -1.9% 251.79
Range 6.60 12.97 6.37 96.5% 27.75
ATR 11.79 11.87 0.08 0.7% 0.00
Volume
Daily Pivots for day following 03-Nov-1987
Classic Woodie Camarilla DeMark
R4 288.69 282.73 257.95
R3 275.72 269.76 254.39
R2 262.75 262.75 253.20
R1 256.79 256.79 252.01 253.29
PP 249.78 249.78 249.78 248.03
S1 243.82 243.82 249.63 240.32
S2 236.81 236.81 248.44
S3 223.84 230.85 247.25
S4 210.87 217.88 243.69
Weekly Pivots for week ending 30-Oct-1987
Classic Woodie Camarilla DeMark
R4 327.29 317.29 267.05
R3 299.54 289.54 259.42
R2 271.79 271.79 256.88
R1 261.79 261.79 254.33 266.79
PP 244.04 244.04 244.04 246.54
S1 234.04 234.04 249.25 239.04
S2 216.29 216.29 246.70
S3 188.54 206.29 244.16
S4 160.79 178.54 236.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 255.75 226.29 29.46 11.7% 10.91 4.3% 83% True False
10 259.26 226.29 32.97 13.1% 13.14 5.2% 74% False False
20 319.39 216.46 102.93 41.0% 13.86 5.5% 33% False False
40 328.94 216.46 112.48 44.8% 9.11 3.6% 31% False False
60 337.89 216.46 121.43 48.4% 7.65 3.0% 28% False False
80 337.89 216.46 121.43 48.4% 6.52 2.6% 28% False False
100 337.89 216.46 121.43 48.4% 5.86 2.3% 28% False False
120 337.89 216.46 121.43 48.4% 5.57 2.2% 28% 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 1.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 310.87
2.618 289.71
1.618 276.74
1.000 268.72
0.618 263.77
HIGH 255.75
0.618 250.80
0.500 249.27
0.382 247.73
LOW 242.78
0.618 234.76
1.000 229.81
1.618 221.79
2.618 208.82
4.250 187.66
Fisher Pivots for day following 03-Nov-1987
Pivot 1 day 3 day
R1 250.30 250.30
PP 249.78 249.78
S1 249.27 249.27

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

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