S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Oct-1987
Day Change Summary
Previous Current
01-Oct-1987 02-Oct-1987 Change Change % Previous Week
Open 321.83 327.33 5.50 1.7% 320.16
High 327.34 328.94 1.60 0.5% 328.94
Low 321.83 327.22 5.39 1.7% 320.16
Close 327.33 328.07 0.74 0.2% 328.07
Range 5.51 1.72 -3.79 -68.8% 8.78
ATR 4.45 4.26 -0.20 -4.4% 0.00
Volume
Daily Pivots for day following 02-Oct-1987
Classic Woodie Camarilla DeMark
R4 333.24 332.37 329.02
R3 331.52 330.65 328.54
R2 329.80 329.80 328.39
R1 328.93 328.93 328.23 329.37
PP 328.08 328.08 328.08 328.29
S1 327.21 327.21 327.91 327.65
S2 326.36 326.36 327.75
S3 324.64 325.49 327.60
S4 322.92 323.77 327.12
Weekly Pivots for week ending 02-Oct-1987
Classic Woodie Camarilla DeMark
R4 352.06 348.85 332.90
R3 343.28 340.07 330.48
R2 334.50 334.50 329.68
R1 331.29 331.29 328.87 332.90
PP 325.72 325.72 325.72 326.53
S1 322.51 322.51 327.27 324.12
S2 316.94 316.94 326.46
S3 308.16 313.73 325.66
S4 299.38 304.95 323.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 328.94 320.16 8.78 2.7% 3.83 1.2% 90% True False
10 328.94 308.69 20.25 6.2% 4.52 1.4% 96% True False
20 328.94 308.56 20.38 6.2% 4.47 1.4% 96% True False
40 337.89 308.56 29.33 8.9% 4.46 1.4% 67% False False
60 337.89 305.49 32.40 9.9% 3.95 1.2% 70% False False
80 337.89 296.04 41.85 12.8% 3.77 1.2% 77% False False
100 337.89 277.01 60.88 18.6% 3.86 1.2% 84% False False
120 337.89 275.67 62.22 19.0% 4.11 1.3% 84% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 336.25
2.618 333.44
1.618 331.72
1.000 330.66
0.618 330.00
HIGH 328.94
0.618 328.28
0.500 328.08
0.382 327.88
LOW 327.22
0.618 326.16
1.000 325.50
1.618 324.44
2.618 322.72
4.250 319.91
Fisher Pivots for day following 02-Oct-1987
Pivot 1 day 3 day
R1 328.08 326.90
PP 328.08 325.72
S1 328.07 324.55

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

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