S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Dec-1987
Day Change Summary
Previous Current
21-Dec-1987 22-Dec-1987 Change Change % Previous Week
Open 249.16 249.54 0.38 0.2% 235.32
High 250.25 249.97 -0.28 -0.1% 249.18
Low 248.30 247.01 -1.29 -0.5% 235.04
Close 249.54 249.95 0.41 0.2% 249.16
Range 1.95 2.96 1.01 51.8% 14.14
ATR 5.88 5.67 -0.21 -3.5% 0.00
Volume
Daily Pivots for day following 22-Dec-1987
Classic Woodie Camarilla DeMark
R4 257.86 256.86 251.58
R3 254.90 253.90 250.76
R2 251.94 251.94 250.49
R1 250.94 250.94 250.22 251.44
PP 248.98 248.98 248.98 249.23
S1 247.98 247.98 249.68 248.48
S2 246.02 246.02 249.41
S3 243.06 245.02 249.14
S4 240.10 242.06 248.32
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
5 250.25 242.80 7.45 3.0% 4.41 1.8% 96% False False
10 250.25 233.35 16.90 6.8% 4.87 1.9% 98% False False
20 250.25 221.24 29.01 11.6% 5.34 2.1% 99% False False
40 257.21 221.24 35.97 14.4% 6.29 2.5% 80% False False
60 328.94 216.46 112.48 45.0% 8.15 3.3% 30% False False
80 332.18 216.46 115.72 46.3% 7.37 2.9% 29% False False
100 337.89 216.46 121.43 48.6% 6.69 2.7% 28% False False
120 337.89 216.46 121.43 48.6% 6.03 2.4% 28% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 262.55
2.618 257.72
1.618 254.76
1.000 252.93
0.618 251.80
HIGH 249.97
0.618 248.84
0.500 248.49
0.382 248.14
LOW 247.01
0.618 245.18
1.000 244.05
1.618 242.22
2.618 239.26
4.250 234.43
Fisher Pivots for day following 22-Dec-1987
Pivot 1 day 3 day
R1 249.46 248.84
PP 248.98 247.73
S1 248.49 246.62

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

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