S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Feb-1987
Day Change Summary
Previous Current
11-Feb-1987 12-Feb-1987 Change Change % Previous Week
Open 275.07 277.54 2.47 0.9% 274.08
High 277.71 278.04 0.33 0.1% 282.26
Low 274.71 273.89 -0.82 -0.3% 273.16
Close 277.54 275.62 -1.92 -0.7% 280.04
Range 3.00 4.15 1.15 38.3% 9.10
ATR 3.77 3.80 0.03 0.7% 0.00
Volume
Daily Pivots for day following 12-Feb-1987
Classic Woodie Camarilla DeMark
R4 288.30 286.11 277.90
R3 284.15 281.96 276.76
R2 280.00 280.00 276.38
R1 277.81 277.81 276.00 276.83
PP 275.85 275.85 275.85 275.36
S1 273.66 273.66 275.24 272.68
S2 271.70 271.70 274.86
S3 267.55 269.51 274.48
S4 263.40 265.36 273.34
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
5 281.16 273.49 7.67 2.8% 3.96 1.4% 28% False False
10 282.26 271.38 10.88 3.9% 3.67 1.3% 39% False False
20 282.26 264.00 18.26 6.6% 4.28 1.6% 64% False False
40 282.26 241.28 40.98 14.9% 3.51 1.3% 84% False False
60 282.26 235.51 46.75 17.0% 3.32 1.2% 86% False False
80 282.26 234.95 47.31 17.2% 3.00 1.1% 86% False False
100 282.26 228.08 54.18 19.7% 2.91 1.1% 88% False False
120 282.26 228.08 54.18 19.7% 3.03 1.1% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 295.68
2.618 288.90
1.618 284.75
1.000 282.19
0.618 280.60
HIGH 278.04
0.618 276.45
0.500 275.97
0.382 275.48
LOW 273.89
0.618 271.33
1.000 269.74
1.618 267.18
2.618 263.03
4.250 256.25
Fisher Pivots for day following 12-Feb-1987
Pivot 1 day 3 day
R1 275.97 275.83
PP 275.85 275.76
S1 275.74 275.69

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

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