S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Dec-1987
Day Change Summary
Previous Current
14-Dec-1987 15-Dec-1987 Change Change % Previous Week
Open 235.32 242.19 6.87 2.9% 223.92
High 242.34 245.59 3.25 1.3% 240.09
Low 235.04 241.31 6.27 2.7% 223.92
Close 242.19 242.81 0.62 0.3% 235.32
Range 7.30 4.28 -3.02 -41.4% 16.17
ATR 6.45 6.29 -0.15 -2.4% 0.00
Volume
Daily Pivots for day following 15-Dec-1987
Classic Woodie Camarilla DeMark
R4 256.08 253.72 245.16
R3 251.80 249.44 243.99
R2 247.52 247.52 243.59
R1 245.16 245.16 243.20 246.34
PP 243.24 243.24 243.24 243.83
S1 240.88 240.88 242.42 242.06
S2 238.96 238.96 242.03
S3 234.68 236.60 241.63
S4 230.40 232.32 240.46
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
5 245.59 233.35 12.24 5.0% 5.32 2.2% 77% True False
10 245.59 221.24 24.35 10.0% 5.53 2.3% 89% True False
20 247.90 221.24 26.66 11.0% 5.50 2.3% 81% False False
40 259.26 216.46 42.80 17.6% 8.13 3.3% 62% False False
60 328.94 216.46 112.48 46.3% 8.18 3.4% 23% False False
80 337.89 216.46 121.43 50.0% 7.34 3.0% 22% False False
100 337.89 216.46 121.43 50.0% 6.60 2.7% 22% False False
120 337.89 216.46 121.43 50.0% 5.96 2.5% 22% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 263.78
2.618 256.80
1.618 252.52
1.000 249.87
0.618 248.24
HIGH 245.59
0.618 243.96
0.500 243.45
0.382 242.94
LOW 241.31
0.618 238.66
1.000 237.03
1.618 234.38
2.618 230.10
4.250 223.12
Fisher Pivots for day following 15-Dec-1987
Pivot 1 day 3 day
R1 243.45 241.70
PP 243.24 240.58
S1 243.02 239.47

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

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