On the spot cmpression test

Probably going to the dealer auctions to look for a good Diesel Mercedes for a cheap amount of money. They are checked out by mechanics and the problems are listed beforehand, but quick question: is there a quick way to do a rough on spot compression test to tell if the motor is shot? What should a good engine do, what should a bad one do? Thanks. Also, any cheap tools I can buy beforehand to check?