S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Oct-1987
Day Change Summary
Previous Current
21-Oct-1987 22-Oct-1987 Change Change % Previous Week
Open 236.83 258.38 21.55 9.1% 311.07
High 259.26 258.38 -0.88 -0.3% 314.53
Low 236.83 242.99 6.16 2.6% 281.52
Close 258.38 248.25 -10.13 -3.9% 282.70
Range 22.43 15.39 -7.04 -31.4% 33.01
ATR 11.91 12.15 0.25 2.1% 0.00
Volume
Daily Pivots for day following 22-Oct-1987
Classic Woodie Camarilla DeMark
R4 296.04 287.54 256.71
R3 280.65 272.15 252.48
R2 265.26 265.26 251.07
R1 256.76 256.76 249.66 253.32
PP 249.87 249.87 249.87 248.15
S1 241.37 241.37 246.84 237.93
S2 234.48 234.48 245.43
S3 219.09 225.98 244.02
S4 203.70 210.59 239.79
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
5 298.92 216.46 82.46 33.2% 28.45 11.5% 39% False False
10 315.04 216.46 98.58 39.7% 17.27 7.0% 32% False False
20 328.94 216.46 112.48 45.3% 10.81 4.4% 28% False False
40 334.57 216.46 118.11 47.6% 7.93 3.2% 27% False False
60 337.89 216.46 121.43 48.9% 6.55 2.6% 26% False False
80 337.89 216.46 121.43 48.9% 5.60 2.3% 26% False False
100 337.89 216.46 121.43 48.9% 5.19 2.1% 26% False False
120 337.89 216.46 121.43 48.9% 5.06 2.0% 26% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.01
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 323.79
2.618 298.67
1.618 283.28
1.000 273.77
0.618 267.89
HIGH 258.38
0.618 252.50
0.500 250.69
0.382 248.87
LOW 242.99
0.618 233.48
1.000 227.60
1.618 218.09
2.618 202.70
4.250 177.58
Fisher Pivots for day following 22-Oct-1987
Pivot 1 day 3 day
R1 250.69 244.79
PP 249.87 241.32
S1 249.06 237.86

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

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