S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Oct-1987
Day Change Summary
Previous Current
19-Oct-1987 20-Oct-1987 Change Change % Previous Week
Open 282.70 224.84 -57.86 -20.5% 311.07
High 282.70 245.62 -37.08 -13.1% 314.53
Low 224.83 216.46 -8.37 -3.7% 281.52
Close 224.84 236.83 11.99 5.3% 282.70
Range 57.87 29.16 -28.71 -49.6% 33.01
ATR 9.71 11.10 1.39 14.3% 0.00
Volume
Daily Pivots for day following 20-Oct-1987
Classic Woodie Camarilla DeMark
R4 320.45 307.80 252.87
R3 291.29 278.64 244.85
R2 262.13 262.13 242.18
R1 249.48 249.48 239.50 255.81
PP 232.97 232.97 232.97 236.13
S1 220.32 220.32 234.16 226.65
S2 203.81 203.81 231.48
S3 174.65 191.16 228.81
S4 145.49 162.00 220.79
Weekly Pivots for week ending 16-Oct-1987
Classic Woodie Camarilla DeMark
R4 391.95 370.33 300.86
R3 358.94 337.32 291.78
R2 325.93 325.93 288.75
R1 304.31 304.31 285.73 298.62
PP 292.92 292.92 292.92 290.07
S1 271.30 271.30 279.67 265.61
S2 259.91 259.91 276.65
S3 226.90 238.29 273.62
S4 193.89 205.28 264.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 314.52 216.46 98.06 41.4% 24.27 10.2% 21% False True
10 319.39 216.46 102.93 43.5% 14.58 6.2% 20% False True
20 328.94 216.46 112.48 47.5% 9.20 3.9% 18% False True
40 337.89 216.46 121.43 51.3% 7.18 3.0% 17% False True
60 337.89 216.46 121.43 51.3% 6.02 2.5% 17% False True
80 337.89 216.46 121.43 51.3% 5.21 2.2% 17% False True
100 337.89 216.46 121.43 51.3% 4.88 2.1% 17% False True
120 337.89 216.46 121.43 51.3% 4.80 2.0% 17% False True
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 369.55
2.618 321.96
1.618 292.80
1.000 274.78
0.618 263.64
HIGH 245.62
0.618 234.48
0.500 231.04
0.382 227.60
LOW 216.46
0.618 198.44
1.000 187.30
1.618 169.28
2.618 140.12
4.250 92.53
Fisher Pivots for day following 20-Oct-1987
Pivot 1 day 3 day
R1 234.90 257.69
PP 232.97 250.74
S1 231.04 243.78

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

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