S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Oct-1987
Day Change Summary
Previous Current
15-Oct-1987 16-Oct-1987 Change Change % Previous Week
Open 305.23 298.08 -7.15 -2.3% 311.07
High 305.23 298.92 -6.31 -2.1% 314.53
Low 298.07 281.52 -16.55 -5.6% 281.52
Close 298.08 282.70 -15.38 -5.2% 282.70
Range 7.16 17.40 10.24 143.0% 33.01
ATR 5.13 6.00 0.88 17.1% 0.00
Volume
Daily Pivots for day following 16-Oct-1987
Classic Woodie Camarilla DeMark
R4 339.91 328.71 292.27
R3 322.51 311.31 287.49
R2 305.11 305.11 285.89
R1 293.91 293.91 284.30 290.81
PP 287.71 287.71 287.71 286.17
S1 276.51 276.51 281.11 273.41
S2 270.31 270.31 279.51
S3 252.91 259.11 277.92
S4 235.51 241.71 273.13
Weekly Pivots for week ending 16-Oct-1987
Classic Woodie Camarilla DeMark
R4 391.95 370.33 300.86
R3 358.94 337.32 291.78
R2 325.93 325.93 288.75
R1 304.31 304.31 285.73 298.62
PP 292.92 292.92 292.92 290.07
S1 271.30 271.30 279.67 265.61
S2 259.91 259.91 276.65
S3 226.90 238.29 273.62
S4 193.89 205.28 264.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 314.53 281.52 33.01 11.7% 8.75 3.1% 4% False True
10 328.57 281.52 47.05 16.6% 7.01 2.5% 3% False True
20 328.94 281.52 47.42 16.8% 5.76 2.0% 2% False True
40 337.89 281.52 56.37 19.9% 5.15 1.8% 2% False True
60 337.89 281.52 56.37 19.9% 4.63 1.6% 2% False True
80 337.89 281.52 56.37 19.9% 4.18 1.5% 2% False True
100 337.89 281.52 56.37 19.9% 4.09 1.4% 2% False True
120 337.89 277.01 60.88 21.5% 4.16 1.5% 9% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 1998 trading days
Fibonacci Retracements and Extensions
4.250 372.87
2.618 344.47
1.618 327.07
1.000 316.32
0.618 309.67
HIGH 298.92
0.618 292.27
0.500 290.22
0.382 288.17
LOW 281.52
0.618 270.77
1.000 264.12
1.618 253.37
2.618 235.97
4.250 207.57
Fisher Pivots for day following 16-Oct-1987
Pivot 1 day 3 day
R1 290.22 298.02
PP 287.71 292.91
S1 285.21 287.81

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

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