S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Nov-1987
Day Change Summary
Previous Current
16-Nov-1987 17-Nov-1987 Change Change % Previous Week
Open 245.64 246.76 1.12 0.5% 250.41
High 249.54 246.76 -2.78 -1.1% 250.41
Low 244.98 240.81 -4.17 -1.7% 237.64
Close 246.76 243.04 -3.72 -1.5% 245.64
Range 4.56 5.95 1.39 30.5% 12.77
ATR 8.98 8.77 -0.22 -2.4% 0.00
Volume
Daily Pivots for day following 17-Nov-1987
Classic Woodie Camarilla DeMark
R4 261.39 258.16 246.31
R3 255.44 252.21 244.68
R2 249.49 249.49 244.13
R1 246.26 246.26 243.59 244.90
PP 243.54 243.54 243.54 242.86
S1 240.31 240.31 242.49 238.95
S2 237.59 237.59 241.95
S3 231.64 234.36 241.40
S4 225.69 228.41 239.77
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
5 249.90 239.00 10.90 4.5% 5.43 2.2% 37% False False
10 257.21 237.64 19.57 8.1% 6.06 2.5% 28% False False
20 259.26 226.29 32.97 13.6% 9.60 4.0% 51% False False
40 328.94 216.46 112.48 46.3% 9.40 3.9% 24% False False
60 337.89 216.46 121.43 50.0% 7.98 3.3% 22% False False
80 337.89 216.46 121.43 50.0% 6.92 2.8% 22% False False
100 337.89 216.46 121.43 50.0% 6.09 2.5% 22% False False
120 337.89 216.46 121.43 50.0% 5.67 2.3% 22% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 272.05
2.618 262.34
1.618 256.39
1.000 252.71
0.618 250.44
HIGH 246.76
0.618 244.49
0.500 243.79
0.382 243.08
LOW 240.81
0.618 237.13
1.000 234.86
1.618 231.18
2.618 225.23
4.250 215.52
Fisher Pivots for day following 17-Nov-1987
Pivot 1 day 3 day
R1 243.79 245.18
PP 243.54 244.46
S1 243.29 243.75

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

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