S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Feb-1987
Day Change Summary
Previous Current
13-Feb-1987 17-Feb-1987 Change Change % Previous Week
Open 275.62 279.70 4.08 1.5% 280.04
High 280.91 285.49 4.58 1.6% 280.91
Low 275.01 279.70 4.69 1.7% 273.49
Close 279.70 285.49 5.79 2.1% 279.70
Range 5.90 5.79 -0.11 -1.9% 7.42
ATR 3.95 4.08 0.13 3.3% 0.00
Volume
Daily Pivots for day following 17-Feb-1987
Classic Woodie Camarilla DeMark
R4 300.93 299.00 288.67
R3 295.14 293.21 287.08
R2 289.35 289.35 286.55
R1 287.42 287.42 286.02 288.39
PP 283.56 283.56 283.56 284.04
S1 281.63 281.63 284.96 282.60
S2 277.77 277.77 284.43
S3 271.98 275.84 283.90
S4 266.19 270.05 282.31
Weekly Pivots for week ending 13-Feb-1987
Classic Woodie Camarilla DeMark
R4 300.29 297.42 283.78
R3 292.87 290.00 281.74
R2 285.45 285.45 281.06
R1 282.58 282.58 280.38 280.31
PP 278.03 278.03 278.03 276.90
S1 275.16 275.16 279.02 272.89
S2 270.61 270.61 278.34
S3 263.19 267.74 277.66
S4 255.77 260.32 275.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 285.49 273.49 12.00 4.2% 4.70 1.6% 100% True False
10 285.49 273.49 12.00 4.2% 4.14 1.4% 100% True False
20 285.49 267.32 18.17 6.4% 4.45 1.6% 100% True False
40 285.49 241.28 44.21 15.5% 3.69 1.3% 100% True False
60 285.49 237.66 47.83 16.8% 3.36 1.2% 100% True False
80 285.49 235.51 49.98 17.5% 3.11 1.1% 100% True False
100 285.49 228.08 57.41 20.1% 3.00 1.1% 100% True False
120 285.49 228.08 57.41 20.1% 3.06 1.1% 100% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 310.10
2.618 300.65
1.618 294.86
1.000 291.28
0.618 289.07
HIGH 285.49
0.618 283.28
0.500 282.60
0.382 281.91
LOW 279.70
0.618 276.12
1.000 273.91
1.618 270.33
2.618 264.54
4.250 255.09
Fisher Pivots for day following 17-Feb-1987
Pivot 1 day 3 day
R1 284.53 283.56
PP 283.56 281.62
S1 282.60 279.69

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

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