S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Dec-1987
Day Change Summary
Previous Current
04-Dec-1987 07-Dec-1987 Change Change % Previous Week
Open 225.21 223.92 -1.29 -0.6% 240.34
High 225.77 228.77 3.00 1.3% 240.34
Low 221.24 223.92 2.68 1.2% 221.24
Close 223.92 228.76 4.84 2.2% 223.92
Range 4.53 4.85 0.32 7.1% 19.10
ATR 6.94 6.79 -0.15 -2.2% 0.00
Volume
Daily Pivots for day following 07-Dec-1987
Classic Woodie Camarilla DeMark
R4 241.70 240.08 231.43
R3 236.85 235.23 230.09
R2 232.00 232.00 229.65
R1 230.38 230.38 229.20 231.19
PP 227.15 227.15 227.15 227.56
S1 225.53 225.53 228.32 226.34
S2 222.30 222.30 227.87
S3 217.45 220.68 227.43
S4 212.60 215.83 226.09
Weekly Pivots for week ending 04-Dec-1987
Classic Woodie Camarilla DeMark
R4 285.80 273.96 234.43
R3 266.70 254.86 229.17
R2 247.60 247.60 227.42
R1 235.76 235.76 225.67 232.13
PP 228.50 228.50 228.50 226.69
S1 216.66 216.66 222.17 213.03
S2 209.40 209.40 220.42
S3 190.30 197.56 218.67
S4 171.20 178.46 213.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 234.56 221.24 13.32 5.8% 5.23 2.3% 56% False False
10 247.90 221.24 26.66 11.7% 5.44 2.4% 28% False False
20 250.41 221.24 29.17 12.8% 5.56 2.4% 26% False False
40 314.53 216.46 98.07 42.9% 9.85 4.3% 13% False False
60 328.94 216.46 112.48 49.2% 8.07 3.5% 11% False False
80 337.89 216.46 121.43 53.1% 7.23 3.2% 10% False False
100 337.89 216.46 121.43 53.1% 6.44 2.8% 10% False False
120 337.89 216.46 121.43 53.1% 5.92 2.6% 10% 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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 249.38
2.618 241.47
1.618 236.62
1.000 233.62
0.618 231.77
HIGH 228.77
0.618 226.92
0.500 226.35
0.382 225.77
LOW 223.92
0.618 220.92
1.000 219.07
1.618 216.07
2.618 211.22
4.250 203.31
Fisher Pivots for day following 07-Dec-1987
Pivot 1 day 3 day
R1 227.96 228.36
PP 227.15 227.97
S1 226.35 227.57

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

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