S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Dec-1987
Day Change Summary
Previous Current
18-Dec-1987 21-Dec-1987 Change Change % Previous Week
Open 242.98 249.16 6.18 2.5% 235.32
High 249.18 250.25 1.07 0.4% 249.18
Low 242.98 248.30 5.32 2.2% 235.04
Close 249.16 249.54 0.38 0.2% 249.16
Range 6.20 1.95 -4.25 -68.5% 14.14
ATR 6.18 5.88 -0.30 -4.9% 0.00
Volume
Daily Pivots for day following 21-Dec-1987
Classic Woodie Camarilla DeMark
R4 255.21 254.33 250.61
R3 253.26 252.38 250.08
R2 251.31 251.31 249.90
R1 250.43 250.43 249.72 250.87
PP 249.36 249.36 249.36 249.59
S1 248.48 248.48 249.36 248.92
S2 247.41 247.41 249.18
S3 245.46 246.53 249.00
S4 243.51 244.58 248.47
Weekly Pivots for week ending 18-Dec-1987
Classic Woodie Camarilla DeMark
R4 286.88 282.16 256.94
R3 272.74 268.02 253.05
R2 258.60 258.60 251.75
R1 253.88 253.88 250.46 256.24
PP 244.46 244.46 244.46 245.64
S1 239.74 239.74 247.86 242.10
S2 230.32 230.32 246.57
S3 216.18 225.60 245.27
S4 202.04 211.46 241.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 250.25 241.31 8.94 3.6% 4.68 1.9% 92% True False
10 250.25 228.69 21.56 8.6% 5.20 2.1% 97% True False
20 250.25 221.24 29.01 11.6% 5.32 2.1% 98% True False
40 257.21 221.24 35.97 14.4% 6.74 2.7% 79% False False
60 328.94 216.46 112.48 45.1% 8.19 3.3% 29% False False
80 332.18 216.46 115.72 46.4% 7.39 3.0% 29% False False
100 337.89 216.46 121.43 48.7% 6.68 2.7% 27% False False
120 337.89 216.46 121.43 48.7% 6.03 2.4% 27% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 258.54
2.618 255.36
1.618 253.41
1.000 252.20
0.618 251.46
HIGH 250.25
0.618 249.51
0.500 249.28
0.382 249.04
LOW 248.30
0.618 247.09
1.000 246.35
1.618 245.14
2.618 243.19
4.250 240.01
Fisher Pivots for day following 21-Dec-1987
Pivot 1 day 3 day
R1 249.45 248.56
PP 249.36 247.58
S1 249.28 246.61

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

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