S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Mar-1987
Day Change Summary
Previous Current
03-Mar-1987 04-Mar-1987 Change Change % Previous Week
Open 283.00 284.12 1.12 0.4% 285.48
High 284.19 288.62 4.43 1.6% 285.50
Low 282.92 284.12 1.20 0.4% 279.37
Close 284.12 288.62 4.50 1.6% 284.20
Range 1.27 4.50 3.23 254.3% 6.13
ATR 3.40 3.48 0.08 2.3% 0.00
Volume
Daily Pivots for day following 04-Mar-1987
Classic Woodie Camarilla DeMark
R4 300.62 299.12 291.10
R3 296.12 294.62 289.86
R2 291.62 291.62 289.45
R1 290.12 290.12 289.03 290.87
PP 287.12 287.12 287.12 287.50
S1 285.62 285.62 288.21 286.37
S2 282.62 282.62 287.80
S3 278.12 281.12 287.38
S4 273.62 276.62 286.15
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
5 288.62 280.73 7.89 2.7% 2.75 1.0% 100% True False
10 288.62 279.37 9.25 3.2% 2.90 1.0% 100% True False
20 288.62 273.49 15.13 5.2% 3.65 1.3% 100% True False
40 288.62 252.65 35.97 12.5% 3.78 1.3% 100% True False
60 288.62 241.28 47.34 16.4% 3.41 1.2% 100% True False
80 288.62 235.51 53.11 18.4% 3.24 1.1% 100% True False
100 288.62 234.37 54.25 18.8% 3.00 1.0% 100% True False
120 288.62 228.08 60.54 21.0% 2.99 1.0% 100% True 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 0.42
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 307.75
2.618 300.40
1.618 295.90
1.000 293.12
0.618 291.40
HIGH 288.62
0.618 286.90
0.500 286.37
0.382 285.84
LOW 284.12
0.618 281.34
1.000 279.62
1.618 276.84
2.618 272.34
4.250 265.00
Fisher Pivots for day following 04-Mar-1987
Pivot 1 day 3 day
R1 287.87 287.57
PP 287.12 286.51
S1 286.37 285.46

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

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