S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Feb-1987
Day Change Summary
Previous Current
30-Jan-1987 02-Feb-1987 Change Change % Previous Week
Open 274.24 274.08 -0.16 -0.1% 270.10
High 274.24 277.35 3.11 1.1% 276.85
Low 271.38 273.16 1.78 0.7% 267.73
Close 274.08 276.45 2.37 0.9% 274.08
Range 2.86 4.19 1.33 46.5% 9.12
ATR 3.82 3.84 0.03 0.7% 0.00
Volume
Daily Pivots for day following 02-Feb-1987
Classic Woodie Camarilla DeMark
R4 288.22 286.53 278.75
R3 284.03 282.34 277.60
R2 279.84 279.84 277.22
R1 278.15 278.15 276.83 279.00
PP 275.65 275.65 275.65 276.08
S1 273.96 273.96 276.07 274.81
S2 271.46 271.46 275.68
S3 267.27 269.77 275.30
S4 263.08 265.58 274.15
Weekly Pivots for week ending 30-Jan-1987
Classic Woodie Camarilla DeMark
R4 300.25 296.28 279.10
R3 291.13 287.16 276.59
R2 282.01 282.01 275.75
R1 278.04 278.04 274.92 280.03
PP 272.89 272.89 272.89 273.88
S1 268.92 268.92 273.24 270.91
S2 263.77 263.77 272.41
S3 254.65 259.80 271.57
S4 245.53 250.68 269.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 277.35 269.61 7.74 2.8% 3.75 1.4% 88% True False
10 280.96 267.32 13.64 4.9% 4.76 1.7% 67% False False
20 280.96 252.14 28.82 10.4% 3.90 1.4% 84% False False
40 280.96 241.28 39.68 14.4% 3.33 1.2% 89% False False
60 280.96 235.51 45.45 16.4% 3.11 1.1% 90% False False
80 280.96 234.37 46.59 16.9% 2.84 1.0% 90% False False
100 280.96 228.08 52.88 19.1% 2.97 1.1% 91% False False
120 280.96 228.08 52.88 19.1% 2.94 1.1% 91% 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 1.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 295.16
2.618 288.32
1.618 284.13
1.000 281.54
0.618 279.94
HIGH 277.35
0.618 275.75
0.500 275.26
0.382 274.76
LOW 273.16
0.618 270.57
1.000 268.97
1.618 266.38
2.618 262.19
4.250 255.35
Fisher Pivots for day following 02-Feb-1987
Pivot 1 day 3 day
R1 276.05 275.76
PP 275.65 275.06
S1 275.26 274.37

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

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