S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Feb-1987
Day Change Summary
Previous Current
17-Feb-1987 18-Feb-1987 Change Change % Previous Week
Open 279.70 285.49 5.79 2.1% 280.04
High 285.49 287.55 2.06 0.7% 280.91
Low 279.70 282.97 3.27 1.2% 273.49
Close 285.49 285.42 -0.07 0.0% 279.70
Range 5.79 4.58 -1.21 -20.9% 7.42
ATR 4.08 4.12 0.04 0.9% 0.00
Volume
Daily Pivots for day following 18-Feb-1987
Classic Woodie Camarilla DeMark
R4 299.05 296.82 287.94
R3 294.47 292.24 286.68
R2 289.89 289.89 286.26
R1 287.66 287.66 285.84 286.49
PP 285.31 285.31 285.31 284.73
S1 283.08 283.08 285.00 281.91
S2 280.73 280.73 284.58
S3 276.15 278.50 284.16
S4 271.57 273.92 282.90
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
5 287.55 273.89 13.66 4.8% 4.68 1.6% 84% True False
10 287.55 273.49 14.06 4.9% 4.40 1.5% 85% True False
20 287.55 267.32 20.23 7.1% 4.51 1.6% 89% True False
40 287.55 241.28 46.27 16.2% 3.71 1.3% 95% True False
60 287.55 241.28 46.27 16.2% 3.37 1.2% 95% True False
80 287.55 235.51 52.04 18.2% 3.13 1.1% 96% True False
100 287.55 228.08 59.47 20.8% 2.99 1.0% 96% True False
120 287.55 228.08 59.47 20.8% 3.09 1.1% 96% 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 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 307.02
2.618 299.54
1.618 294.96
1.000 292.13
0.618 290.38
HIGH 287.55
0.618 285.80
0.500 285.26
0.382 284.72
LOW 282.97
0.618 280.14
1.000 278.39
1.618 275.56
2.618 270.98
4.250 263.51
Fisher Pivots for day following 18-Feb-1987
Pivot 1 day 3 day
R1 285.37 284.04
PP 285.31 282.66
S1 285.26 281.28

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

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