S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Oct-1987
Day Change Summary
Previous Current
23-Oct-1987 26-Oct-1987 Change Change % Previous Week
Open 248.25 248.22 -0.03 0.0% 282.70
High 250.70 248.22 -2.48 -1.0% 282.70
Low 242.76 227.26 -15.50 -6.4% 216.46
Close 248.22 227.67 -20.55 -8.3% 248.22
Range 7.94 20.96 13.02 164.0% 66.24
ATR 11.85 12.50 0.65 5.5% 0.00
Volume
Daily Pivots for day following 26-Oct-1987
Classic Woodie Camarilla DeMark
R4 297.26 283.43 239.20
R3 276.30 262.47 233.43
R2 255.34 255.34 231.51
R1 241.51 241.51 229.59 237.95
PP 234.38 234.38 234.38 232.60
S1 220.55 220.55 225.75 216.99
S2 213.42 213.42 223.83
S3 192.46 199.59 221.91
S4 171.50 178.63 216.14
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
5 259.26 216.46 42.80 18.8% 19.18 8.4% 26% False False
10 314.53 216.46 98.07 43.1% 19.32 8.5% 11% False False
20 328.94 216.46 112.48 49.4% 11.89 5.2% 10% False False
40 332.18 216.46 115.72 50.8% 8.46 3.7% 10% False False
60 337.89 216.46 121.43 53.3% 6.97 3.1% 9% False False
80 337.89 216.46 121.43 53.3% 5.90 2.6% 9% False False
100 337.89 216.46 121.43 53.3% 5.40 2.4% 9% False False
120 337.89 216.46 121.43 53.3% 5.23 2.3% 9% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 337.30
2.618 303.09
1.618 282.13
1.000 269.18
0.618 261.17
HIGH 248.22
0.618 240.21
0.500 237.74
0.382 235.27
LOW 227.26
0.618 214.31
1.000 206.30
1.618 193.35
2.618 172.39
4.250 138.18
Fisher Pivots for day following 26-Oct-1987
Pivot 1 day 3 day
R1 237.74 242.82
PP 234.38 237.77
S1 231.03 232.72

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

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