S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-1987
Day Change Summary
Previous Current
29-Sep-1987 30-Sep-1987 Change Change % Previous Week
Open 323.20 321.69 -1.51 -0.5% 314.86
High 324.63 322.53 -2.10 -0.6% 322.01
Low 320.27 320.16 -0.11 0.0% 308.69
Close 321.69 321.83 0.14 0.0% 320.16
Range 4.36 2.37 -1.99 -45.6% 13.32
ATR 4.53 4.37 -0.15 -3.4% 0.00
Volume
Daily Pivots for day following 30-Sep-1987
Classic Woodie Camarilla DeMark
R4 328.62 327.59 323.13
R3 326.25 325.22 322.48
R2 323.88 323.88 322.26
R1 322.85 322.85 322.05 323.37
PP 321.51 321.51 321.51 321.76
S1 320.48 320.48 321.61 321.00
S2 319.14 319.14 321.40
S3 316.77 318.11 321.18
S4 314.40 315.74 320.53
Weekly Pivots for week ending 25-Sep-1987
Classic Woodie Camarilla DeMark
R4 356.91 351.86 327.49
R3 343.59 338.54 323.82
R2 330.27 330.27 322.60
R1 325.22 325.22 321.38 327.75
PP 316.95 316.95 316.95 318.22
S1 311.90 311.90 318.94 314.43
S2 303.63 303.63 317.72
S3 290.31 298.58 316.50
S4 276.99 285.26 312.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 325.33 318.10 7.23 2.2% 3.37 1.0% 52% False False
10 325.33 308.69 16.64 5.2% 4.27 1.3% 79% False False
20 325.33 308.56 16.77 5.2% 4.74 1.5% 79% False False
40 337.89 308.56 29.33 9.1% 4.48 1.4% 45% False False
60 337.89 305.49 32.40 10.1% 3.91 1.2% 50% False False
80 337.89 295.66 42.23 13.1% 3.77 1.2% 62% False False
100 337.89 277.01 60.88 18.9% 3.89 1.2% 74% False False
120 337.89 275.67 62.22 19.3% 4.13 1.3% 74% 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 0.99
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 332.60
2.618 328.73
1.618 326.36
1.000 324.90
0.618 323.99
HIGH 322.53
0.618 321.62
0.500 321.35
0.382 321.07
LOW 320.16
0.618 318.70
1.000 317.79
1.618 316.33
2.618 313.96
4.250 310.09
Fisher Pivots for day following 30-Sep-1987
Pivot 1 day 3 day
R1 321.67 322.75
PP 321.51 322.44
S1 321.35 322.14

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

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