S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Oct-1987
Day Change Summary
Previous Current
22-Oct-1987 23-Oct-1987 Change Change % Previous Week
Open 258.38 248.25 -10.13 -3.9% 282.70
High 258.38 250.70 -7.68 -3.0% 282.70
Low 242.99 242.76 -0.23 -0.1% 216.46
Close 248.25 248.22 -0.03 0.0% 248.22
Range 15.39 7.94 -7.45 -48.4% 66.24
ATR 12.15 11.85 -0.30 -2.5% 0.00
Volume
Daily Pivots for day following 23-Oct-1987
Classic Woodie Camarilla DeMark
R4 271.05 267.57 252.59
R3 263.11 259.63 250.40
R2 255.17 255.17 249.68
R1 251.69 251.69 248.95 249.46
PP 247.23 247.23 247.23 246.11
S1 243.75 243.75 247.49 241.52
S2 239.29 239.29 246.76
S3 231.35 235.81 246.04
S4 223.41 227.87 243.85
Weekly Pivots for week ending 23-Oct-1987
Classic Woodie Camarilla DeMark
R4 447.85 414.27 284.65
R3 381.61 348.03 266.44
R2 315.37 315.37 260.36
R1 281.79 281.79 254.29 265.46
PP 249.13 249.13 249.13 240.96
S1 215.55 215.55 242.15 199.22
S2 182.89 182.89 236.08
S3 116.65 149.31 230.00
S4 50.41 83.07 211.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 282.70 216.46 66.24 26.7% 26.56 10.7% 48% False False
10 314.53 216.46 98.07 39.5% 17.65 7.1% 32% False False
20 328.94 216.46 112.48 45.3% 11.10 4.5% 28% False False
40 332.18 216.46 115.72 46.6% 8.05 3.2% 27% False False
60 337.89 216.46 121.43 48.9% 6.64 2.7% 26% False False
80 337.89 216.46 121.43 48.9% 5.68 2.3% 26% False False
100 337.89 216.46 121.43 48.9% 5.22 2.1% 26% False False
120 337.89 216.46 121.43 48.9% 5.08 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 False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.17
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 284.45
2.618 271.49
1.618 263.55
1.000 258.64
0.618 255.61
HIGH 250.70
0.618 247.67
0.500 246.73
0.382 245.79
LOW 242.76
0.618 237.85
1.000 234.82
1.618 229.91
2.618 221.97
4.250 209.02
Fisher Pivots for day following 23-Oct-1987
Pivot 1 day 3 day
R1 247.72 248.16
PP 247.23 248.10
S1 246.73 248.05

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

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