S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Oct-1987
Day Change Summary
Previous Current
09-Oct-1987 12-Oct-1987 Change Change % Previous Week
Open 314.16 311.07 -3.09 -1.0% 328.07
High 315.04 311.07 -3.97 -1.3% 328.57
Low 310.97 306.76 -4.21 -1.4% 310.97
Close 311.07 309.39 -1.68 -0.5% 311.07
Range 4.07 4.31 0.24 5.9% 17.60
ATR 4.58 4.56 -0.02 -0.4% 0.00
Volume
Daily Pivots for day following 12-Oct-1987
Classic Woodie Camarilla DeMark
R4 322.00 320.01 311.76
R3 317.69 315.70 310.58
R2 313.38 313.38 310.18
R1 311.39 311.39 309.79 310.23
PP 309.07 309.07 309.07 308.50
S1 307.08 307.08 308.99 305.92
S2 304.76 304.76 308.60
S3 300.45 302.77 308.20
S4 296.14 298.46 307.02
Weekly Pivots for week ending 09-Oct-1987
Classic Woodie Camarilla DeMark
R4 369.67 357.97 320.75
R3 352.07 340.37 315.91
R2 334.47 334.47 314.30
R1 322.77 322.77 312.68 319.82
PP 316.87 316.87 316.87 315.40
S1 305.17 305.17 309.46 302.22
S2 299.27 299.27 307.84
S3 281.67 287.57 306.23
S4 264.07 269.97 301.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 328.08 306.76 21.32 6.9% 5.64 1.8% 12% False True
10 328.94 306.76 22.18 7.2% 4.47 1.4% 12% False True
20 328.94 306.76 22.18 7.2% 4.55 1.5% 12% False True
40 337.89 306.76 31.13 10.1% 4.64 1.5% 8% False True
60 337.89 306.10 31.79 10.3% 4.21 1.4% 10% False False
80 337.89 298.35 39.54 12.8% 3.91 1.3% 28% False False
100 337.89 278.21 59.68 19.3% 3.87 1.2% 52% False False
120 337.89 276.22 61.67 19.9% 4.02 1.3% 54% 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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 329.39
2.618 322.35
1.618 318.04
1.000 315.38
0.618 313.73
HIGH 311.07
0.618 309.42
0.500 308.92
0.382 308.41
LOW 306.76
0.618 304.10
1.000 302.45
1.618 299.79
2.618 295.48
4.250 288.44
Fisher Pivots for day following 12-Oct-1987
Pivot 1 day 3 day
R1 309.23 313.05
PP 309.07 311.83
S1 308.92 310.61

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

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