S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Oct-1987
Day Change Summary
Previous Current
27-Oct-1987 28-Oct-1987 Change Change % Previous Week
Open 227.67 233.19 5.52 2.4% 282.70
High 237.81 238.58 0.77 0.3% 282.70
Low 227.67 226.29 -1.38 -0.6% 216.46
Close 233.19 233.28 0.09 0.0% 248.22
Range 10.14 12.29 2.15 21.2% 66.24
ATR 12.34 12.33 0.00 0.0% 0.00
Volume
Daily Pivots for day following 28-Oct-1987
Classic Woodie Camarilla DeMark
R4 269.59 263.72 240.04
R3 257.30 251.43 236.66
R2 245.01 245.01 235.53
R1 239.14 239.14 234.41 242.08
PP 232.72 232.72 232.72 234.18
S1 226.85 226.85 232.15 229.79
S2 220.43 220.43 231.03
S3 208.14 214.56 229.90
S4 195.85 202.27 226.52
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
5 258.38 226.29 32.09 13.8% 13.34 5.7% 22% False True
10 305.23 216.46 88.77 38.1% 20.07 8.6% 19% False False
20 328.94 216.46 112.48 48.2% 12.68 5.4% 15% False False
40 328.94 216.46 112.48 48.2% 8.71 3.7% 15% False False
60 337.89 216.46 121.43 52.1% 7.22 3.1% 14% False False
80 337.89 216.46 121.43 52.1% 6.10 2.6% 14% False False
100 337.89 216.46 121.43 52.1% 5.55 2.4% 14% False False
120 337.89 216.46 121.43 52.1% 5.36 2.3% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 290.81
2.618 270.76
1.618 258.47
1.000 250.87
0.618 246.18
HIGH 238.58
0.618 233.89
0.500 232.44
0.382 230.98
LOW 226.29
0.618 218.69
1.000 214.00
1.618 206.40
2.618 194.11
4.250 174.06
Fisher Pivots for day following 28-Oct-1987
Pivot 1 day 3 day
R1 233.00 237.26
PP 232.72 235.93
S1 232.44 234.61

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

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