S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Feb-1987
Day Change Summary
Previous Current
20-Feb-1987 23-Feb-1987 Change Change % Previous Week
Open 285.57 285.48 -0.09 0.0% 279.70
High 285.98 285.50 -0.48 -0.2% 287.55
Low 284.31 279.37 -4.94 -1.7% 279.70
Close 285.48 282.38 -3.10 -1.1% 285.48
Range 1.67 6.13 4.46 267.1% 7.85
ATR 3.83 3.99 0.16 4.3% 0.00
Volume
Daily Pivots for day following 23-Feb-1987
Classic Woodie Camarilla DeMark
R4 300.81 297.72 285.75
R3 294.68 291.59 284.07
R2 288.55 288.55 283.50
R1 285.46 285.46 282.94 283.94
PP 282.42 282.42 282.42 281.66
S1 279.33 279.33 281.82 277.81
S2 276.29 276.29 281.26
S3 270.16 273.20 280.69
S4 264.03 267.07 279.01
Weekly Pivots for week ending 20-Feb-1987
Classic Woodie Camarilla DeMark
R4 307.79 304.49 289.80
R3 299.94 296.64 287.64
R2 292.09 292.09 286.92
R1 288.79 288.79 286.20 290.44
PP 284.24 284.24 284.24 285.07
S1 280.94 280.94 284.76 282.59
S2 276.39 276.39 284.04
S3 268.54 273.09 283.32
S4 260.69 265.24 281.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 287.55 279.37 8.18 2.9% 4.11 1.5% 37% False True
10 287.55 273.49 14.06 5.0% 4.11 1.5% 63% False False
20 287.55 267.73 19.82 7.0% 3.88 1.4% 74% False False
40 287.55 241.28 46.27 16.4% 3.80 1.3% 89% False False
60 287.55 241.28 46.27 16.4% 3.38 1.2% 89% False False
80 287.55 235.51 52.04 18.4% 3.19 1.1% 90% False False
100 287.55 231.32 56.23 19.9% 2.99 1.1% 91% False False
120 287.55 228.08 59.47 21.1% 3.10 1.1% 91% 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 0.48
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 311.55
2.618 301.55
1.618 295.42
1.000 291.63
0.618 289.29
HIGH 285.50
0.618 283.16
0.500 282.44
0.382 281.71
LOW 279.37
0.618 275.58
1.000 273.24
1.618 269.45
2.618 263.32
4.250 253.32
Fisher Pivots for day following 23-Feb-1987
Pivot 1 day 3 day
R1 282.44 282.81
PP 282.42 282.66
S1 282.40 282.52

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

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