S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Feb-1987
Day Change Summary
Previous Current
05-Feb-1987 06-Feb-1987 Change Change % Previous Week
Open 279.64 281.16 1.52 0.5% 274.08
High 282.26 281.16 -1.10 -0.4% 282.26
Low 278.66 275.99 -2.67 -1.0% 273.16
Close 281.16 280.04 -1.12 -0.4% 280.04
Range 3.60 5.17 1.57 43.6% 9.10
ATR 3.74 3.84 0.10 2.7% 0.00
Volume
Daily Pivots for day following 06-Feb-1987
Classic Woodie Camarilla DeMark
R4 294.57 292.48 282.88
R3 289.40 287.31 281.46
R2 284.23 284.23 280.99
R1 282.14 282.14 280.51 280.60
PP 279.06 279.06 279.06 278.30
S1 276.97 276.97 279.57 275.43
S2 273.89 273.89 279.09
S3 268.72 271.80 278.62
S4 263.55 266.63 277.20
Weekly Pivots for week ending 06-Feb-1987
Classic Woodie Camarilla DeMark
R4 305.79 302.01 285.05
R3 296.69 292.91 282.54
R2 287.59 287.59 281.71
R1 283.81 283.81 280.87 285.70
PP 278.49 278.49 278.49 279.43
S1 274.71 274.71 279.21 276.60
S2 269.39 269.39 278.37
S3 260.29 265.61 277.54
S4 251.19 256.51 275.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 282.26 273.16 9.10 3.2% 3.85 1.4% 76% False False
10 282.26 267.73 14.53 5.2% 3.65 1.3% 85% False False
20 282.26 257.92 24.34 8.7% 4.14 1.5% 91% False False
40 282.26 241.28 40.98 14.6% 3.42 1.2% 95% False False
60 282.26 235.51 46.75 16.7% 3.25 1.2% 95% False False
80 282.26 234.78 47.48 17.0% 2.95 1.1% 95% False False
100 282.26 228.08 54.18 19.3% 2.86 1.0% 96% False False
120 282.26 228.08 54.18 19.3% 2.99 1.1% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 303.13
2.618 294.70
1.618 289.53
1.000 286.33
0.618 284.36
HIGH 281.16
0.618 279.19
0.500 278.58
0.382 277.96
LOW 275.99
0.618 272.79
1.000 270.82
1.618 267.62
2.618 262.45
4.250 254.02
Fisher Pivots for day following 06-Feb-1987
Pivot 1 day 3 day
R1 279.55 279.63
PP 279.06 279.22
S1 278.58 278.81

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

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