S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Dec-1987
Day Change Summary
Previous Current
02-Dec-1987 03-Dec-1987 Change Change % Previous Week
Open 232.00 233.45 1.45 0.6% 242.00
High 234.56 233.90 -0.66 -0.3% 247.90
Low 230.21 225.21 -5.00 -2.2% 240.34
Close 233.45 225.21 -8.24 -3.5% 240.34
Range 4.35 8.69 4.34 99.8% 7.56
ATR 7.01 7.13 0.12 1.7% 0.00
Volume
Daily Pivots for day following 03-Dec-1987
Classic Woodie Camarilla DeMark
R4 254.18 248.38 229.99
R3 245.49 239.69 227.60
R2 236.80 236.80 226.80
R1 231.00 231.00 226.01 229.56
PP 228.11 228.11 228.11 227.38
S1 222.31 222.31 224.41 220.87
S2 219.42 219.42 223.62
S3 210.73 213.62 222.82
S4 202.04 204.93 220.43
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
5 244.12 225.21 18.91 8.4% 7.02 3.1% 0% False True
10 247.90 225.21 22.69 10.1% 5.69 2.5% 0% False True
20 257.21 225.21 32.00 14.2% 5.89 2.6% 0% False True
40 319.34 216.46 102.88 45.7% 9.90 4.4% 9% False False
60 328.94 216.46 112.48 49.9% 8.06 3.6% 8% False False
80 337.89 216.46 121.43 53.9% 7.20 3.2% 7% False False
100 337.89 216.46 121.43 53.9% 6.40 2.8% 7% False False
120 337.89 216.46 121.43 53.9% 5.88 2.6% 7% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 270.83
2.618 256.65
1.618 247.96
1.000 242.59
0.618 239.27
HIGH 233.90
0.618 230.58
0.500 229.56
0.382 228.53
LOW 225.21
0.618 219.84
1.000 216.52
1.618 211.15
2.618 202.46
4.250 188.28
Fisher Pivots for day following 03-Dec-1987
Pivot 1 day 3 day
R1 229.56 229.89
PP 228.11 228.33
S1 226.66 226.77

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

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