S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-1987
Day Change Summary
Previous Current
05-Nov-1987 06-Nov-1987 Change Change % Previous Week
Open 248.96 254.48 5.52 2.2% 251.79
High 256.09 257.21 1.12 0.4% 257.21
Low 247.72 249.68 1.96 0.8% 242.78
Close 254.48 250.41 -4.07 -1.6% 250.41
Range 8.37 7.53 -0.84 -10.0% 14.43
ATR 11.14 10.88 -0.26 -2.3% 0.00
Volume
Daily Pivots for day following 06-Nov-1987
Classic Woodie Camarilla DeMark
R4 275.02 270.25 254.55
R3 267.49 262.72 252.48
R2 259.96 259.96 251.79
R1 255.19 255.19 251.10 253.81
PP 252.43 252.43 252.43 251.75
S1 247.66 247.66 249.72 246.28
S2 244.90 244.90 249.03
S3 237.37 240.13 248.34
S4 229.84 232.60 246.27
Weekly Pivots for week ending 06-Nov-1987
Classic Woodie Camarilla DeMark
R4 293.42 286.35 258.35
R3 278.99 271.92 254.38
R2 264.56 264.56 253.06
R1 257.49 257.49 251.73 253.81
PP 250.13 250.13 250.13 248.30
S1 243.06 243.06 249.09 239.38
S2 235.70 235.70 247.76
S3 221.27 228.63 246.44
S4 206.84 214.20 242.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 257.21 242.78 14.43 5.8% 8.03 3.2% 53% True False
10 257.21 226.29 30.92 12.3% 10.62 4.2% 78% True False
20 314.53 216.46 98.07 39.2% 14.14 5.6% 35% False False
40 328.94 216.46 112.48 44.9% 9.32 3.7% 30% False False
60 337.89 216.46 121.43 48.5% 7.79 3.1% 28% False False
80 337.89 216.46 121.43 48.5% 6.66 2.7% 28% False False
100 337.89 216.46 121.43 48.5% 6.00 2.4% 28% False False
120 337.89 216.46 121.43 48.5% 5.57 2.2% 28% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 289.21
2.618 276.92
1.618 269.39
1.000 264.74
0.618 261.86
HIGH 257.21
0.618 254.33
0.500 253.45
0.382 252.56
LOW 249.68
0.618 245.03
1.000 242.15
1.618 237.50
2.618 229.97
4.250 217.68
Fisher Pivots for day following 06-Nov-1987
Pivot 1 day 3 day
R1 253.45 251.78
PP 252.43 251.32
S1 251.42 250.87

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

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