S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Oct-1987
Day Change Summary
Previous Current
12-Oct-1987 13-Oct-1987 Change Change % Previous Week
Open 311.07 309.39 -1.68 -0.5% 328.07
High 311.07 314.53 3.46 1.1% 328.57
Low 306.76 309.39 2.63 0.9% 310.97
Close 309.39 314.52 5.13 1.7% 311.07
Range 4.31 5.14 0.83 19.3% 17.60
ATR 4.56 4.60 0.04 0.9% 0.00
Volume
Daily Pivots for day following 13-Oct-1987
Classic Woodie Camarilla DeMark
R4 328.23 326.52 317.35
R3 323.09 321.38 315.93
R2 317.95 317.95 315.46
R1 316.24 316.24 314.99 317.10
PP 312.81 312.81 312.81 313.24
S1 311.10 311.10 314.05 311.96
S2 307.67 307.67 313.58
S3 302.53 305.96 313.11
S4 297.39 300.82 311.69
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
5 319.39 306.76 12.63 4.0% 4.89 1.6% 61% False False
10 328.94 306.76 22.18 7.1% 4.54 1.4% 35% False False
20 328.94 306.76 22.18 7.1% 4.53 1.4% 35% False False
40 337.89 306.76 31.13 9.9% 4.70 1.5% 25% False False
60 337.89 306.10 31.79 10.1% 4.24 1.3% 26% False False
80 337.89 302.53 35.36 11.2% 3.86 1.2% 34% False False
100 337.89 280.17 57.72 18.4% 3.88 1.2% 60% False False
120 337.89 276.22 61.67 19.6% 4.02 1.3% 62% 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 False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 336.38
2.618 327.99
1.618 322.85
1.000 319.67
0.618 317.71
HIGH 314.53
0.618 312.57
0.500 311.96
0.382 311.35
LOW 309.39
0.618 306.21
1.000 304.25
1.618 301.07
2.618 295.93
4.250 287.55
Fisher Pivots for day following 13-Oct-1987
Pivot 1 day 3 day
R1 313.67 313.31
PP 312.81 312.11
S1 311.96 310.90

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

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