S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Dec-1987
Day Change Summary
Previous Current
24-Dec-1987 28-Dec-1987 Change Change % Previous Week
Open 253.16 252.02 -1.14 -0.5% 249.16
High 253.16 252.02 -1.14 -0.5% 253.35
Low 251.68 244.19 -7.49 -3.0% 247.01
Close 252.02 245.57 -6.45 -2.6% 252.02
Range 1.48 7.83 6.35 429.1% 6.34
ATR 5.22 5.41 0.19 3.6% 0.00
Volume
Daily Pivots for day following 28-Dec-1987
Classic Woodie Camarilla DeMark
R4 270.75 265.99 249.88
R3 262.92 258.16 247.72
R2 255.09 255.09 247.01
R1 250.33 250.33 246.29 248.80
PP 247.26 247.26 247.26 246.49
S1 242.50 242.50 244.85 240.97
S2 239.43 239.43 244.13
S3 231.60 234.67 243.42
S4 223.77 226.84 241.26
Weekly Pivots for week ending 25-Dec-1987
Classic Woodie Camarilla DeMark
R4 269.81 267.26 255.51
R3 263.47 260.92 253.76
R2 257.13 257.13 253.18
R1 254.58 254.58 252.60 255.86
PP 250.79 250.79 250.79 251.43
S1 248.24 248.24 251.44 249.52
S2 244.45 244.45 250.86
S3 238.11 241.90 250.28
S4 231.77 235.56 248.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 253.35 244.19 9.16 3.7% 3.52 1.4% 15% False True
10 253.35 235.04 18.31 7.5% 4.64 1.9% 58% False False
20 253.35 221.24 32.11 13.1% 5.42 2.2% 76% False False
40 257.21 221.24 35.97 14.6% 5.71 2.3% 68% False False
60 328.94 216.46 112.48 45.8% 8.16 3.3% 26% False False
80 328.94 216.46 112.48 45.8% 7.30 3.0% 26% False False
100 337.89 216.46 121.43 49.4% 6.71 2.7% 24% False False
120 337.89 216.46 121.43 49.4% 6.06 2.5% 24% 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 True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 285.30
2.618 272.52
1.618 264.69
1.000 259.85
0.618 256.86
HIGH 252.02
0.618 249.03
0.500 248.11
0.382 247.18
LOW 244.19
0.618 239.35
1.000 236.36
1.618 231.52
2.618 223.69
4.250 210.91
Fisher Pivots for day following 28-Dec-1987
Pivot 1 day 3 day
R1 248.11 248.77
PP 247.26 247.70
S1 246.42 246.64

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

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