S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Oct-1987
Day Change Summary
Previous Current
16-Oct-1987 19-Oct-1987 Change Change % Previous Week
Open 298.08 282.70 -15.38 -5.2% 311.07
High 298.92 282.70 -16.22 -5.4% 314.53
Low 281.52 224.83 -56.69 -20.1% 281.52
Close 282.70 224.84 -57.86 -20.5% 282.70
Range 17.40 57.87 40.47 232.6% 33.01
ATR 6.00 9.71 3.70 61.7% 0.00
Volume
Daily Pivots for day following 19-Oct-1987
Classic Woodie Camarilla DeMark
R4 417.73 379.16 256.67
R3 359.86 321.29 240.75
R2 301.99 301.99 235.45
R1 263.42 263.42 230.14 253.77
PP 244.12 244.12 244.12 239.30
S1 205.55 205.55 219.54 195.90
S2 186.25 186.25 214.23
S3 128.38 147.68 208.93
S4 70.51 89.81 193.01
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
5 314.53 224.83 89.70 39.9% 19.46 8.7% 0% False True
10 328.08 224.83 103.25 45.9% 12.55 5.6% 0% False True
20 328.94 224.83 104.11 46.3% 8.28 3.7% 0% False True
40 337.89 224.83 113.06 50.3% 6.55 2.9% 0% False True
60 337.89 224.83 113.06 50.3% 5.57 2.5% 0% False True
80 337.89 224.83 113.06 50.3% 4.87 2.2% 0% False True
100 337.89 224.83 113.06 50.3% 4.62 2.1% 0% False True
120 337.89 224.83 113.06 50.3% 4.60 2.0% 0% False True
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 0.27
Widest range in 1999 trading days
Fibonacci Retracements and Extensions
4.250 528.65
2.618 434.20
1.618 376.33
1.000 340.57
0.618 318.46
HIGH 282.70
0.618 260.59
0.500 253.77
0.382 246.94
LOW 224.83
0.618 189.07
1.000 166.96
1.618 131.20
2.618 73.33
4.250 -21.12
Fisher Pivots for day following 19-Oct-1987
Pivot 1 day 3 day
R1 253.77 265.03
PP 244.12 251.63
S1 234.48 238.24

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

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