S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-1987
Day Change Summary
Previous Current
30-Sep-1987 01-Oct-1987 Change Change % Previous Week
Open 321.69 321.83 0.14 0.0% 314.86
High 322.53 327.34 4.81 1.5% 322.01
Low 320.16 321.83 1.67 0.5% 308.69
Close 321.83 327.33 5.50 1.7% 320.16
Range 2.37 5.51 3.14 132.5% 13.32
ATR 4.37 4.45 0.08 1.9% 0.00
Volume
Daily Pivots for day following 01-Oct-1987
Classic Woodie Camarilla DeMark
R4 342.03 340.19 330.36
R3 336.52 334.68 328.85
R2 331.01 331.01 328.34
R1 329.17 329.17 327.84 330.09
PP 325.50 325.50 325.50 325.96
S1 323.66 323.66 326.82 324.58
S2 319.99 319.99 326.32
S3 314.48 318.15 325.81
S4 308.97 312.64 324.30
Weekly Pivots for week ending 25-Sep-1987
Classic Woodie Camarilla DeMark
R4 356.91 351.86 327.49
R3 343.59 338.54 323.82
R2 330.27 330.27 322.60
R1 325.22 325.22 321.38 327.75
PP 316.95 316.95 316.95 318.22
S1 311.90 311.90 318.94 314.43
S2 303.63 303.63 317.72
S3 290.31 298.58 316.50
S4 276.99 285.26 312.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 327.34 318.10 9.24 2.8% 3.89 1.2% 100% True False
10 327.34 308.69 18.65 5.7% 4.56 1.4% 100% True False
20 327.34 308.56 18.78 5.7% 4.73 1.4% 100% True False
40 337.89 308.56 29.33 9.0% 4.53 1.4% 64% False False
60 337.89 305.49 32.40 9.9% 3.96 1.2% 67% False False
80 337.89 295.66 42.23 12.9% 3.82 1.2% 75% False False
100 337.89 277.01 60.88 18.6% 3.88 1.2% 83% False False
120 337.89 275.67 62.22 19.0% 4.16 1.3% 83% False False
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 0.86
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 350.76
2.618 341.77
1.618 336.26
1.000 332.85
0.618 330.75
HIGH 327.34
0.618 325.24
0.500 324.59
0.382 323.93
LOW 321.83
0.618 318.42
1.000 316.32
1.618 312.91
2.618 307.40
4.250 298.41
Fisher Pivots for day following 01-Oct-1987
Pivot 1 day 3 day
R1 326.42 326.14
PP 325.50 324.94
S1 324.59 323.75

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

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