S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Dec-1987
Day Change Summary
Previous Current
29-Dec-1987 30-Dec-1987 Change Change % Previous Week
Open 245.57 244.59 -0.98 -0.4% 249.16
High 245.88 248.06 2.18 0.9% 253.35
Low 244.28 244.59 0.31 0.1% 247.01
Close 244.59 247.86 3.27 1.3% 252.02
Range 1.60 3.47 1.87 116.9% 6.34
ATR 5.14 5.02 -0.12 -2.3% 0.00
Volume
Daily Pivots for day following 30-Dec-1987
Classic Woodie Camarilla DeMark
R4 257.25 256.02 249.77
R3 253.78 252.55 248.81
R2 250.31 250.31 248.50
R1 249.08 249.08 248.18 249.70
PP 246.84 246.84 246.84 247.14
S1 245.61 245.61 247.54 246.23
S2 243.37 243.37 247.22
S3 239.90 242.14 246.91
S4 236.43 238.67 245.95
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% 3.56 1.4% 40% False False
10 253.35 242.80 10.55 4.3% 3.98 1.6% 48% False False
20 253.35 221.24 32.11 13.0% 4.76 1.9% 83% False False
40 257.21 221.24 35.97 14.5% 5.44 2.2% 74% False False
60 328.08 216.46 111.62 45.0% 8.18 3.3% 28% False False
80 328.94 216.46 112.48 45.4% 7.21 2.9% 28% False False
100 337.89 216.46 121.43 49.0% 6.69 2.7% 26% False False
120 337.89 216.46 121.43 49.0% 6.07 2.4% 26% 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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 262.81
2.618 257.14
1.618 253.67
1.000 251.53
0.618 250.20
HIGH 248.06
0.618 246.73
0.500 246.33
0.382 245.92
LOW 244.59
0.618 242.45
1.000 241.12
1.618 238.98
2.618 235.51
4.250 229.84
Fisher Pivots for day following 30-Dec-1987
Pivot 1 day 3 day
R1 247.35 248.11
PP 246.84 248.02
S1 246.33 247.94

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

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