S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Mar-1987
Day Change Summary
Previous Current
27-Feb-1987 02-Mar-1987 Change Change % Previous Week
Open 282.96 284.20 1.24 0.4% 285.48
High 284.55 284.83 0.28 0.1% 285.50
Low 282.77 282.30 -0.47 -0.2% 279.37
Close 284.20 283.00 -1.20 -0.4% 284.20
Range 1.78 2.53 0.75 42.1% 6.13
ATR 3.64 3.57 -0.08 -2.2% 0.00
Volume
Daily Pivots for day following 02-Mar-1987
Classic Woodie Camarilla DeMark
R4 290.97 289.51 284.39
R3 288.44 286.98 283.70
R2 285.91 285.91 283.46
R1 284.45 284.45 283.23 283.92
PP 283.38 283.38 283.38 283.11
S1 281.92 281.92 282.77 281.39
S2 280.85 280.85 282.54
S3 278.32 279.39 282.30
S4 275.79 276.86 281.61
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
5 285.35 280.73 4.62 1.6% 2.61 0.9% 49% False False
10 287.55 279.37 8.18 2.9% 3.36 1.2% 44% False False
20 287.55 273.16 14.39 5.1% 3.67 1.3% 68% False False
40 287.55 246.45 41.10 14.5% 3.83 1.4% 89% False False
60 287.55 241.28 46.27 16.3% 3.40 1.2% 90% False False
80 287.55 235.51 52.04 18.4% 3.22 1.1% 91% False False
100 287.55 233.68 53.87 19.0% 3.00 1.1% 92% False False
120 287.55 228.08 59.47 21.0% 3.06 1.1% 92% 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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 295.58
2.618 291.45
1.618 288.92
1.000 287.36
0.618 286.39
HIGH 284.83
0.618 283.86
0.500 283.57
0.382 283.27
LOW 282.30
0.618 280.74
1.000 279.77
1.618 278.21
2.618 275.68
4.250 271.55
Fisher Pivots for day following 02-Mar-1987
Pivot 1 day 3 day
R1 283.57 282.93
PP 283.38 282.85
S1 283.19 282.78

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

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