S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Nov-1987
Day Change Summary
Previous Current
09-Nov-1987 10-Nov-1987 Change Change % Previous Week
Open 250.41 243.17 -7.24 -2.9% 251.79
High 250.41 243.17 -7.24 -2.9% 257.21
Low 243.01 237.64 -5.37 -2.2% 242.78
Close 243.17 239.00 -4.17 -1.7% 250.41
Range 7.40 5.53 -1.87 -25.3% 14.43
ATR 10.64 10.27 -0.36 -3.4% 0.00
Volume
Daily Pivots for day following 10-Nov-1987
Classic Woodie Camarilla DeMark
R4 256.53 253.29 242.04
R3 251.00 247.76 240.52
R2 245.47 245.47 240.01
R1 242.23 242.23 239.51 241.09
PP 239.94 239.94 239.94 239.36
S1 236.70 236.70 238.49 235.56
S2 234.41 234.41 237.99
S3 228.88 231.17 237.48
S4 223.35 225.64 235.96
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
5 257.21 237.64 19.57 8.2% 6.70 2.8% 7% False True
10 257.21 226.29 30.92 12.9% 8.80 3.7% 41% False False
20 314.52 216.46 98.06 41.0% 14.31 6.0% 23% False False
40 328.94 216.46 112.48 47.1% 9.42 3.9% 20% False False
60 337.89 216.46 121.43 50.8% 7.91 3.3% 19% False False
80 337.89 216.46 121.43 50.8% 6.76 2.8% 19% False False
100 337.89 216.46 121.43 50.8% 5.95 2.5% 19% False False
120 337.89 216.46 121.43 50.8% 5.61 2.3% 19% False False
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 266.67
2.618 257.65
1.618 252.12
1.000 248.70
0.618 246.59
HIGH 243.17
0.618 241.06
0.500 240.41
0.382 239.75
LOW 237.64
0.618 234.22
1.000 232.11
1.618 228.69
2.618 223.16
4.250 214.14
Fisher Pivots for day following 10-Nov-1987
Pivot 1 day 3 day
R1 240.41 247.43
PP 239.94 244.62
S1 239.47 241.81

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

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