S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Nov-1987
Day Change Summary
Previous Current
18-Nov-1987 19-Nov-1987 Change Change % Previous Week
Open 243.04 245.55 2.51 1.0% 250.41
High 245.55 245.55 0.00 0.0% 250.41
Low 240.67 239.70 -0.97 -0.4% 237.64
Close 245.55 240.05 -5.50 -2.2% 245.64
Range 4.88 5.85 0.97 19.9% 12.77
ATR 8.49 8.30 -0.19 -2.2% 0.00
Volume
Daily Pivots for day following 19-Nov-1987
Classic Woodie Camarilla DeMark
R4 259.32 255.53 243.27
R3 253.47 249.68 241.66
R2 247.62 247.62 241.12
R1 243.83 243.83 240.59 242.80
PP 241.77 241.77 241.77 241.25
S1 237.98 237.98 239.51 236.95
S2 235.92 235.92 238.98
S3 230.07 232.13 238.44
S4 224.22 226.28 236.83
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
5 249.54 239.70 9.84 4.1% 5.00 2.1% 4% False True
10 257.21 237.64 19.57 8.2% 5.83 2.4% 12% False False
20 257.21 226.29 30.92 12.9% 8.25 3.4% 45% False False
40 328.94 216.46 112.48 46.9% 9.53 4.0% 21% False False
60 334.57 216.46 118.11 49.2% 8.04 3.3% 20% False False
80 337.89 216.46 121.43 50.6% 6.98 2.9% 19% False False
100 337.89 216.46 121.43 50.6% 6.13 2.6% 19% False False
120 337.89 216.46 121.43 50.6% 5.70 2.4% 19% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 270.41
2.618 260.87
1.618 255.02
1.000 251.40
0.618 249.17
HIGH 245.55
0.618 243.32
0.500 242.63
0.382 241.93
LOW 239.70
0.618 236.08
1.000 233.85
1.618 230.23
2.618 224.38
4.250 214.84
Fisher Pivots for day following 19-Nov-1987
Pivot 1 day 3 day
R1 242.63 243.23
PP 241.77 242.17
S1 240.91 241.11

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

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