S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Oct-1987
Day Change Summary
Previous Current
29-Oct-1987 30-Oct-1987 Change Change % Previous Week
Open 233.28 244.77 11.49 4.9% 248.22
High 246.69 254.04 7.35 3.0% 254.04
Low 233.28 244.77 11.49 4.9% 226.29
Close 244.77 251.79 7.02 2.9% 251.79
Range 13.41 9.27 -4.14 -30.9% 27.75
ATR 12.41 12.18 -0.22 -1.8% 0.00
Volume
Daily Pivots for day following 30-Oct-1987
Classic Woodie Camarilla DeMark
R4 278.01 274.17 256.89
R3 268.74 264.90 254.34
R2 259.47 259.47 253.49
R1 255.63 255.63 252.64 257.55
PP 250.20 250.20 250.20 251.16
S1 246.36 246.36 250.94 248.28
S2 240.93 240.93 250.09
S3 231.66 237.09 249.24
S4 222.39 227.82 246.69
Weekly Pivots for week ending 30-Oct-1987
Classic Woodie Camarilla DeMark
R4 327.29 317.29 267.05
R3 299.54 289.54 259.42
R2 271.79 271.79 256.88
R1 261.79 261.79 254.33 266.79
PP 244.04 244.04 244.04 246.54
S1 234.04 234.04 249.25 239.04
S2 216.29 216.29 246.70
S3 188.54 206.29 244.16
S4 160.79 178.54 236.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 254.04 226.29 27.75 11.0% 13.21 5.2% 92% True False
10 282.70 216.46 66.24 26.3% 19.89 7.9% 53% False False
20 328.57 216.46 112.11 44.5% 13.45 5.3% 32% False False
40 328.94 216.46 112.48 44.7% 8.96 3.6% 31% False False
60 337.89 216.46 121.43 48.2% 7.46 3.0% 29% False False
80 337.89 216.46 121.43 48.2% 6.33 2.5% 29% False False
100 337.89 216.46 121.43 48.2% 5.71 2.3% 29% False False
120 337.89 216.46 121.43 48.2% 5.46 2.2% 29% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.62
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 293.44
2.618 278.31
1.618 269.04
1.000 263.31
0.618 259.77
HIGH 254.04
0.618 250.50
0.500 249.41
0.382 248.31
LOW 244.77
0.618 239.04
1.000 235.50
1.618 229.77
2.618 220.50
4.250 205.37
Fisher Pivots for day following 30-Oct-1987
Pivot 1 day 3 day
R1 251.00 247.92
PP 250.20 244.04
S1 249.41 240.17

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

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