S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Nov-1987
Day Change Summary
Previous Current
25-Nov-1987 27-Nov-1987 Change Change % Previous Week
Open 246.39 244.10 -2.29 -0.9% 242.00
High 246.54 244.12 -2.42 -1.0% 247.90
Low 244.08 240.34 -3.74 -1.5% 240.34
Close 244.10 240.34 -3.76 -1.5% 240.34
Range 2.46 3.78 1.32 53.7% 7.56
ATR 7.18 6.93 -0.24 -3.4% 0.00
Volume
Daily Pivots for day following 27-Nov-1987
Classic Woodie Camarilla DeMark
R4 252.94 250.42 242.42
R3 249.16 246.64 241.38
R2 245.38 245.38 241.03
R1 242.86 242.86 240.69 242.23
PP 241.60 241.60 241.60 241.29
S1 239.08 239.08 239.99 238.45
S2 237.82 237.82 239.65
S3 234.04 235.30 239.30
S4 230.26 231.52 238.26
Weekly Pivots for week ending 27-Nov-1987
Classic Woodie Camarilla DeMark
R4 265.54 260.50 244.50
R3 257.98 252.94 242.42
R2 250.42 250.42 241.73
R1 245.38 245.38 241.03 244.12
PP 242.86 242.86 242.86 242.23
S1 237.82 237.82 239.65 236.56
S2 235.30 235.30 238.95
S3 227.74 230.26 238.26
S4 220.18 222.70 236.18
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 5.0% 3.95 1.6% 37% False False
10 249.54 235.89 13.65 5.7% 4.48 1.9% 33% False False
20 257.21 235.89 21.32 8.9% 6.00 2.5% 21% False False
40 328.94 216.46 112.48 46.8% 9.54 4.0% 21% False False
60 328.94 216.46 112.48 46.8% 7.93 3.3% 21% False False
80 337.89 216.46 121.43 50.5% 7.04 2.9% 20% False False
100 337.89 216.46 121.43 50.5% 6.19 2.6% 20% False False
120 337.89 216.46 121.43 50.5% 5.72 2.4% 20% 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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 260.19
2.618 254.02
1.618 250.24
1.000 247.90
0.618 246.46
HIGH 244.12
0.618 242.68
0.500 242.23
0.382 241.78
LOW 240.34
0.618 238.00
1.000 236.56
1.618 234.22
2.618 230.44
4.250 224.28
Fisher Pivots for day following 27-Nov-1987
Pivot 1 day 3 day
R1 242.23 244.12
PP 241.60 242.86
S1 240.97 241.60

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

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