S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Dec-1987
Day Change Summary
Previous Current
08-Dec-1987 09-Dec-1987 Change Change % Previous Week
Open 228.76 234.91 6.15 2.7% 240.34
High 234.92 240.09 5.17 2.2% 240.34
Low 228.69 233.83 5.14 2.2% 221.24
Close 234.91 238.89 3.98 1.7% 223.92
Range 6.23 6.26 0.03 0.5% 19.10
ATR 6.75 6.72 -0.04 -0.5% 0.00
Volume
Daily Pivots for day following 09-Dec-1987
Classic Woodie Camarilla DeMark
R4 256.38 253.90 242.33
R3 250.12 247.64 240.61
R2 243.86 243.86 240.04
R1 241.38 241.38 239.46 242.62
PP 237.60 237.60 237.60 238.23
S1 235.12 235.12 238.32 236.36
S2 231.34 231.34 237.74
S3 225.08 228.86 237.17
S4 218.82 222.60 235.45
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
5 240.09 221.24 18.85 7.9% 6.11 2.6% 94% True False
10 246.54 221.24 25.30 10.6% 5.94 2.5% 70% False False
20 249.90 221.24 28.66 12.0% 5.54 2.3% 62% False False
40 314.52 216.46 98.06 41.0% 9.93 4.2% 23% False False
60 328.94 216.46 112.48 47.1% 8.13 3.4% 20% False False
80 337.89 216.46 121.43 50.8% 7.31 3.1% 18% False False
100 337.89 216.46 121.43 50.8% 6.51 2.7% 18% False False
120 337.89 216.46 121.43 50.8% 5.88 2.5% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 266.70
2.618 256.48
1.618 250.22
1.000 246.35
0.618 243.96
HIGH 240.09
0.618 237.70
0.500 236.96
0.382 236.22
LOW 233.83
0.618 229.96
1.000 227.57
1.618 223.70
2.618 217.44
4.250 207.23
Fisher Pivots for day following 09-Dec-1987
Pivot 1 day 3 day
R1 238.25 236.60
PP 237.60 234.30
S1 236.96 232.01

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

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