S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Nov-1987
Day Change Summary
Previous Current
17-Nov-1987 18-Nov-1987 Change Change % Previous Week
Open 246.76 243.04 -3.72 -1.5% 250.41
High 246.76 245.55 -1.21 -0.5% 250.41
Low 240.81 240.67 -0.14 -0.1% 237.64
Close 243.04 245.55 2.51 1.0% 245.64
Range 5.95 4.88 -1.07 -18.0% 12.77
ATR 8.77 8.49 -0.28 -3.2% 0.00
Volume
Daily Pivots for day following 18-Nov-1987
Classic Woodie Camarilla DeMark
R4 258.56 256.94 248.23
R3 253.68 252.06 246.89
R2 248.80 248.80 246.44
R1 247.18 247.18 246.00 247.99
PP 243.92 243.92 243.92 244.33
S1 242.30 242.30 245.10 243.11
S2 239.04 239.04 244.66
S3 234.16 237.42 244.21
S4 229.28 232.54 242.87
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
5 249.90 240.67 9.23 3.8% 5.43 2.2% 53% False True
10 257.21 237.64 19.57 8.0% 6.09 2.5% 40% False False
20 258.38 226.29 32.09 13.1% 8.72 3.6% 60% False False
40 328.94 216.46 112.48 45.8% 9.45 3.9% 26% False False
60 337.39 216.46 120.93 49.2% 7.99 3.3% 24% False False
80 337.89 216.46 121.43 49.5% 6.95 2.8% 24% False False
100 337.89 216.46 121.43 49.5% 6.12 2.5% 24% False False
120 337.89 216.46 121.43 49.5% 5.68 2.3% 24% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 266.29
2.618 258.33
1.618 253.45
1.000 250.43
0.618 248.57
HIGH 245.55
0.618 243.69
0.500 243.11
0.382 242.53
LOW 240.67
0.618 237.65
1.000 235.79
1.618 232.77
2.618 227.89
4.250 219.93
Fisher Pivots for day following 18-Nov-1987
Pivot 1 day 3 day
R1 244.74 245.40
PP 243.92 245.25
S1 243.11 245.11

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

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