S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Oct-1987
Day Change Summary
Previous Current
13-Oct-1987 14-Oct-1987 Change Change % Previous Week
Open 309.39 314.52 5.13 1.7% 328.07
High 314.53 314.52 -0.01 0.0% 328.57
Low 309.39 304.78 -4.61 -1.5% 310.97
Close 314.52 305.23 -9.29 -3.0% 311.07
Range 5.14 9.74 4.60 89.5% 17.60
ATR 4.60 4.97 0.37 8.0% 0.00
Volume
Daily Pivots for day following 14-Oct-1987
Classic Woodie Camarilla DeMark
R4 337.40 331.05 310.59
R3 327.66 321.31 307.91
R2 317.92 317.92 307.02
R1 311.57 311.57 306.12 309.88
PP 308.18 308.18 308.18 307.33
S1 301.83 301.83 304.34 300.14
S2 298.44 298.44 303.44
S3 288.70 292.09 302.55
S4 278.96 282.35 299.87
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
5 319.34 304.78 14.56 4.8% 6.12 2.0% 3% False True
10 328.94 304.78 24.16 7.9% 5.28 1.7% 2% False True
20 328.94 304.78 24.16 7.9% 4.77 1.6% 2% False True
40 337.89 304.78 33.11 10.8% 4.75 1.6% 1% False True
60 337.89 304.78 33.11 10.8% 4.32 1.4% 1% False True
80 337.89 302.53 35.36 11.6% 3.94 1.3% 8% False False
100 337.89 282.16 55.73 18.3% 3.94 1.3% 41% False False
120 337.89 276.22 61.67 20.2% 4.05 1.3% 47% 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 0.25
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 355.92
2.618 340.02
1.618 330.28
1.000 324.26
0.618 320.54
HIGH 314.52
0.618 310.80
0.500 309.65
0.382 308.50
LOW 304.78
0.618 298.76
1.000 295.04
1.618 289.02
2.618 279.28
4.250 263.39
Fisher Pivots for day following 14-Oct-1987
Pivot 1 day 3 day
R1 309.65 309.66
PP 308.18 308.18
S1 306.70 306.71

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

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