S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Feb-1987
Day Change Summary
Previous Current
18-Feb-1987 19-Feb-1987 Change Change % Previous Week
Open 285.49 285.42 -0.07 0.0% 280.04
High 287.55 286.24 -1.31 -0.5% 280.91
Low 282.97 283.84 0.87 0.3% 273.49
Close 285.42 285.57 0.15 0.1% 279.70
Range 4.58 2.40 -2.18 -47.6% 7.42
ATR 4.12 4.00 -0.12 -3.0% 0.00
Volume
Daily Pivots for day following 19-Feb-1987
Classic Woodie Camarilla DeMark
R4 292.42 291.39 286.89
R3 290.02 288.99 286.23
R2 287.62 287.62 286.01
R1 286.59 286.59 285.79 287.11
PP 285.22 285.22 285.22 285.47
S1 284.19 284.19 285.35 284.71
S2 282.82 282.82 285.13
S3 280.42 281.79 284.91
S4 278.02 279.39 284.25
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% 4.56 1.6% 86% False False
10 287.55 273.49 14.06 4.9% 4.21 1.5% 86% False False
20 287.55 267.32 20.23 7.1% 4.45 1.6% 90% False False
40 287.55 241.28 46.27 16.2% 3.71 1.3% 96% False False
60 287.55 241.28 46.27 16.2% 3.33 1.2% 96% False False
80 287.55 235.51 52.04 18.2% 3.14 1.1% 96% False False
100 287.55 228.08 59.47 20.8% 2.98 1.0% 97% False False
120 287.55 228.08 59.47 20.8% 3.09 1.1% 97% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 296.44
2.618 292.52
1.618 290.12
1.000 288.64
0.618 287.72
HIGH 286.24
0.618 285.32
0.500 285.04
0.382 284.76
LOW 283.84
0.618 282.36
1.000 281.44
1.618 279.96
2.618 277.56
4.250 273.64
Fisher Pivots for day following 19-Feb-1987
Pivot 1 day 3 day
R1 285.39 284.92
PP 285.22 284.27
S1 285.04 283.63

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

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