S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Feb-1987
Day Change Summary
Previous Current
26-Feb-1987 27-Feb-1987 Change Change % Previous Week
Open 284.00 282.96 -1.04 -0.4% 285.48
High 284.40 284.55 0.15 0.1% 285.50
Low 280.73 282.77 2.04 0.7% 279.37
Close 282.96 284.20 1.24 0.4% 284.20
Range 3.67 1.78 -1.89 -51.5% 6.13
ATR 3.79 3.64 -0.14 -3.8% 0.00
Volume
Daily Pivots for day following 27-Feb-1987
Classic Woodie Camarilla DeMark
R4 289.18 288.47 285.18
R3 287.40 286.69 284.69
R2 285.62 285.62 284.53
R1 284.91 284.91 284.36 285.27
PP 283.84 283.84 283.84 284.02
S1 283.13 283.13 284.04 283.49
S2 282.06 282.06 283.87
S3 280.28 281.35 283.71
S4 278.50 279.57 283.22
Weekly Pivots for week ending 27-Feb-1987
Classic Woodie Camarilla DeMark
R4 301.41 298.94 287.57
R3 295.28 292.81 285.89
R2 289.15 289.15 285.32
R1 286.68 286.68 284.76 284.85
PP 283.02 283.02 283.02 282.11
S1 280.55 280.55 283.64 278.72
S2 276.89 276.89 283.08
S3 270.76 274.42 282.51
S4 264.63 268.29 280.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 285.50 279.37 6.13 2.2% 3.33 1.2% 79% False False
10 287.55 275.01 12.54 4.4% 3.70 1.3% 73% False False
20 287.55 271.38 16.17 5.7% 3.69 1.3% 79% False False
40 287.55 242.17 45.38 16.0% 3.88 1.4% 93% False False
60 287.55 241.28 46.27 16.3% 3.38 1.2% 93% False False
80 287.55 235.51 52.04 18.3% 3.21 1.1% 94% False False
100 287.55 233.46 54.09 19.0% 2.99 1.1% 94% False False
120 287.55 228.08 59.47 20.9% 3.07 1.1% 94% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 292.12
2.618 289.21
1.618 287.43
1.000 286.33
0.618 285.65
HIGH 284.55
0.618 283.87
0.500 283.66
0.382 283.45
LOW 282.77
0.618 281.67
1.000 280.99
1.618 279.89
2.618 278.11
4.250 275.21
Fisher Pivots for day following 27-Feb-1987
Pivot 1 day 3 day
R1 284.02 283.81
PP 283.84 283.43
S1 283.66 283.04

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

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