S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Oct-1987
Day Change Summary
Previous Current
26-Oct-1987 27-Oct-1987 Change Change % Previous Week
Open 248.22 227.67 -20.55 -8.3% 282.70
High 248.22 237.81 -10.41 -4.2% 282.70
Low 227.26 227.67 0.41 0.2% 216.46
Close 227.67 233.19 5.52 2.4% 248.22
Range 20.96 10.14 -10.82 -51.6% 66.24
ATR 12.50 12.34 -0.17 -1.4% 0.00
Volume
Daily Pivots for day following 27-Oct-1987
Classic Woodie Camarilla DeMark
R4 263.31 258.39 238.77
R3 253.17 248.25 235.98
R2 243.03 243.03 235.05
R1 238.11 238.11 234.12 240.57
PP 232.89 232.89 232.89 234.12
S1 227.97 227.97 232.26 230.43
S2 222.75 222.75 231.33
S3 212.61 217.83 230.40
S4 202.47 207.69 227.61
Weekly Pivots for week ending 23-Oct-1987
Classic Woodie Camarilla DeMark
R4 447.85 414.27 284.65
R3 381.61 348.03 266.44
R2 315.37 315.37 260.36
R1 281.79 281.79 254.29 265.46
PP 249.13 249.13 249.13 240.96
S1 215.55 215.55 242.15 199.22
S2 182.89 182.89 236.08
S3 116.65 149.31 230.00
S4 50.41 83.07 211.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 259.26 227.26 32.00 13.7% 15.37 6.6% 19% False False
10 314.52 216.46 98.06 42.1% 19.82 8.5% 17% False False
20 328.94 216.46 112.48 48.2% 12.18 5.2% 15% False False
40 332.18 216.46 115.72 49.6% 8.64 3.7% 14% False False
60 337.89 216.46 121.43 52.1% 7.07 3.0% 14% False False
80 337.89 216.46 121.43 52.1% 5.99 2.6% 14% False False
100 337.89 216.46 121.43 52.1% 5.48 2.4% 14% False False
120 337.89 216.46 121.43 52.1% 5.29 2.3% 14% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 280.91
2.618 264.36
1.618 254.22
1.000 247.95
0.618 244.08
HIGH 237.81
0.618 233.94
0.500 232.74
0.382 231.54
LOW 227.67
0.618 221.40
1.000 217.53
1.618 211.26
2.618 201.12
4.250 184.58
Fisher Pivots for day following 27-Oct-1987
Pivot 1 day 3 day
R1 233.04 238.98
PP 232.89 237.05
S1 232.74 235.12

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

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