S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Oct-1987
Day Change Summary
Previous Current
07-Oct-1987 08-Oct-1987 Change Change % Previous Week
Open 319.22 318.54 -0.68 -0.2% 320.16
High 319.39 319.34 -0.05 0.0% 328.94
Low 315.78 312.02 -3.76 -1.2% 320.16
Close 318.54 314.16 -4.38 -1.4% 328.07
Range 3.61 7.32 3.71 102.8% 8.78
ATR 4.41 4.62 0.21 4.7% 0.00
Volume
Daily Pivots for day following 08-Oct-1987
Classic Woodie Camarilla DeMark
R4 337.13 332.97 318.19
R3 329.81 325.65 316.17
R2 322.49 322.49 315.50
R1 318.33 318.33 314.83 316.75
PP 315.17 315.17 315.17 314.39
S1 311.01 311.01 313.49 309.43
S2 307.85 307.85 312.82
S3 300.53 303.69 312.15
S4 293.21 296.37 310.13
Weekly Pivots for week ending 02-Oct-1987
Classic Woodie Camarilla DeMark
R4 352.06 348.85 332.90
R3 343.28 340.07 330.48
R2 334.50 334.50 329.68
R1 331.29 331.29 328.87 332.90
PP 325.72 325.72 325.72 326.53
S1 322.51 322.51 327.27 324.12
S2 316.94 316.94 326.46
S3 308.16 313.73 325.66
S4 299.38 304.95 323.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 328.94 312.02 16.92 5.4% 4.81 1.5% 13% False True
10 328.94 312.02 16.92 5.4% 4.35 1.4% 13% False True
20 328.94 308.69 20.25 6.4% 4.57 1.5% 27% False False
40 337.89 308.56 29.33 9.3% 4.59 1.5% 19% False False
60 337.89 306.10 31.79 10.1% 4.15 1.3% 25% False False
80 337.89 296.04 41.85 13.3% 3.93 1.3% 43% False False
100 337.89 277.01 60.88 19.4% 3.91 1.2% 61% False False
120 337.89 276.22 61.67 19.6% 4.09 1.3% 62% 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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 350.45
2.618 338.50
1.618 331.18
1.000 326.66
0.618 323.86
HIGH 319.34
0.618 316.54
0.500 315.68
0.382 314.82
LOW 312.02
0.618 307.50
1.000 304.70
1.618 300.18
2.618 292.86
4.250 280.91
Fisher Pivots for day following 08-Oct-1987
Pivot 1 day 3 day
R1 315.68 320.05
PP 315.17 318.09
S1 314.67 316.12

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

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