S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Dec-1987
Day Change Summary
Previous Current
11-Dec-1987 14-Dec-1987 Change Change % Previous Week
Open 233.57 235.32 1.75 0.7% 223.92
High 235.48 242.34 6.86 2.9% 240.09
Low 233.35 235.04 1.69 0.7% 223.92
Close 235.32 242.19 6.87 2.9% 235.32
Range 2.13 7.30 5.17 242.7% 16.17
ATR 6.38 6.45 0.07 1.0% 0.00
Volume
Daily Pivots for day following 14-Dec-1987
Classic Woodie Camarilla DeMark
R4 261.76 259.27 246.21
R3 254.46 251.97 244.20
R2 247.16 247.16 243.53
R1 244.67 244.67 242.86 245.92
PP 239.86 239.86 239.86 240.48
S1 237.37 237.37 241.52 238.62
S2 232.56 232.56 240.85
S3 225.26 230.07 240.18
S4 217.96 222.77 238.18
Weekly Pivots for week ending 11-Dec-1987
Classic Woodie Camarilla DeMark
R4 281.62 274.64 244.21
R3 265.45 258.47 239.77
R2 249.28 249.28 238.28
R1 242.30 242.30 236.80 245.79
PP 233.11 233.11 233.11 234.86
S1 226.13 226.13 233.84 229.62
S2 216.94 216.94 232.36
S3 200.77 209.96 230.87
S4 184.60 193.79 226.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 242.34 228.69 13.65 5.6% 5.71 2.4% 99% True False
10 242.34 221.24 21.10 8.7% 5.47 2.3% 99% True False
20 249.54 221.24 28.30 11.7% 5.51 2.3% 74% False False
40 282.70 216.46 66.24 27.4% 9.47 3.9% 39% False False
60 328.94 216.46 112.48 46.4% 8.24 3.4% 23% False False
80 337.89 216.46 121.43 50.1% 7.31 3.0% 21% False False
100 337.89 216.46 121.43 50.1% 6.57 2.7% 21% False False
120 337.89 216.46 121.43 50.1% 5.95 2.5% 21% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 273.37
2.618 261.45
1.618 254.15
1.000 249.64
0.618 246.85
HIGH 242.34
0.618 239.55
0.500 238.69
0.382 237.83
LOW 235.04
0.618 230.53
1.000 227.74
1.618 223.23
2.618 215.93
4.250 204.02
Fisher Pivots for day following 14-Dec-1987
Pivot 1 day 3 day
R1 241.02 240.74
PP 239.86 239.29
S1 238.69 237.85

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

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