S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Oct-1987
Day Change Summary
Previous Current
28-Oct-1987 29-Oct-1987 Change Change % Previous Week
Open 233.19 233.28 0.09 0.0% 282.70
High 238.58 246.69 8.11 3.4% 282.70
Low 226.29 233.28 6.99 3.1% 216.46
Close 233.28 244.77 11.49 4.9% 248.22
Range 12.29 13.41 1.12 9.1% 66.24
ATR 12.33 12.41 0.08 0.6% 0.00
Volume
Daily Pivots for day following 29-Oct-1987
Classic Woodie Camarilla DeMark
R4 281.81 276.70 252.15
R3 268.40 263.29 248.46
R2 254.99 254.99 247.23
R1 249.88 249.88 246.00 252.44
PP 241.58 241.58 241.58 242.86
S1 236.47 236.47 243.54 239.03
S2 228.17 228.17 242.31
S3 214.76 223.06 241.08
S4 201.35 209.65 237.39
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
5 250.70 226.29 24.41 10.0% 12.95 5.3% 76% False False
10 298.92 216.46 82.46 33.7% 20.70 8.5% 34% False False
20 328.94 216.46 112.48 46.0% 13.07 5.3% 25% False False
40 328.94 216.46 112.48 46.0% 8.90 3.6% 25% False False
60 337.89 216.46 121.43 49.6% 7.38 3.0% 23% False False
80 337.89 216.46 121.43 49.6% 6.24 2.5% 23% False False
100 337.89 216.46 121.43 49.6% 5.67 2.3% 23% False False
120 337.89 216.46 121.43 49.6% 5.41 2.2% 23% 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 1.71
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 303.68
2.618 281.80
1.618 268.39
1.000 260.10
0.618 254.98
HIGH 246.69
0.618 241.57
0.500 239.99
0.382 238.40
LOW 233.28
0.618 224.99
1.000 219.87
1.618 211.58
2.618 198.17
4.250 176.29
Fisher Pivots for day following 29-Oct-1987
Pivot 1 day 3 day
R1 243.18 242.01
PP 241.58 239.25
S1 239.99 236.49

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

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