S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-1987
Day Change Summary
Previous Current
14-Oct-1987 15-Oct-1987 Change Change % Previous Week
Open 314.52 305.23 -9.29 -3.0% 328.07
High 314.52 305.23 -9.29 -3.0% 328.57
Low 304.78 298.07 -6.71 -2.2% 310.97
Close 305.23 298.08 -7.15 -2.3% 311.07
Range 9.74 7.16 -2.58 -26.5% 17.60
ATR 4.97 5.13 0.16 3.1% 0.00
Volume
Daily Pivots for day following 15-Oct-1987
Classic Woodie Camarilla DeMark
R4 321.94 317.17 302.02
R3 314.78 310.01 300.05
R2 307.62 307.62 299.39
R1 302.85 302.85 298.74 301.66
PP 300.46 300.46 300.46 299.86
S1 295.69 295.69 297.42 294.50
S2 293.30 293.30 296.77
S3 286.14 288.53 296.11
S4 278.98 281.37 294.14
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
5 315.04 298.07 16.97 5.7% 6.08 2.0% 0% False True
10 328.94 298.07 30.87 10.4% 5.45 1.8% 0% False True
20 328.94 298.07 30.87 10.4% 5.00 1.7% 0% False True
40 337.89 298.07 39.82 13.4% 4.85 1.6% 0% False True
60 337.89 298.07 39.82 13.4% 4.40 1.5% 0% False True
80 337.89 298.07 39.82 13.4% 4.00 1.3% 0% False True
100 337.89 286.33 51.56 17.3% 3.94 1.3% 23% False False
120 337.89 277.01 60.88 20.4% 4.04 1.4% 35% 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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 335.66
2.618 323.97
1.618 316.81
1.000 312.39
0.618 309.65
HIGH 305.23
0.618 302.49
0.500 301.65
0.382 300.81
LOW 298.07
0.618 293.65
1.000 290.91
1.618 286.49
2.618 279.33
4.250 267.64
Fisher Pivots for day following 15-Oct-1987
Pivot 1 day 3 day
R1 301.65 306.30
PP 300.46 303.56
S1 299.27 300.82

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

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