S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Oct-1987
Day Change Summary
Previous Current
08-Oct-1987 09-Oct-1987 Change Change % Previous Week
Open 318.54 314.16 -4.38 -1.4% 328.07
High 319.34 315.04 -4.30 -1.3% 328.57
Low 312.02 310.97 -1.05 -0.3% 310.97
Close 314.16 311.07 -3.09 -1.0% 311.07
Range 7.32 4.07 -3.25 -44.4% 17.60
ATR 4.62 4.58 -0.04 -0.8% 0.00
Volume
Daily Pivots for day following 09-Oct-1987
Classic Woodie Camarilla DeMark
R4 324.57 321.89 313.31
R3 320.50 317.82 312.19
R2 316.43 316.43 311.82
R1 313.75 313.75 311.44 313.06
PP 312.36 312.36 312.36 312.01
S1 309.68 309.68 310.70 308.99
S2 308.29 308.29 310.32
S3 304.22 305.61 309.95
S4 300.15 301.54 308.83
Weekly Pivots for week ending 09-Oct-1987
Classic Woodie Camarilla DeMark
R4 369.67 357.97 320.75
R3 352.07 340.37 315.91
R2 334.47 334.47 314.30
R1 322.77 322.77 312.68 319.82
PP 316.87 316.87 316.87 315.40
S1 305.17 305.17 309.46 302.22
S2 299.27 299.27 307.84
S3 281.67 287.57 306.23
S4 264.07 269.97 301.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 328.57 310.97 17.60 5.7% 5.28 1.7% 1% False True
10 328.94 310.97 17.97 5.8% 4.55 1.5% 1% False True
20 328.94 308.69 20.25 6.5% 4.50 1.4% 12% False False
40 337.89 308.56 29.33 9.4% 4.62 1.5% 9% False False
60 337.89 306.10 31.79 10.2% 4.17 1.3% 16% False False
80 337.89 296.04 41.85 13.5% 3.96 1.3% 36% False False
100 337.89 277.01 60.88 19.6% 3.86 1.2% 56% False False
120 337.89 276.22 61.67 19.8% 4.03 1.3% 57% 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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 332.34
2.618 325.70
1.618 321.63
1.000 319.11
0.618 317.56
HIGH 315.04
0.618 313.49
0.500 313.01
0.382 312.52
LOW 310.97
0.618 308.45
1.000 306.90
1.618 304.38
2.618 300.31
4.250 293.67
Fisher Pivots for day following 09-Oct-1987
Pivot 1 day 3 day
R1 313.01 315.18
PP 312.36 313.81
S1 311.72 312.44

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

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