S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Nov-1987
Day Change Summary
Previous Current
24-Nov-1987 25-Nov-1987 Change Change % Previous Week
Open 242.99 246.39 3.40 1.4% 245.64
High 247.90 246.54 -1.36 -0.5% 249.54
Low 242.98 244.08 1.10 0.5% 235.89
Close 246.39 244.10 -2.29 -0.9% 242.00
Range 4.92 2.46 -2.46 -50.0% 13.65
ATR 7.54 7.18 -0.36 -4.8% 0.00
Volume
Daily Pivots for day following 25-Nov-1987
Classic Woodie Camarilla DeMark
R4 252.29 250.65 245.45
R3 249.83 248.19 244.78
R2 247.37 247.37 244.55
R1 245.73 245.73 244.33 245.32
PP 244.91 244.91 244.91 244.70
S1 243.27 243.27 243.87 242.86
S2 242.45 242.45 243.65
S3 239.99 240.81 243.42
S4 237.53 238.35 242.75
Weekly Pivots for week ending 20-Nov-1987
Classic Woodie Camarilla DeMark
R4 283.43 276.36 249.51
R3 269.78 262.71 245.75
R2 256.13 256.13 244.50
R1 249.06 249.06 243.25 245.77
PP 242.48 242.48 242.48 240.83
S1 235.41 235.41 240.75 232.12
S2 228.83 228.83 239.50
S3 215.18 221.76 238.25
S4 201.53 208.11 234.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.90 235.89 12.01 4.9% 4.37 1.8% 68% False False
10 249.90 235.89 14.01 5.7% 4.90 2.0% 59% False False
20 257.21 233.28 23.93 9.8% 6.48 2.7% 45% False False
40 328.94 216.46 112.48 46.1% 9.58 3.9% 25% False False
60 328.94 216.46 112.48 46.1% 7.97 3.3% 25% False False
80 337.89 216.46 121.43 49.7% 7.03 2.9% 23% False False
100 337.89 216.46 121.43 49.7% 6.18 2.5% 23% False False
120 337.89 216.46 121.43 49.7% 5.71 2.3% 23% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 257.00
2.618 252.98
1.618 250.52
1.000 249.00
0.618 248.06
HIGH 246.54
0.618 245.60
0.500 245.31
0.382 245.02
LOW 244.08
0.618 242.56
1.000 241.62
1.618 240.10
2.618 237.64
4.250 233.63
Fisher Pivots for day following 25-Nov-1987
Pivot 1 day 3 day
R1 245.31 244.20
PP 244.91 244.17
S1 244.50 244.13

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

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