S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Nov-1987
Day Change Summary
Previous Current
13-Nov-1987 16-Nov-1987 Change Change % Previous Week
Open 248.52 245.64 -2.88 -1.2% 250.41
High 249.42 249.54 0.12 0.0% 250.41
Low 245.64 244.98 -0.66 -0.3% 237.64
Close 245.64 246.76 1.12 0.5% 245.64
Range 3.78 4.56 0.78 20.6% 12.77
ATR 9.32 8.98 -0.34 -3.6% 0.00
Volume
Daily Pivots for day following 16-Nov-1987
Classic Woodie Camarilla DeMark
R4 260.77 258.33 249.27
R3 256.21 253.77 248.01
R2 251.65 251.65 247.60
R1 249.21 249.21 247.18 250.43
PP 247.09 247.09 247.09 247.71
S1 244.65 244.65 246.34 245.87
S2 242.53 242.53 245.92
S3 237.97 240.09 245.51
S4 233.41 235.53 244.25
Weekly Pivots for week ending 13-Nov-1987
Classic Woodie Camarilla DeMark
R4 282.87 277.03 252.66
R3 270.10 264.26 249.15
R2 257.33 257.33 247.98
R1 251.49 251.49 246.81 248.03
PP 244.56 244.56 244.56 242.83
S1 238.72 238.72 244.47 235.26
S2 231.79 231.79 243.30
S3 219.02 225.95 242.13
S4 206.25 213.18 238.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 249.90 237.64 12.26 5.0% 5.35 2.2% 74% False False
10 257.21 237.64 19.57 7.9% 6.77 2.7% 47% False False
20 259.26 216.46 42.80 17.3% 10.76 4.4% 71% False False
40 328.94 216.46 112.48 45.6% 9.52 3.9% 27% False False
60 337.89 216.46 121.43 49.2% 7.95 3.2% 25% False False
80 337.89 216.46 121.43 49.2% 6.87 2.8% 25% False False
100 337.89 216.46 121.43 49.2% 6.05 2.5% 25% False False
120 337.89 216.46 121.43 49.2% 5.64 2.3% 25% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 268.92
2.618 261.48
1.618 256.92
1.000 254.10
0.618 252.36
HIGH 249.54
0.618 247.80
0.500 247.26
0.382 246.72
LOW 244.98
0.618 242.16
1.000 240.42
1.618 237.60
2.618 233.04
4.250 225.60
Fisher Pivots for day following 16-Nov-1987
Pivot 1 day 3 day
R1 247.26 246.47
PP 247.09 246.19
S1 246.93 245.90

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

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