S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Dec-1987
Day Change Summary
Previous Current
09-Dec-1987 10-Dec-1987 Change Change % Previous Week
Open 234.91 238.89 3.98 1.7% 240.34
High 240.09 240.05 -0.04 0.0% 240.34
Low 233.83 233.40 -0.43 -0.2% 221.24
Close 238.89 233.57 -5.32 -2.2% 223.92
Range 6.26 6.65 0.39 6.2% 19.10
ATR 6.72 6.71 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 10-Dec-1987
Classic Woodie Camarilla DeMark
R4 255.62 251.25 237.23
R3 248.97 244.60 235.40
R2 242.32 242.32 234.79
R1 237.95 237.95 234.18 236.81
PP 235.67 235.67 235.67 235.11
S1 231.30 231.30 232.96 230.16
S2 229.02 229.02 232.35
S3 222.37 224.65 231.74
S4 215.72 218.00 229.91
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 8.1% 5.70 2.4% 65% False False
10 244.12 221.24 22.88 9.8% 6.36 2.7% 54% False False
20 249.90 221.24 28.66 12.3% 5.63 2.4% 43% False False
40 305.23 216.46 88.77 38.0% 9.85 4.2% 19% False False
60 328.94 216.46 112.48 48.2% 8.16 3.5% 15% False False
80 337.89 216.46 121.43 52.0% 7.30 3.1% 14% False False
100 337.89 216.46 121.43 52.0% 6.53 2.8% 14% False False
120 337.89 216.46 121.43 52.0% 5.91 2.5% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 268.31
2.618 257.46
1.618 250.81
1.000 246.70
0.618 244.16
HIGH 240.05
0.618 237.51
0.500 236.73
0.382 235.94
LOW 233.40
0.618 229.29
1.000 226.75
1.618 222.64
2.618 215.99
4.250 205.14
Fisher Pivots for day following 10-Dec-1987
Pivot 1 day 3 day
R1 236.73 234.39
PP 235.67 234.12
S1 234.62 233.84

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

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