S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Oct-1987
Day Change Summary
Previous Current
02-Oct-1987 05-Oct-1987 Change Change % Previous Week
Open 327.33 328.07 0.74 0.2% 320.16
High 328.94 328.57 -0.37 -0.1% 328.94
Low 327.22 326.09 -1.13 -0.3% 320.16
Close 328.07 328.08 0.01 0.0% 328.07
Range 1.72 2.48 0.76 44.2% 8.78
ATR 4.26 4.13 -0.13 -3.0% 0.00
Volume
Daily Pivots for day following 05-Oct-1987
Classic Woodie Camarilla DeMark
R4 335.02 334.03 329.44
R3 332.54 331.55 328.76
R2 330.06 330.06 328.53
R1 329.07 329.07 328.31 329.57
PP 327.58 327.58 327.58 327.83
S1 326.59 326.59 327.85 327.09
S2 325.10 325.10 327.63
S3 322.62 324.11 327.40
S4 320.14 321.63 326.72
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% 3.29 1.0% 90% False False
10 328.94 308.69 20.25 6.2% 4.01 1.2% 96% False False
20 328.94 308.56 20.38 6.2% 4.32 1.3% 96% False False
40 337.89 308.56 29.33 8.9% 4.47 1.4% 67% False False
60 337.89 305.49 32.40 9.9% 3.97 1.2% 70% False False
80 337.89 296.04 41.85 12.8% 3.79 1.2% 77% False False
100 337.89 277.01 60.88 18.6% 3.85 1.2% 84% False False
120 337.89 276.22 61.67 18.8% 4.04 1.2% 84% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 339.11
2.618 335.06
1.618 332.58
1.000 331.05
0.618 330.10
HIGH 328.57
0.618 327.62
0.500 327.33
0.382 327.04
LOW 326.09
0.618 324.56
1.000 323.61
1.618 322.08
2.618 319.60
4.250 315.55
Fisher Pivots for day following 05-Oct-1987
Pivot 1 day 3 day
R1 327.83 327.18
PP 327.58 326.28
S1 327.33 325.39

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

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