S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Feb-1987
Day Change Summary
Previous Current
10-Feb-1987 11-Feb-1987 Change Change % Previous Week
Open 278.16 275.07 -3.09 -1.1% 274.08
High 278.16 277.71 -0.45 -0.2% 282.26
Low 273.49 274.71 1.22 0.4% 273.16
Close 275.07 277.54 2.47 0.9% 280.04
Range 4.67 3.00 -1.67 -35.8% 9.10
ATR 3.83 3.77 -0.06 -1.6% 0.00
Volume
Daily Pivots for day following 11-Feb-1987
Classic Woodie Camarilla DeMark
R4 285.65 284.60 279.19
R3 282.65 281.60 278.37
R2 279.65 279.65 278.09
R1 278.60 278.60 277.82 279.13
PP 276.65 276.65 276.65 276.92
S1 275.60 275.60 277.27 276.13
S2 273.65 273.65 276.99
S3 270.65 272.60 276.72
S4 267.65 269.60 275.89
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
5 282.26 273.49 8.77 3.2% 3.85 1.4% 46% False False
10 282.26 271.38 10.88 3.9% 3.69 1.3% 57% False False
20 282.26 262.64 19.62 7.1% 4.27 1.5% 76% False False
40 282.26 241.28 40.98 14.8% 3.47 1.3% 88% False False
60 282.26 235.51 46.75 16.8% 3.29 1.2% 90% False False
80 282.26 234.78 47.48 17.1% 3.00 1.1% 90% False False
100 282.26 228.08 54.18 19.5% 2.90 1.0% 91% False False
120 282.26 228.08 54.18 19.5% 3.02 1.1% 91% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 290.46
2.618 285.56
1.618 282.56
1.000 280.71
0.618 279.56
HIGH 277.71
0.618 276.56
0.500 276.21
0.382 275.86
LOW 274.71
0.618 272.86
1.000 271.71
1.618 269.86
2.618 266.86
4.250 261.96
Fisher Pivots for day following 11-Feb-1987
Pivot 1 day 3 day
R1 277.10 277.28
PP 276.65 277.02
S1 276.21 276.77

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

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