S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Oct-1987
Day Change Summary
Previous Current
20-Oct-1987 21-Oct-1987 Change Change % Previous Week
Open 224.84 236.83 11.99 5.3% 311.07
High 245.62 259.26 13.64 5.6% 314.53
Low 216.46 236.83 20.37 9.4% 281.52
Close 236.83 258.38 21.55 9.1% 282.70
Range 29.16 22.43 -6.73 -23.1% 33.01
ATR 11.10 11.91 0.81 7.3% 0.00
Volume
Daily Pivots for day following 21-Oct-1987
Classic Woodie Camarilla DeMark
R4 318.78 311.01 270.72
R3 296.35 288.58 264.55
R2 273.92 273.92 262.49
R1 266.15 266.15 260.44 270.04
PP 251.49 251.49 251.49 253.43
S1 243.72 243.72 256.32 247.61
S2 229.06 229.06 254.27
S3 206.63 221.29 252.21
S4 184.20 198.86 246.04
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
5 305.23 216.46 88.77 34.4% 26.80 10.4% 47% False False
10 319.34 216.46 102.88 39.8% 16.46 6.4% 41% False False
20 328.94 216.46 112.48 43.5% 10.18 3.9% 37% False False
40 337.39 216.46 120.93 46.8% 7.62 2.9% 35% False False
60 337.89 216.46 121.43 47.0% 6.36 2.5% 35% False False
80 337.89 216.46 121.43 47.0% 5.47 2.1% 35% False False
100 337.89 216.46 121.43 47.0% 5.08 2.0% 35% False False
120 337.89 216.46 121.43 47.0% 4.96 1.9% 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 1.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 354.59
2.618 317.98
1.618 295.55
1.000 281.69
0.618 273.12
HIGH 259.26
0.618 250.69
0.500 248.05
0.382 245.40
LOW 236.83
0.618 222.97
1.000 214.40
1.618 200.54
2.618 178.11
4.250 141.50
Fisher Pivots for day following 21-Oct-1987
Pivot 1 day 3 day
R1 254.94 255.45
PP 251.49 252.51
S1 248.05 249.58

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

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